# tickstream — full reference (for LLMs)

> Licensed CME futures, full OPRA options and computed dealer gamma over a plain API.
> This single file is the complete reference. Every number in it is generated from the same
> modules the product itself reads, so it cannot disagree with what a customer is charged or
> with what the gateway actually serves.

- REST base: `https://api.tick-stream.xyz/v1` — header `Authorization: Bearer YOUR_API_KEY`
- WebSocket: `wss://stream.tick-stream.xyz/v1/stream?key=YOUR_API_KEY&symbols=ES,NQ`
- MCP server: `npx -y tickstream-mcp`
- Get a key: https://tick-stream.xyz/signup — free tier, no card, no sales call
- Status and gap history: https://status.tick-stream.xyz/
- Public metrics, no key required: `GET /v1/public/metrics`

## What this is not

- Not a broker. tickstream never places an order by itself. The Execution API places orders
  only when you or a system you armed calls it.
- Not a charting platform. Data in, your interface.
- Not an equity tick feed. Futures and options only.
- Not redistributable on a non-professional package. If your users see the data, that is a
  separate licence: https://tick-stream.xyz/for/fintech-startups

## Packages

One package per category, or the Desk bundle. Annual is twelve months less 25%.

### Futures

Licensed CME futures — ticks, the order book, and order-by-order depth.

| id | name | monthly | annual | what it is |
|---|---|---|---|---|
| `futures_free` | Free | free | — | Delayed, but the same feed. |
| `futures_p2` | Realtime | $29 | $261 | Live ticks, no delay. |
| `futures_p3` | Realtime + L2 | $79 | $711 | The full order book. |
| `futures_p4` | L3 / Market-by-order | $199 | $1791 | Every individual order, with its queue position. |

- **Free** (`futures_free`): delayed 15 minutes · book: none · history: 7 days · symbols: 10 · connections: 1

- **Realtime** (`futures_p2`): book: none · history: 1 year · symbols: 25 · connections: 2

- **Realtime + L2** (`futures_p3`): book: l2 · history: 5 years · symbols: unlimited · connections: 3

- **L3 / Market-by-order** (`futures_p4`): book: l3 · history: 7 years · symbols: unlimited · connections: 10

### Options

100 % OPRA coverage — every trade, every NBBO quote, twelve years deep.

| id | name | monthly | annual | what it is |
|---|---|---|---|---|
| `options_p1` | Options Core | $29 | $261 | The surface — chains, greeks and twelve years of closes. |
| `options_p2` | Options Flow | $69 | $621 | The tape — every OPRA trade and every NBBO quote, tick level. |
| `options_p3` | Options Pro | $119 | $1071 | The joins — trades paired with quotes and greeks, whole roots, no cap. |

- **Options Core** (`options_p1`): history: 4 years · option request types: first 3 of 12

- **Options Flow** (`options_p2`): history: 8 years · option request types: first 7 of 12

- **Options Pro** (`options_p3`): history: 12 years · option request types: first 12 of 12

### GEX

Computed dealer gamma as clean data. The free levels page stays free.

| id | name | monthly | annual | what it is |
|---|---|---|---|---|
| `gex_flat` | GEX Levels | $29 | $261 | Walls, flip and net regime. |
| `gex_mid` | GEX + Greeks | $39 | $351 | Plus DEX, vanna and charm. |
| `gex_full` | GEX Full | $69 | $621 | Single names and the whole surface. |

### Algos

Live-tested NQ strategies with public, unedited paper track records.

| id | name | monthly | annual | what it is |
|---|---|---|---|---|
| `algo_single` | One sleeve | $99 | $891 | Signals from a single strategy. |
| `algo_all` | Every sleeve | $299 | $2691 | All thirteen, plus execution. |

- **One sleeve** (`algo_single`): active sleeves: 1

- **Every sleeve** (`algo_all`): active sleeves: all · includes the Execution API

### Utilities

The pieces that sit beside a data plan.

| id | name | monthly | annual | what it is |
|---|---|---|---|---|
| `execution` | Account & Execution API | $19 | $171 | Place futures orders through an API. |

### Bundle

- `desk` **Desk** — $499/mo, $4491/yr. Includes: futures_p4, options_p3, gex_full, execution, algo_all.
  Bought separately those cost $705, so the bundle saves $206 (29%).

### Professional and redistribution

Exchange fees are passed through at cost with one platform fee on top — the only line that is
ours. Quoted, never self-service: https://tick-stream.xyz/professional

- tickstream platform: $150/mo
- CME licence, per professional user: $199/mo each
- CME licence, per exchange (CME, CBOT, NYMEX, COMEX): $199/mo each
- OPRA options, professional display use: $1600/mo
- Redistribution: from $2500/mo plus $199 per reported end user

## Options API — the 12 request types

All under `GET /v1/options/<type>`. A type above your package returns `403` with
`request_type_not_in_plan` and names the package that would unlock it. It never returns a
reduced result set.

| # | id | endpoint | what it returns | unlocked by |
|---|---|---|---|---|
| 1 | `chain` | `/v1/options/chain` | Live chain — bid/ask/last, open interest and volume per strike. | Options Core |
| 2 | `greeks` | `/v1/options/greeks` | Live greeks and implied vol per strike, for one expiration. | Options Core |
| 3 | `eod` | `/v1/options/eod` | Daily close per contract, twelve years back. | Options Core |
| 4 | `ohlc` | `/v1/options/ohlc` | OHLC bars per contract, down to tick interval. | Options Flow |
| 5 | `oi` | `/v1/options/oi` | Open interest per contract per day — the opening-vs-closing input. | Options Flow |
| 6 | `quote` | `/v1/options/quote` | Every NBBO quote reported by OPRA, with size and exchange. | Options Flow |
| 7 | `trade` | `/v1/options/trade` | Every option trade reported by OPRA, with size and condition. | Options Flow |
| 8 | `trade_quote` | `/v1/options/trade_quote` | Each trade paired with the NBBO standing at that millisecond — the flow primitive. | Options Pro |
| 9 | `greeks_history` | `/v1/options/greeks_history` | Historical greeks and IV as a time series. | Options Pro |
| 10 | `trade_greeks` | `/v1/options/trade_greeks` | Every trade with the greeks as they stood at trade time. | Options Pro |
| 11 | `at_time` | `/v1/options/at_time` | The exact trade or quote in force at a given timestamp. | Options Pro |
| 12 | `root` | `/v1/options/root` | Whole-root bulk snapshot — every expiration in a single call. | Options Pro |

### Parameters

| parameter | example | notes |
|---|---|---|
| `symbol` | `SPY` | the root; `underlying` and `root` are aliases |
| `exp` | `2026-08-21` | expiration; `expiration` accepted, dashes optional. `*` on the history types = every expiration (bulk) |
| `max_dte` | `30` | with `exp=*`: only contracts within N calendar days of expiry |
| `strike_range` | `550,650` | with `exp=*`: clip the strike ladder |
| `strike` | `600` | in dollars — converted to the vendor's thousandths internally |
| `right` | `C` or `P` | call or put |
| `date` | `2026-07-31` | one session; expands to start_date+end_date |
| `start_date`, `end_date` | `2026-07-01` | a range instead |
| `interval` | `60000` | bar interval in ms for ohlc/quote/greeks/implied_volatility; defaults to 60000 |

### Bulk history

Every history type takes `expiration=*`: the whole chain of the root in one request per date
window (a month of QQQ end-of-day = 60k contracts in ~20 s). Combine with `max_dte` /
`strike_range` to clip it. Backfilling seven years is a few hundred month-sized requests.
`eod` and `oi` windows always end **yesterday**: the running session's report does not exist
yet (EOD generates 17:15 ET, OI next morning); a window touching today is clamped and the
response carries `x-end-clamped: running-day`. Today's chain comes from `chain`/`root`/WebSocket.

### Response envelope

```json
{
  "header": { "format": ["ms_of_day","price","size","bid","ask"], "next_page": "null" },
  "response": [
    { "contract": { "root": "SPY", "expiration": 20260821, "strike": 600000, "right": "C" },
      "ticks": [[51293846, 4.35, 250, 4.30, 4.35]] }
  ]
}
```

**Read columns by NAME from `header.format`.** Column order is the vendor's and is not part
of our contract; code that indexes by position will break on a day you are not watching.

Conventions:

- `ms_of_day` + `date` are milliseconds since midnight and `YYYYMMDD`, both **US/Eastern**.
  Passed through rather than converted to UTC, because converting loses the session boundary.
- `strike` in the contract block is thousandths of a dollar: `600000` is $600.00. Queries take dollars.
- `iv_error`: `0.0` means the solver converged, `100.0` is the failed-solve sentinel. Drop those rows.
- Paging is handled server-side; `next_page` is followed internally and results concatenated.
- A contract that did not trade returns an empty `ticks` array, not an error.
- Options history reaches back to **2012-06-01**. Requests older than your package's window are
  clamped to it, not rejected.

## Streaming

```json
{ "op": "subscribe", "channel": "ticks", "symbols": ["ES", "NQ"] }
```

| channel | what it carries | needs |
|---|---|---|
| `ticks` | every trade print, with the real aggressor side from the exchange | any package (free tier delayed 15 min) |
| `book` | aggregated Level 2 — every resting bid and offer per level | a package with `book: l2` or better |
| `l3` | market-by-order — one event per order with `order_id`, `action`, `priority`, `seq`, `ns` | the L3 package |
| `options` | live chains with greeks by underlying | any options package |

## REST

| endpoint | what it returns |
|---|---|
| `GET /v1/symbols` | the enabled market list |
| `GET /v1/quote?symbol=` | last price and size |
| `GET /v1/ticks?symbol=&start=&end=` | recent trade prints |
| `GET /v1/l3?symbol=&start=&end=` | order-level replay, max one hour per request |
| `GET /v1/options/<type>` | the 12 types above |
| `GET /v1/gex?underlying=&weight=oi|vol&dte=all|0|1` | per-strike dealer gamma, walls, zero-gamma flip |
| `GET /v1/cot?symbol=` | weekly CFTC positioning |
| `GET /v1/history/ticks|book|options` | the archive; window clamped to your package |
| `GET /v1/algos` (+ `/{id}/track`, `/signal`, `/events`) | strategy catalog and track records |
| `GET /v1/exec/positions|fills|orders` | your own broker account, read-only |
| `GET /v1/public/metrics` | feed age, warm symbols, live streams — no key needed |

## Markets

67 enabled across CME, CBOT, NYMEX, COMEX, EUREX. Any other instrument on request:
https://tick-stream.xyz/request-market

- **Equity Index** (13): ES, NQ, YM, RTY, EMD, MES, MNQ, MYM, M2K, FDAX, FDXM, FESX, FSMI
- **Rates** (14): ZN, ZB, ZF, ZT, UB, TN, ZQ, SR3, GE, FGBL, FGBM, FGBS, FBTP, FOAT
- **Energy** (8): CL, MCL, NG, MNG, RB, HO, BZ, QM
- **Metals** (8): GC, MGC, SI, SIL, HG, MHG, PL, PA
- **FX** (7): 6E, 6B, 6J, 6A, 6C, 6S, 6N
- **Crypto** (4): BTC, MBT, ETH, MET
- **Indices & ETFs** (13): SPX, NDX, RUT, VIX, SPY, QQQ, IWM, DIA, GLD, SLV, USO, UNG, TLT

## Dealer gamma (GEX)

Computed from our own live option chains. Levels are **non-naive**: each strike is evaluated
with its own Black-Scholes greek AT that strike — the hedging force if price traded there —
not with today's spot-decayed greek.

Honest limit, from our own 31-day intraday study: no GEX level beat its mirror placebo
(walls held 87.6% of the time versus 90.7% for random levels), so it is not a directional
signal. What did reproduce is the regime — negative net gamma runs about 40% more volatile.
Use it for sizing, not for targets.

The free levels chart stays free and needs no account: https://tick-stream.xyz/free-gex-levels-realtime

## Algos

Thirteen NQ strategies. Signals over API, WebSocket or Telegram. **tickstream never places an
order**; every execution is triggered by you or a system you armed.

Track records are **paper**, one contract, with each sleeve's own commission and slippage
charged on every fill, and they start 2026-06-01. Where a sleeve went live later, the earlier
stretch is a disclosed backfill recomputed from our archived tick path and marked in the curve.
One sleeve (Wickline) was deliberately built without an edge as a control group and beat the
strategy it was testing against; it is still running and still published.

Our own recommendation: do not put serious money behind two months of paper.

- `cot-pulse` **Bellwether** (NQ) — Institutional positioning, distilled to one daily bias.
- `nq-trend` **Slipstream** (NQ) — Long-only trend on NQ, vol-targeted.
- `gamma-reversal` **Riptide** (NQ) — Fade overshoots when dealers are short gamma.
- `gamma-reversal-day` **Riptide Day** (NQ) — Riptide, flat overnight — for prop desks.
- `post-opex` **Aftershock** (NQ) — Long the week after options expiry.
- `post-opex-day` **Aftershock Day** (NQ) — Aftershock, flat overnight — for prop desks.
- `nq-breakout` **Ignition** (NQ) — Intraday consolidation breakouts, structure-stopped.
- `backdraft` **Backdraft** (NQ) — First-15-minute momentum, traded only when dealers are short gamma.
- `slingshot` **Slingshot** (NQ) — Buy the pullback, ride the continuation — intraday.
- `iv-breakout` **Surge** (NQ) — Breakout on days QQQ implied vol predicts a surge.
- `orb30` **Daybreak** (NQ) — The 30-minute opening range, traded long — and flat by five.
- `wickline` **Wickline** (NQ) — The placebo that beat the strategy — pullbacks to ordinary candle lows.
- `nq-reversion` **Undertow** (NQ) — Buy-the-dip mean reversion on NQ.

Records: https://tick-stream.xyz/algos

## Errors

| status | code | meaning |
|---|---|---|
| 401 | `unauthorized` | missing or unknown key |
| 402 | `payment_required` | subscription lapsed |
| 403 | `plan_required` | your packages do not include this feed or symbol |
| 403 | `request_type_not_in_plan` | options request type above your package; the message names the one that unlocks it |
| 429 | `rate_limited` | slow down; retry after the header says when |

## Guarantee

Provable gap or a wrong print in your stream and that month is free — automatically, without a
support ticket. Gap history is public on the status page.

## Documentation

**Getting started**
- [Introduction](https://tick-stream.xyz/docs)
- [Quickstart](https://tick-stream.xyz/docs/quickstart)
- [Authentication](https://tick-stream.xyz/docs/authentication)

**Streaming**
- [WebSocket stream](https://tick-stream.xyz/docs/streaming)
- [Symbols & markets](https://tick-stream.xyz/docs/symbols)
- [Level 2 depth](https://tick-stream.xyz/docs/level2)
- [L3 / market-by-order](https://tick-stream.xyz/docs/level3)

**Options**
- [Options data](https://tick-stream.xyz/docs/options)

**API**
- [REST API](https://tick-stream.xyz/docs/rest)
- [Historical data](https://tick-stream.xyz/docs/historical)
- [Limits & errors](https://tick-stream.xyz/docs/limits)

**Execution**
- [Account & Execution API](https://tick-stream.xyz/docs/execution)

**GEX**
- [GEX API](https://tick-stream.xyz/docs/gex)

**SDKs & AI**
- [SDKs & libraries](https://tick-stream.xyz/docs/sdks)
- [LLM & MCP](https://tick-stream.xyz/docs/llm)

## SDKs

- Python: `pip install tickstream`
- Node / TypeScript: `npm i @tickstream/client`
- Rust: `cargo add tickstream`
- Go: `go get github.com/Alx90s/tickstream-go`
- MCP: `npx -y tickstream-mcp`

## Research

Backtests on our own tick archive, published whether or not they worked — several of these are
strategies we killed:

- [The '10 a.m. Key Open' Strategy: We Tested Every Claim in the Video on 7 Years of Tick Data](https://tick-stream.xyz/blog/key-opens-fibonacci-strategy-backtest-nq)
- [We Tested Serge Hoffmann's Order-Book Scalping on 7 Years of NQ Ticks — It Loses, and the Order Flow Makes It Worse](https://tick-stream.xyz/blog/serge-hoffmann-orderbook-scalping-backtest-nq)
- ["The Setup I Use Live Every Day": We Backtested the Decelerating Support Bounce on 7 Years of NQ](https://tick-stream.xyz/blog/decelerating-support-bounce-strategy-backtest-nq)
- [We Combined GEX, Volume Profile, Order Flow & ORB. The Backtest Made $500k. It Was Fake.](https://tick-stream.xyz/blog/gex-volume-profile-order-flow-confluence-backtest-nq)
- [A Free GEX Tool Compared to GEXBOT: Honest Side-by-Side (2026)](https://tick-stream.xyz/blog/free-gex-tool-vs-gexbot-comparison)
- [CME Data Feed Providers Compared (2026): Direct, Vendor APIs, Retail Platforms](https://tick-stream.xyz/blog/cme-data-feed-providers-compared)
- [Low-Latency CME Market Data: What's Physically Realistic (And What's Marketing)](https://tick-stream.xyz/blog/low-latency-cme-market-data-what-is-realistic)
- [We Got the Time Zone Wrong: Correcting Our Audit of the Viral 'Institutional Protocol' ORB Validation](https://tick-stream.xyz/blog/fabio-ivb-orb-strategy-institutional-protocol-audit)
- [A Reader Sent Us Their Camarilla Reversal Strategy. We Backtested It — Exactly As Written.](https://tick-stream.xyz/blog/camarilla-pivot-reversal-strategy-backtest-mnq)
- [We Backtested Every Setup From Two Best-Selling Volume Profile & Order Flow Books on 7 Years of NQ](https://tick-stream.xyz/blog/volume-profile-order-flow-book-setups-backtest-nq)
- [CME Crypto Futures Data Is Live: Real-Time BTC & ETH Tick Streams (BTC, MBT, ETH, MET)](https://tick-stream.xyz/blog/cme-crypto-futures-data-btc-eth-realtime)
- ["Draw on Liquidity" Tested: Are Equal Highs and Unmitigated FVGs Really Magnets? 7 Years, Base-Rate Controlled](https://tick-stream.xyz/blog/draw-on-liquidity-tested-nq-backtest)
- ["The Daily Sweep" — 14 Years to Master, 60 Seconds to Explain, One Backtest to Kill](https://tick-stream.xyz/blog/daily-sweep-strategy-backtest-nq)
- [Do Our Strategies Work in Asia and London? We Audited Our Own Book — and Killed Two of Our Own Algos](https://tick-stream.xyz/blog/do-trading-strategies-work-asia-london-session-audit)
- ["Sunday Open Is a Free Money Glitch" — We Tested the Viral Claim on 291 Sundays. The Glitch Is Real. His Rules Destroy It.](https://tick-stream.xyz/blog/sunday-open-free-money-glitch-backtest-nq)
- [L1 vs L2 vs L3 Market Data: What Retail Algo Traders Actually Need (and Why L3 Is Wasted on You)](https://tick-stream.xyz/blog/l1-vs-l2-vs-l3-market-data-retail-algo-traders)
- [Is Market Entropy 'More Important Than the VIX'? We Tested Shannon Entropy on 98 Years of the S&P 500](https://tick-stream.xyz/blog/market-entropy-indicator-vs-vix-backtest)
- [Black-Scholes, Tested Against 7.5 Years of Real Option Chains: What the Famous Formula Gets Wrong — and Right](https://tick-stream.xyz/blog/black-scholes-model-tested-real-option-chains)
- [Does CPI Above 4% Crash the Stock Market? We Tested the Claim on 98 Years — Right as It Fires Again](https://tick-stream.xyz/blog/cpi-above-4-percent-stock-market-crash-claim-backtest)
- [Do Price Gaps Get Filled? We Tested 1,748 NQ Opening Gaps — the Fill Rate Is a Distance Illusion](https://tick-stream.xyz/blog/do-price-gaps-get-filled-gap-trading-backtest-nq)
- [Wickless Candle Strategy: We Backtested the '88% Win Rate' Claim on 7 Years of NQ](https://tick-stream.xyz/blog/wickless-candle-strategy-88-percent-win-rate-backtest)
- [ORB30 Strategy Backtest: 30-Minute Opening Range Breakout on NQ, 7 Years, Placebo-Controlled](https://tick-stream.xyz/blog/orb30-strategy-backtest-30-minute-opening-range-nq)
- ["A 2% Drop Always Bounces" — We Tested Buy-the-Dip on 7 Years of NQ](https://tick-stream.xyz/blog/buy-the-dip-2-percent-drop-nq-backtest)
- [Does Post-Earnings-Announcement Drift Still Work? We Tested 50,000 Earnings Events](https://tick-stream.xyz/blog/does-post-earnings-drift-work-backtest-sp500)
- [The EMA 9/20 Pullback Strategy: 62% Win Rate Claimed, 31% Measured](https://tick-stream.xyz/blog/ema-9-20-pullback-strategy-backtest-nq)
- [Footprint Order-Flow Exhaustion: We Tested 187,018 Events — the Retest Claim Is Backwards](https://tick-stream.xyz/blog/footprint-order-flow-exhaustion-backtest-nq)
- [Hidden Markov Model Trading: Regime Detection Only Works When It Sees the Future](https://tick-stream.xyz/blog/hidden-markov-model-trading-regime-detection-backtest)
- [How to Code a Trading Algorithm: The Roadmap That Survives an Honest Backtest](https://tick-stream.xyz/blog/how-to-code-a-trading-algorithm)
- [Higher-Timeframe Bias, Lower-Timeframe Entry: Does the Entry Actually Add Anything?](https://tick-stream.xyz/blog/htf-bias-ltf-entry-multi-timeframe-backtest-nq)
- [A 78% Win-Rate First-Hour Strategy Went Viral. We Ran It on 7 Years of NQ.](https://tick-stream.xyz/blog/ib60-first-hour-pullback-strategy-backtest-nq)
- [A Viral Order-Flow Strategy Promised 50–100 Point Reactions. Random Levels Deliver the Same.](https://tick-stream.xyz/blog/order-flow-strategy-hvn-levels-50-point-reaction-backtest)
- [The One Dip-Buying Rule That Was Positive Every Single Year: RSI-2 on NQ](https://tick-stream.xyz/blog/rsi2-dip-buying-nq-mean-reversion-that-works)
- [The Leveraged-ETF Rotation Backtest That Turns $100k Into Billions — And Why You Can't Trade It](https://tick-stream.xyz/blog/leveraged-etf-rotation-backtest-100k-to-billions)
- [Do Gamma Walls Actually Work? Call Wall & Put Wall Tested on 7 Years of QQQ](https://tick-stream.xyz/blog/do-gamma-walls-work-call-put-wall-backtest-qqq)
- [Do Order-Flow Indicators Actually Work? We Backtested CVD, Delta & Footprint on 7 Years of NQ](https://tick-stream.xyz/blog/do-order-flow-indicators-work-cvd-delta-nq)
- [Is Volume Really the Most Underrated Indicator? We Tested Volume Breakouts on 7 Years of NQ](https://tick-stream.xyz/blog/is-volume-the-most-underrated-indicator-backtest-nq)
- [Can You Tell If Today Is a Trend Day or a Reversion Day? We Tested It on 7 Years of NQ](https://tick-stream.xyz/blog/can-you-predict-trend-vs-reversion-day-nq)
- [Does Price 'Fill' the Prior-Day Value Area? We Tested the 80% Rule on 7 Years of NQ](https://tick-stream.xyz/blog/does-price-fill-value-area-80-rule-nq)
- [Does the NY Opening-Range Breakout Actually Work? We Tested Every Version on 7 Years of NQ](https://tick-stream.xyz/blog/does-opening-range-breakout-work-backtest-nq)
- [Does the 'Previous-Day Value Area' Strategy Work? We Tested Every Version on 7 Years of NQ](https://tick-stream.xyz/blog/previous-day-value-area-strategy-backtest)
- [Does ICT Actually Work? We Backtested the 5 Core Setups on 7 Years of NQ](https://tick-stream.xyz/blog/does-ict-work-backtest-order-blocks-fvg-ote)
- [Why PBD Is Failing: We Backtested the Market-Profile Model on 7 Years of NQ](https://tick-stream.xyz/blog/why-pbd-trading-model-fails-backtest)
- [CME Market Data Pricing 2026: The Real Price List, From Exchange Fees to $19/mo APIs](https://tick-stream.xyz/blog/cme-market-data-pricing-affordable-feeds)
- [Connecting AI Agents to Live Market Data with MCP (Claude, Cursor)](https://tick-stream.xyz/blog/connect-ai-agents-live-market-data-mcp)
- [Futures Options Data via API: Greeks, Implied Volatility and Gamma Exposure](https://tick-stream.xyz/blog/futures-options-data-greeks-gamma-exposure)
- [Historical Tick Data for Backtesting: The Complete Guide](https://tick-stream.xyz/blog/historical-tick-data-backtesting-guide)
- [Level 2 Market Data Explained: Reading Order Book Depth in Futures](https://tick-stream.xyz/blog/level-2-market-data-order-book-depth)
- [Real-Time Futures Market Data API: How to Stream CME Ticks in 2026](https://tick-stream.xyz/blog/realtime-futures-market-data-api)

---
Generated 2026-08-07 from pricing.config.mjs, symbols.mjs,
algos.mjs and docsNav.mjs. Contact: support@tick-stream.xyz