Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Market Depth
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 products. Market Depth data available tick-by-tick, time stamped to the millisecond and is available in FIX format.
Dates Available
Dates Available (RLC)
CME (Electronic) quotes only -
no trades:1/1/05 – 2/11/06
CME (Electronic): 2/10/06 – 3/1/09
CBOT (Electronic): 1/11/08 – 3/1/09
NYMEX (Electronic): 3/9/07 – 3/1/09
COMEX (Electronic): 3/7/07 – 3/1/09
Dates Available (FIX)
CME (Electronic): 12/23/08 – present
CBOT (Electronic): 12/23/08 – present
NYMEX (Electronic): 1/11/09 – present
COMEX (Electronic): 1/11/09 – present
Layout Guide
Sample Report
Agriculture
- Corn Futures | 1/23/11 | Fix format
- Corn Futures | 1/24/11 | Fix format
- Corn Futures | 1/27/08 | RLC format
- Corn Futures | 1/28/08 | RLC format
- Corn Futures Spreads | 1/23/11 | Fix format
- Corn Futures Spreads | 1/24/11 | Fix format
- Corn Options | 1/23/11 | Fix format
- Corn Options | 1/24/11 | Fix format
- Henry Hub Natural Gas Options | 1/28/08 | RLC format
- Light Sweet Crude Oil (WTI) Futures | 1/23/11 | Fix format
- Light Sweet Crude Oil (WTI) Futures | 1/24/11 | Fix format
- Light Sweet Crude Oil (WTI) Futures | 1/27/08 | RLC format
- Light Sweet Crude Oil (WTI) Futures | 1/28/08 | RLC format
- Light Sweet Crude Oil (WTI) Future Spreads | 1/23/11 | Fix format
- Light Sweet Crude Oil (WTI) Future Spreads | 1/24/11 | Fix format
- Light Sweet Crude Oil (WTI) Options | 1/23/11 | Fix format
- Light Sweet Crude Oil (WTI) Options | 1/24/11 | Fix format
- DJIA ($10) Futures | 1/27/08 | RLC format
- DJIA ($10) Futures | 1/28/08 | RLC format
- E-mini S&P 500 (Dollar) Futures | 1/23/11 | Fix format
- E-mini S&P 500 (Dollar) Futures | 1/24/11 | Fix format
- E-mini S&P 500 (Dollar) Options | 1/28/08 | RLC format
- EUR/USD Options | 1/23/11 | Fix Format
- EUR/USD Options | 1/24/11 | Fix Format
- JPY/USD Futures | 1/27/08 | RLC format
- JPY/USD Futures | 1/28/08 | RLC format
- 10-Year U.S. Treasury Notes Futures | 1/23/11 | Fix format
- 10-Year U.S. Treasury Notes Futures | 1/24/11 | Fix format
- 10-Year U.S. Treasury Notes Futures | 1/27/08 | RLC format
- 10-Year U.S. Treasury Notes Futures | 1/28/08 | RLC format
- 10-Year U.S. Treasury Notes Futures Spreads | 1/23/11 | Fix format
- 10-Year U.S. Treasury Notes Futures Spreads | 1/24/11 | Fix format
- 10-Year U.S. Treasury Notes Options | 1/23/11 | Fix format
- 10-Year U.S. Treasury Notes Options | 1/24/11 | Fix format
- 5-Year U.S. Treasury Notes Futures | 1/28/08 | RLC format
- Eurodollar Futures | 1/27/08 | RLC format
- Eurodollar Futures | 1/28/08 | RLC format
- Gold Futures | 1/23/11 | Fix format
- Gold Futures | 1/24/11 | Fix format
- Gold Futures | 1/27/08 | RLC format
- Gold Futures | 1/28/08 | RLC format
- Gold Future Spreads | 1/23/11 | Fix format
- Gold Future Spreads | 1/24/11 | Fix format
- Gold Options | 1/23/11 | Fix format
- Gold Options | 1/24/11 | Fix format
Resources
- Individual Product Availability (XLS)
- View rollout dates for futures 10 Deep and options 3 Deep
- View CME DataMine Information Sheet (PDF)
- Market Depth Information Sheet (PDF)
- Product Listing (PDF)
- Market Depth FAQ (PDF)
- Security Definition File | 1/23/11 | Fix Format
- Security Definition File | 1/24/11 | Fix Format
- Security Definition File | 1/28/08 | RLC Format
Layout Guide
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
