Historical Data from CME Group

Historical price data - whether it's from yesterday, last week, last year or farther back - is essential to understanding market trends and building trading strategies. To help you meet your trading goals, we offer historical data products on all our markets, in various formats.

Get customized historical data with DataMine, the most comprehensive and authoritative historical price information available on CME products. With a broad array of data types, including market depth and top-of-book, CME DataMine provides the exact fuel that algorithmic trading engines require.

Choose the contracts, duration, data format and delivery method, and DataMine supplies the information, such as Time and Sales, End-of-Day or Spread data. You can also submit special historical data requests for Market Depth, Best-Bid-Best-Offer (BBO) and bulk orders. Daily and monthly updates are also offered via FTP.

Note: Currently, only CME products are available on DataMine. We expect CBOT product data to be offered on DataMine in mid-2008. Until then, please use DataExchange for historical CBOT data.

	Time & Sales		End-of-Day	Spreads
	CME E-mini S&P 500, CME E-mini NASDAQ-100, CME Eurodollar	All other CME Products	All CME Products	All CME Products
Monthly	$75 per product	$50 per product	$25 per product	$25 per product
Weekly	$25 per product	$20 per product	$10 per product	$10 per product
Daily	$8 per product	$6 per product	$3 per product	$3 per product
For Market Depth, BBO, Bulk and Subscription pricing options, contact CME DataMine.

DataMine / Historical Data

Purchase customized historical data tools with DataMine, the most comprehensive and authoritative historical price information available on CME products.

Customizable Market Data Reports

Create a variety of market data reports – with just a few keystrokes.

Daily Bulletin	Time & Sales
Daily Settlement	Volume Analysis

Historical Data & Weather (FTP)

View historical daily volume, bulletins, settlements, spreads and more.

Historical Data	Historical Weather
Historical Cash Index Report

Registrar Reports

Reports published by the Registrar's Office in relation to deliverable agricultural and financial commodities.

Delivery & Cash Settled Reports

CME Delivery Reports	CBOT Delivery Reports
Cash Settled Commodity Index

Historical Volatility

Volatility is measurement of the change in price over a given period. Please click below to see historical volatility.