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Futures Volume Bars - Data Connector
Configure the ETL pipeline for this data product
ACTIVE
Add Nodes
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Sources
Crypto Exchange
Binance, Coinbase, Kraken
Traditional Exchange
NYSE, NASDAQ, CME
Market Data Vendor
Bloomberg, Refinitiv, IEX
File Upload
CSV, JSON files
Transforms
Field Mapper
Map source to target fields
Expression
Calculate derived values
Aggregator
Sum, avg, min, max, VWAP
Filter
Filter by conditions
Enricher
Add timestamps, IDs
Validator
Validate data quality
Outputs
Data Product
Output destination
CME Globex
CME Group
ES, NQ, CL
CME Trade Mapping
4 field mappings
SecurityID → symbol
MDEntryPx → price
+2 more
Valid Trades
2 conditions (AND)
quantity GT 0
price GT 0
Volume Aggregation
5,000 contracts/bar
Futures Volume Bars
Futures Volume Bars
VOLUME_BAR
Mini Map
React Flow
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Press enter or space to select an edge. You can then press delete to remove it or escape to cancel.
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5 nodes · 4 connections
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