The Volume and Open Interest file contains the official volume and open interest information for CME Group futures and options contracts. This dataset includes only the total volume and open interest for all exchange traded products listed on the CME, CBOT, NYMEX, and COMEX. Delivered in an easy-to-use CSV format, Volume and Open Interest preliminary settlements are available at 6:00 p.m. Central Time.
Contents
- Block Trades
- End of Day
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- BrokerTec European Repo Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- Term SOFR
- CME Group Volatility Indexes - CVOL
- CME Group Petroleum Index
- RepoFunds Rate (RFR) USD
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
Dates Available
Volume and Open Interest data is available for four exchanges in CSV format from as early as 1972.
By Product
Filter VOI data availability by product here.