CME Datamine

 
 
 

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

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

Execution Statistics
The data behind our popular Order Execution Dashboard tool

 

 
 
 
 
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  • CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of five Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, COMEX and KCBT.