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STL settlement files contain preliminary and final pre-clearing daily settlement prices for CME Group futures and options contracts. Preliminary settlement prices are published periodically throughout the day but are subject to change until the final prices are posted. This dataset includes the open, high, low, last, current day settlement, point change, estimated volume, prior day settlement, prior day volume and prior day open interest. 


Dates Available


File Name

Start Date

End Date

STL.INT

Jan 14, 2019

Present

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Sample Files


File Name

STL.INT

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Layout Guide

Field NameDescriptionExample ValuesSupported Format
MTH/STRIKEThe delivery month and year for the future. If an option, the strike price.DEC18
10000
MMMYY
Alphanumeric
OPENRepresents the first price at which a contract traded after opening for the instrument and trade date.97.0100Number
HIGHHighest trade price or highest bid price for the trading day.97.3300B
97.7900
Number
LOWLowest trade price or highest bid price for the trading day.97.3100A
97.6600
Number
LASTRepresents the most recent bid, ask or trade price for a given instrument on that trade date.

96.8850A

97.3200B

Number
SETTSettlement price for current trade date.

100.1200

CAB (Options)

Alphanumeric
PT CHGERepresents the point change which is calculated as the difference between the current settlement price and prior day settlement price.

UNCH

+.0100

-.0050

Alphanumeric
EST. VOLEstimated cumulative volume for the contract and trade date. It's an estimate because until all floor volumes are entered into clearing, we don't know the exact quantities.

110297

(blank)

Number
PRIOR DAY SETTSettlement price for the previous trade date.

100.3200

CAB (Options)

Alphanumeric
PRIOR DAY VOLCleared volume representing the sum of Globex, floor and privately negotiated contract volumes for the prior trade date.

20000

(blank)

Number
PRIOR DAY INTPrior day open interest represents the total number of contracts long or short in the respective month.

180000

(blank)

Number

FAQ

What format is the file delivered in?

STL.INT files are delivered in .JSON format.

How many times will the file be published on a given trade date?

You will receive five preliminary files along with one final pre-clearing file.

When are these files delivered?

File NameDescriptionPreliminary Publish TimesFinal Pre-Clearing Publish Time
stlintInterest Rates14:15, 14:30, 15:02, 15:30, 16:3018:00

What is the difference between Preliminary & Final Pre-Clearing STL Files?

Preliminary settlement files are published periodically throughout the day bu are subject to change until the final pre-clearing files are posted.  The type of file being published is specified in the file header.

What dates are available for Block Trade data?

The files are available starting January 14, 2019.

Do you have sample files available?

Yes. View sample files.

Are bids and asks included in STL files?

Not all bids and offers are contained in STL files, but offers that occur at or below the previous last price are included. These prices are indicated with an "A" appended to the end of the corresponding price field. Bids that occur at or above the previous last price are flagged with a "B" appended to the end of the corresponding price field.

Why are some expiries and/or strikes missing settlements?

We do not currently provide settlements for expiries or option strikes that have not traded that day and do not have open interest.

Do STL files include both floor and CME Globex prices?

Yes, both venues are included in the dataset.

Are spreads included in the STL INT files?

No only plain vanilla futures and options products are included in the file.

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