CME Group
Coming SoonFutures & Derivatives
connectorType: "cme_group"World's largest futures exchange
Connection Architecture
CME Group
WebSocket / REST→
Connector
libs/exchange-cme-group→
Provider
:8081/api→
Detector
Advisor
Studio
The connector receives data from the exchange and feeds it to Provider (port 8081). From there — to Detector, Advisor, and Studio.
Technologies
Transport
WebSocketREST
Authentication
API Key + SecretData Format
JSONBest for
- Macro traders hedging equity exposure with ES/NQ futures or tracking Fed policy via Eurodollar/SOFR contracts.
- Commodity traders monitoring Gold, Silver, WTI, Brent, and agricultural futures as leading indicators.
- Multi-asset algorithmic strategies that require correlation data between crypto and traditional markets.
Connect via code
1Environment variables (.env)
CME_API_KEY=your_key_here CME_API_SECRET=your_secret_here
2Connector configuration
// config/config.provider.json
{
"provider": {
"connectors": [
{
"connectorType": "cme_group",
"enabled": true,
"key": "${CME_API_KEY}",
"secret": "${CME_API_SECRET}",
"markets": [
{ "marketType": "spot", "symbols": [{ "name": "BTCUSDT" }] }
],
"subscriptions": [
{ "type": "PROVIDER_MARKETDATA_CANDLE", "symbols": ["BTCUSDT"], "intervals": ["min1", "h1"], "active": true },
{ "type": "PROVIDER_MARKETDATA_TRADE", "symbols": ["BTCUSDT"], "active": true },
{ "type": "PROVIDER_MARKETDATA_ORDERBOOK", "symbols": ["BTCUSDT"], "active": true }
]
}
]
}
}3Verify and query data
# Verify connection curl -H "Authorization: Bearer $PROVIDER_API_TOKEN" \ https://localhost:8081/api/exchanges/runtime-proof # Candles (last 7 days) curl -H "Authorization: Bearer $PROVIDER_API_TOKEN" \ "https://localhost:8081/api/candles/cme_group/spot/BTCUSDT/h1?days=7"
Available via Barfinex API
/api/candles/cme_group/...
/api/trades/cme_group/...
/api/orderbook/cme_group/...
/api/account/cme_group/...
/api/symbols/cme_group/...
/api/assets/cme_group/...
Studio graphical setup — in development, coming in the next release.
Important
CME data requires a paid market data subscription; real-time Level 2 data has additional licensing costs.
Futures contracts have expiry dates — Barfinex automatically rolls to the front month.
Connect in Studio(soon)
Exchange Website