CME Datamine

 
 
 
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DataMine

CME DataMine offers the most comprehensive, authoritative price information available on select CME Group contracts. See sample data for each data type within tabs above.

 

Benefits & Key Features

  • Accurate data straight from the source
  • Ability to evaluate historic quality of fills
  • Internal databasing of market data
  • Test the predictive quality of trading algorithms

Quote Request
Request Volume Only

Available Data Types

Market Depth
All market data messages needed to recreate the book and trade data

Top-of-Book (BBO)
Top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp data

Time & Sales
Official record of trade times and prices

End-of-Day
Official closing information for CME Group contracts

Block Trades
Historical block trades for CME, CBOT, NYMEX and COMEX products