Contact Us

CME Group/Chicago HQ
Main Switchboard
Local: 312-930-1000
Toll Free: 866-716-7274

Customer Service
Product inquiries, website issues, and specific questions
Phone: 800-331-3332
E-mail:info@cmegroup.com

More CME Group Direct Lines
Click for phone list by department

Market Depth
 

Market Depth Data – Provides all of the CME Group Market Data messages needed to recreate the book (5-10 Deep on futures, 2 – 3 Deep on options*) and trade data for any CME Globex traded product time-stamped to the centi-second. Market Depth Data is now available in FIX format.

Record Layouts and Data Samples

 

Record Layout Guides  Sample Data Extracts 
Market Depth (3/2/09 – Present) in FIX Format EuroCurrency Futures for 03/02/09
S&P E-mini Futures for 03/02/09
S&P E-mini Options for 03/02/09
EuroDollar Futures for 03/02/09
Corn Options for 03/02/09
Crude Oil for 03/02/09
Euro Currency Options for 3/02/09
* Market Depth (2/12/06 – 3/1/09) in RLC Format Crude Oil Futures for 09/29/08 - 09/30/08
Canadian Dollar Futures for 02/07/07
S&P E-mini Futures for 02/07/07
S&P E-mini Options for 02/07/07
EuroDollar Futures for 02/07/07 
Corn Futures for 02/07/2008  
Euro Currency Futures for 02/07/2007
Euro Currency Options for 02/23/2006
*Market Depth (1/1/05 – 2/11/06) in RLC format EuroCurrency Futures for 02/07/06
S&P E-mini Futures for 02/07/06
S&P E-mini Options for 02/07/06
EuroDollar Futures for 02/07/06
Corn Options for 02/07/06
E-mini Euro Options for 02/07/06
Euro Currency Options for 2/10/06
 

Pricing for Market Depth data is available upon request, please click here.
For Product Listing, click here.
*To view rollout dates for futures 10 Deep and options 3 Deep, click here.