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Historical Reports
Historical FTP

Historical FTP provides customers access to a wide range of historical data files. Downloadable data files, such as daily settlement, weather, and volumes are available at various time intervals for both open-outcry and Electronic contracts. Users can benefit from the wealth of information and even customize data through CME DataMine to meet individual trading needs.

 
  • Daily Volume information is available for download in an Excel spreadsheet. Volume is available at the Exchange, Division and Product level. Web browser users may be prompted with an FTP Log On prompt as an Anonymous user please click the ‘OK’ button. Do not select the User and fill in a Password.
  • Monthly Volume Reports offer monthly and year-to-date reports for CME Globex and CME open outcry combined volume and open interest figures, as well as average daily volume. Report data reflects totals and overall Exchange averages, product groups and individual contracts.
  • Volume by Price information is available in the early evening and contains a record of total volume for each contract at each price for the trading day. Refer to the  Volume by Price FAQ for a detailed explanation.
  • Daily Bulletins include complete statistical market data for all CME contracts traded. This convenient package is available in the early morning in Zip format. 
  • Volume by Tick contains information for each contract’s trading volume and is available in the late evening for the previous day of trading. Files contain four text files that represent either a CME, International Monetary Market® (IMM), Index and Option Market® (IOM) or Growth and Emerging Markets® (GEM) membership type. A detailed explanation chart is also included.
  • Daily Settlement Price Files are produced in the late afternoon of each business day after all CME markets are closed. The Settlement Price File contains a record for every contract that is eligible to trade on that business day, along with the daily high and low.
  • Access up to 10 rolling days of file layout data for  Spread Trades for both open outcry and CME Globex. Each compressed file contains a file for each membership type, including CME, IMM, GME and IOM.