1. What CME Group settlement files and web pages will be impacted by the FTP access change?

FTP settlement files: CME Group will be removing all text file (.txt) data and related files from FTP.CMEGROUP.COM/settle  as CME Group will no longer support the FTP site. These files will be moved to CME DataMine. Settlement data on DataMine will be available at the following times each day:

Dataset Times available (CT) Fee liable
End of day file 5:30 p.m.; 9:30 p.m.; and 9:30 a.m.(following day) Yes
Settlements file Midnight No

Daily Bulletin: The Daily Bulletin will be removed from FTP.CMEGROUP.COM/bulletin. The website publication will be delayed here until midnight CT and will only contain the top of day file.

Website product pages: Settlement data posted on the website will be delayed until midnight CT, then will be freely available to view. You can find an example of the product page here.

2. Where can I access settlement data before midnight?

CME Group offers three different platforms to consume settlement data before the midnight CT publication on the website.  Below you will find more information on each medium.

You may also license streaming exchange data from any CME Group authorized vendor. This data will include settlement prices published at or near the time of initial dissemination for all CME Group futures and options products, depending on the type of package to which you’re subscribed.

3. What is the difference between the three market data platforms offered by CME Group?

CME Group MDP 3.0 UDP is consumable through services such as CME GLINK and CME ECONNECT. This data is delivered in Simple Binary Encoded (SBE) format.

Google Pub/Sub offers a cloud native solution for customers to consume CME Group’s MDP 3.0 data in SBE (real-time and delayed) and JSON (real-time) formats. More information on these services can be found here.

DataMine offers flat file delivery. Customers may receive this data via S3 transfer, API, SFTP ,or File Browser.

4. When are settlement prices available across platforms?

Settlements are published at or near the time they are calculated by CME Group and are made available through CME Group real-time market data channels on MDP. More information on settlement time details may be found here.

Delayed CME Group market data may be licensed directly from CME Group via Google pub/sub or from an authorized CME Group market data vendor. Delayed data is published 10 minutes after original dissemination of the values via CME Group’s real-time market data feed.

DataMine data is published three times per day. The early files arrive at approximately 5:30 p.m. CT. Preliminary files arrive at approximately 9:30 p.m CT and the final files arrive at approximately 9:30 a.m. CT the next trade date.

5. Does CME Group charge a fee for access to data via these platforms?

  • MDP: Real-time fees equate to the applicable license fee plus a connectivity fee depending on the platform of choice. Connectivity fees can be found here
  • Google Pub/Sub: Delayed fees equate to the applicable license fee plus the applicable Pub/Sub fees. The Pub/Sub fees can be found here
  • DataMine: Retrieval fees equate to the applicable license fee plus the DataMine fee.  If for internal use only, then only the DataMine fee applies. A client may purchase a subscription for $100/per month per product, $1,000/per month per DCM, or $2,000/per month for all DCMs.

6. I consume settlement files via FTP today. Will I be able to continue consuming these files?

While you will not be able to consume the files directly from the FTP, you will be able to consume the same files via DataMine free of charge. However, like the website, these files will be made available at midnight CT.  You can start the licensing process for this dataset here.

7. What are the differences in the schema of each data delivery mechanism?

The schema for real-time and delayed data can be found here.

The schema for DataMine files can be found here.

8. On what MDP channels can I access settlements?

You can access settlements in real time on all CME Group MDP FIX BINARY channels (310-387).  You may also access settlements in real time via the CME Group Settlements and Valuations channels (251-254).

9. If I want settlement data sooner than midnight CT, how do I register for the available channels?

To access real-time data, please contact DataSales@cmegroup.com. To access data via DataMine, create a CME Group login at login.cmegroup.com, then click here to start the ordering process.

Contact marketdata@cmegroup.com for more information.

Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should only be undertaken by investors who are Eligible Contract Participants (ECPs) within the meaning of Section 1a(18) of the Commodity Exchange Act. Futures and swaps each are leveraged investments and, because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for either a futures or swaps position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles and only a portion of those funds should be devoted to any one trade because traders cannot expect to profit on every trade.

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The information within this communication has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. CME Group does not represent that any material or information contained in this communication is appropriate for use or permitted in any jurisdiction or country where such use or distribution would be contrary to any applicable law or regulation.

Additionally, all examples in this communication are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and superseded by official CME, CBOT, NYMEX and COMEX rules. Current rules should be consulted in all cases concerning contract specifications.

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CME Group is the world’s leading derivatives marketplace. The company is comprised of four 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 and COMEX.

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