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.
All market data messages needed to recreate the book and trade data
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
Official closing information for CME Group contracts
Historical block trades for CME, CBOT, NYMEX and COMEX products
The data behind our popular Order Execution Dashboard tool