CFFEX Data Technology Co.,Ltd (CFFEX DT) adheres to the principle of "fairness, justice and openness", and provides high-quality, diverse and multi-level data services covering all products and contracts listed and traded on China Financial Futures Exchange (CFFEX).
CFFEX’s data services include: real-time data (display and non-display) and historical data. Overseas participants can purchase data from both CFFEX DT and China Investment Information Services (CIIS), Hong Kong, which is the authorized overseas sales agent for CFFEX market data.
1. Real-time data (display)
In accordance with common industry practice, market data is provided by the exchange to end users through data vendors. CFFEX DT licenses CFFEX market data to data vendors, who then provide such market data to end users.
Target users are legally-incorporated market data institutions that meet the requirements of CFFEX
Data Parameters
| Data | Level-1 Real-Time Market Data | Level-2 Real-Time Market Data | Level-1 Delayed Market Data |
| Update Frequency | Two snapshots per second | Two snapshots per second | One snapshot per 15 seconds |
| Data Content | Contract name, delivery month, latest price, bid/ask prices, bid/ask quantities, settlement prices, opening prices, closing prices, high prices, low prices, previous settlement price, trading volumes, open interests and notional trading value |
2. Real-time data (non-display)
Users receive CFFEX Level-2 market data through a designated API interface (two snapshots per second), and are allowed to use non-display usage raw data for algorithmic trading, risk control, data analysis, research, and development strategies.
Application Scenarios
(1) Co-location
Institutions can apply to receive and use non-display data in the co-location facility authorized by CFFEX DT. Such data shall not be redistributed to other institutions or individuals in the co-location facility or to any party outside the authorized co-location facility.
(2) Designated facility
Licensed financial institutions that meet relevant qualification requirements can receive use or distribute non-display market data in an approved designated facility, excluding the authorized co-location facility, and such data shall not be forwarded to any party outside the designated facility.
A designated facility can be licensed for self-use or redistribution purpose.
“Self-use” refers to clients’ own use of source data in their own applications in the designated facility.
“Redistribution” refers to the situation where, in addition to self-use, clients redistribute the source data to other users in the same designated facility, so that such other users can use the data in their applications in the same designated facility.
3. Historical data
CFFEX DT is authorized by CFFEX to manage its market data business. Any institutions that intend to distribute CFFEX’s historical data or use it for business purposes must apply for permits from CFFEX DT.
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