Designed for those looking to better understand CME Globex liquidity, Top-of-Book contains all top bid, bid size, top ask, ask size, last trade, trade volume, and time-stamp data for CME Globex-traded products. This dataset includes best bids and best offers, with corresponding volume, for all CME Globex products.
Contents
Dates Available
Top of Book data is available on four exchanges in ASCII format from as early as 1999.
By Exchange
Exchange | Open Date | Close Date |
---|---|---|
CME (Electronic) | 11/1/2004 | Present |
CBOT (Electronic) | 1/14/2008 | Present |
NYMEX (Electronic) | 12/1/1999 | Present |
COMEX (Electronic) | 12/1/1999 | Present |
By Product
Filter availability by product here.
FAQ
The CME DataMine Top of Book files (Best Bid/Offer) provide the top bid, bid volume, ask, ask volume, last trade price, and last trade volume of the order book for all CME Globex traded products.