Volume By Tick

The CME Volume by Tick file is made available in the late evening for the previous day of trading. Files are named vtyymmdd.zip and contain four text files named vtyymmdd.div where div represents either the CME, International Monetary Market (IMM), Index and Option Market (IOM) or Growth and Emerging Markets (GEM) division.

Files
ta	CME Quadrant
tb	IMM Quadrant
tc	IOM Quadrant
td	GEM Quadrant

Download Volume by Tick Files

File Layout
Length	From	To	Datatype*	Format	Description & Comments
2	1	2	AN	X(2)	Ticker Symbol
9	3	11			Filler
2	12	13	AN	X(2)	Commodity Code
9	14	22			Filler
8	23	30	N	N(8)	Contract Period Code as YYYYMMDD, where DD is 00 for standard monthly products
1	31	31			Filler
1	32	32	A	X(1)	Put / Call Code, if an option
1	33	33			Filler
7	34	40	N	9(7)	Strike Price, if an option
1	41	41			Filler
6	42	47	N	9(6)	Trade Date as YYMMDD
1	48	48			Filler
6	49	54	N	9(6)	CTR Assigned Time as HHMMSS
1	55	55			Filler
1	56	56	N	9(1)	Trade Type: 1=Non-spread; 6=Spread
1	57	57			Filler
7	58	64	N	9(7)	Trade Price
1	65	65			Filler
10	66	75	N	9(10)	Volume
* A=Alpha; N=Numeric

File Layout