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 feeds exchange data to Provider. Detector receives market data, Studio receives read views, and Advisor sees only signed candidate evidence.
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
Public verification 1. Configure credentials in the private Provider environment. 2. Verify connector status in the internal Studio/Provider console. 3. Use Barfinex public pages to inspect market data. Operator Provider commands and tokens remain in internal runbooks only.
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