This page describes the Settlement Dataset for CME Group DataMine.

The content for the dataset includes daily settlement price files for all CME Group exchanges

The data may be used by customers to calculate mark to market for end-of-day trades or positions they have on their books or for other business purposes on their end.


Dates Available

The files are available top day only. When the next day files are generated and posted, they overwrite the prior day’s files.

Historical End-of-Day data dating back to product start date can be purchased from the CME DataMine page on cmegroup.com.



Sample Files

DatasetSample File
STLAGS04/03/2023
STLALT04/03/2023
STLCOMEX04/03/2023
STLCPC04/03/2023
STLCPC (1)04/03/2023
STLCUR04/03/2023
STLEQT04/03/2023
STLINT04/03/2023
STLNYMEX04/03/2023

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FAQ

What format is the file delivered in?

Data is provided in .txt format and contains volume, open, close, high and low prices for CME Group products offerings.

Are files compressed?

Files are not compressed.

Are layout guides available for the format of each dataset?

The new STL v2 files layout and specifications for the text format files are located here.

What dataset is onboarded to DataMine?

Daily Text formatted settlement price files (stl) that are published after 6 PM CST. File names are as follows:

  • YYYYMMDD-SETL_AGS_0_0_0
  • YYYYMMDD-SETL_ALT_0_0_0
  • YYYYMMDD-SETL_COMEX_0_0_0
  • YYYYMMDD-SETL_CPC_0_0_0
  • YYYYMMDD-SETL_CUR_0_0_0
  • YYYYMMDD-SETL_EQT_0_0_0
  • YYYYMMDD-SETL_INT_0_0_0
  • YYYYMMDD-SETL_NYMEX_0_0_0

How many files are available per day?

The database structure allows for one file per day, per product. Products must be individually subscribed to.

Do you have sample files available?

Yes. View sample files

Are there any dates for which data is unavailable?

No

When are these files delivered?

Files are delivered once a day at midnight (12:00 AM CST), T+1. Files are only available on a day to day basis.

How large are these files?

Daily files average 2-50kb.

Is there a specific process that must be followed in order to use the data?

Data is in a text format, and so customers need to utilize tools to process text data files.


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