CME Group to launch CME FX Tape+ over WebSocket API
Effective Monday, April 27, international derivatives marketplace CME Group will launch CME FX Tape+ over WebSocket API to provide centralized reference prices and a comprehensive view of FX market liquidity from its transparent central limit order book (CLOB) marketplaces, including FX futures, EBS Market, FX Spot+ and FX Link.
CME FX Tape+ over WebSocket API offers:
- Both actual and derived data points to provide customers a comprehensive view of CME Group’s FX Markets in a single market data feed
- Best bid/offer prices, mid-price and quantities, trade prices and quantities
- Highs, low, open and close for each market and instrument.
CME FX Tape+ will cover G10 currency pairs initially and will include streaming data approximately 250 milliseconds conflation rate distributed via WebSocket API.
