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
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

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