YM + MYM Historical MBO Bundle

Historical tick-by-tick market-by-order data for E-mini Dow futures and Micro E-mini Dow futures.

Tick-by-tick MBO
One-time purchase
Direct file downloads

Product overview

Included contracts

E-mini Dow (YM) and Micro E-mini Dow (MYM) futures.

What MBO means

Market-by-order (MBO) data records individual order events, such as new orders, modifications, cancellations and trades, each with its own order identifier, price, size and side. It is the most granular view of an order book: you can follow how the book changes order by order rather than seeing only aggregated price levels.

What the dataset covers

Coverage begins in 2021 and continues into 2026. 2026 is still in progress, so the dataset does not include the full year.

Research it can support

Order-book reconstruction and replay
Queue-position and fill modelling for backtests
Market microstructure and liquidity research
Execution and order-flow analysis

Historical data supports research; it does not predict or guarantee trading results.

Coverage and specifications

Product symbols: YM, MYM
Contracts: E-mini Dow (YM) and Micro E-mini Dow (MYM) futures
Data type: Tick-by-tick market-by-order (MBO): full order-book event data
Coverage begins: 2021
Delivery: Direct download links for your purchased files. No API subscription needed.

Free sample

Inspect a free YM + MYM sample

Request a sample by email and check the file structure and fields in your own environment. A sample is a small excerpt; it does not cover the full dataset or prove every aspect of data quality.

Purchase

Buy the YM + MYM Historical MBO Bundle

Send an order request and we reply by email to complete your one-time payment. After your payment is confirmed you receive direct download links for your files.

Package: YM + MYM Historical MBO Bundle
Contracts: E-mini Dow (YM) and Micro E-mini Dow (MYM) futures
Included coverage: From 2021
Price: $550 one-time
Delivery: Direct download links after payment is confirmed