All the data behind every test.
Licensed CME market data, from one-minute bars to the full order book, plus your own broker’s symbols through MetaTrader 5 and cTrader. Here is what each one gives you.
- 29
- CME markets, real-time on paid plans
- 4
- kinds of data
- 16 yrs
- of tick history, at most
- ~1 TB
- compressed market data
Tick history and store size read on 2026-11-05.
Every CME market
Equity indices
- ESE-mini S&P 500
- NQE-mini Nasdaq 100
- RTYE-mini Russell 2000
- MESMicro E-mini S&P 500
- MNQMicro E-mini Nasdaq
- M2KMicro Russell 2000
Interest rates
- SR33-Month SOFR
- SR11-Month SOFR
FX
- 6EEUR/USD Euro FX
- 6BGBP/USD British Pound
- 6JJPY/USD Japanese Yen
- 6AAUD/USD Australian Dollar
- 6CCAD/USD Canadian Dollar
- 6MMXN/USD Mexican Peso
- 6NNZD/USD New Zealand Dollar
- 6SCHF/USD Swiss Franc
- 6LBRL/USD Brazilian Real
- CNHUSD/CNH Offshore Renminbi
- E7EUR/USD E-mini
- M6EEUR/USD Micro
- M6AAUD/USD Micro
- M6BGBP/USD Micro
Livestock
- LELive Cattle
- HELean Hogs
- GFFeeder Cattle
CME Bitcoin and Ether
- BTCBitcoin
- ETHEther
- MBTMicro Bitcoin
- METMicro Ether
Connect your own data
Connect a broker account and its symbols become your data, next to the CME markets.
MetaTrader 5
Connect your account at Moneta Markets, FP Trading, Ultima Markets or IQ Capital. Your broker decides the symbols: forex, gold, indices and CFDs. Those symbols become your data for charts, backtests, the optimizer and bots.
cTrader
Connect your cTrader account. Your broker decides the symbols, and all of them are treated as CFDs. They become your data for charts, backtests, the optimizer and bots.
What each one gives you
| Feature | CME | MetaTrader 5 | cTrader |
|---|---|---|---|
| Who provides it | Roboquant, licensed from CME | Your broker | Your broker |
| Markets | 29 CME markets | Your broker’s symbols: forex, gold, indices, CFDs | Your broker’s symbols, as CFDs |
| Bar history | 1 year on Free, maximum available on Ultra | Up to 20 years, where your broker has them | 1-minute bars, up to 5 years |
| Tick data | From Starter | Up to 2 years, from Starter, with a tick-quality score | No |
| Order book | From Charts | No | No |
| Real-time or quotes | Real-time from Charts* | Broker quotes | Broker quotes, up to 10 symbols |
| Backtests | Yes | Yes, on your broker’s data | Yes, compiled strategies |
| Optimizer | Yes, limits by plan | Yes, limits by plan | Yes, compiled strategies |
| Live bots | From Pro, or a slot on any plan | From Pro, or a slot on any plan, demo or live | Demo or live, by deployment slots |
| Who sees it | Every user, by plan | Only you. Deleted when you disconnect | Only you |
| Which plan | Every plan | Every plan, 1 to 10 accounts | Every plan, 1 to 20 accounts across all brokers |
*Real-time display needs CME non-professional status; professionals get custom pricing.
Leveraged products can lose money quickly; backtests are simulations, not a promise of results.
MetaTrader is a trademark of MetaQuotes Ltd.; Roboquant is not affiliated with MetaQuotes.
Four kinds of CME data
1m
Bars
OHLCV candles, one row per minute. The quick way to test an idea.
History on every plan.
L1
Trades
Every trade, tick by tick: time, price, size, side. Shows how a fill would really have happened.
History from Starter.
L2
Depth (MBP-10)
Ten price levels of resting liquidity, on every change. Shows whether your size fits at the touch.
Recent window from Elite.
L3
Order flow (MBO)
The full book: every individual order at every price level.
Recent window on Ultra.
History and timeframes
As of 2026-08-04, tick history goes back to July 2010. Your plan sets how far back you can test.
- Seconds
- 1s 5s 15s 30s
- Minutes
- 1m 2m 3m 5m 10m 15m 30m 45m
- Hours
- 1H 2H 3H 4H 6H 8H 12H
- Days / Weeks
- 1D 1W 1M
Seconds timeframes are built from ticks.
By plan
| Data | Free | Charts | Starter | Pro | Elite | Ultra |
|---|---|---|---|---|---|---|
| Historical OHLCV | 1 year | 1 year | 3 years | 8 years | Up to 16 years | Maximum available |
| Historical trades/ticks | No | No | 3 years | 8 years | Up to 16 years | Maximum available |
| Historical L2 / MBP-10 | No | No | No | No | Recent window | Recent window |
| Historical MBO / L3 | No | No | No | No | No | Recent window |
| Market universe | All supported CME markets | All supported CME markets | All supported CME markets | All supported CME markets | All supported CME markets | All supported CME markets |
| Fill models | OHLCV | OHLCV | OHLCV + tick | OHLCV + tick | + L2 book fills | + L2 book fills |
| Chart data | 20-minute delayed | CME real-time* | CME real-time* | CME real-time* | CME real-time* | CME real-time* |
| Time & sales, footprint, large prints | No | Included | Included | Included | Included | Included |
| Order book (Book, Delta, DOM) | No | Included | Included | Included | Included | Included |
| Full depth (MBO/L3) | No | Included | Included | Included | Included | Included |
| Live deployment runtime feed | With a slot | With a slot | With a slot | CME real-time | CME real-time | CME real-time |
Full depth is the live book on charts. Historical L2 and MBO are separate, stored windows.
Real-time charts cover all 29 CME markets on paid plans.
*Real-time display needs CME non-professional status; professionals get custom pricing.
Where it goes
Backtests
The engine reads the store directly. From Starter, fills are simulated at tick level. From Elite, book fills show whether your size gets filled at the touch.
Charts
Free charts are 20 minutes delayed. From Charts, charts are real-time with the order book. Raw data is shown on charts inside the app.
Live bots
From Pro, or with a deployment slot on any plan, deployed bots run on a real-time CME feed. Seconds timeframes are for backtests and charts, not live bots.