Daily Reference Master - Prediction

The BMLL Daily Reference Master for Prediction Markets is the canonical list of every CME Event Contract listed for a given trading day. It is updated daily and gives users a single place to look up an instrument before pulling Trades, Quotes or Statistics for the same identifier.

Because the universe of binary contracts turns over quickly (daily expiries on most underlyings, weekly and quarterly cycles on equity indices, sports contracts settling within hours), the Reference Master is the file most prediction-market workflows touch first.

Product Overview

• Ticker plus a full set of CME instrument identifiers, mapped to the underlying futures contract where applicable
• Market Identifier Code (XCBT, XCEC, XCME, XNYM), segment code and CME channel ID (Ch.329 for financial, Ch.333 for sports and specialty on XCME)
• Strike price and side (call/put) for each binary contract
• Contract expiry date, listing date and tradeable status
• Underlying reference (e.g. ES for E-mini S&P 500) so contracts can be joined to the underlying CME futures order book in the same BMLL universe
• Updated every trading day

Example Use Cases

• Quant Research — Build a daily universe filter for backtests. Identify newly listed strikes, expiring contracts and the active strike ladder on a given day.
• Cross-Asset Strategies — Join event contracts to their underlying CME futures (ES, NQ, CL, GC, BTC, EUR/USD) using shared identifiers, in the same BMLL schema.
• Data Engineering — Drive ETL and partitioning logic without parsing CME reference files or maintaining a custom symbol-mapping layer.

Product description