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Market Data

CME Group Continuous Price Series

Explore an unbroken price time series that provides seamless, settlement-based coverage of CME Group’s leading futures markets.

Get access

Analysis-ready time series

Provides a complete time series that eliminates the need to manually construct historical contract data.

Choice of series views

View the time series by Active Contract (most liquid/actively traded), the Front Contract (nearest to expiry) or use both views.

Mapped volume and OI for data

Backtest with confidence. Volume and open interest have been mapped across the asset's entire history to gauge realistic market capacity.

Understanding the price series

A continuous futures price series is a seamless price series representing either the price of the Active Contract (follows contract with best liquidity profile, switched based on when participants historically roll) or the Front Contract (follows nearest contract, switched two business days before expiry). The daily values are based on the official settlement prices of the underlying futures, and published by CME Group shortly after the settlement prices are released.

CME Group Continuous Price Series by asset class

Series Name

Front Ticker

Active Ticker

Start Date

Chicago Wheat 

ZWCP1

ZWCPA

02-Jan-2004

KC Wheat 

KECP1

KECPA

02-Jan-2014

Corn 

ZCCP1

ZCCPA

02-Jan-2004

Soybean 

ZSCP1

ZSCPA

02-Jan-2004

Soybean Meal 

ZMCP1

ZMCPA

02-Jan-2004

Soybean Oil 

ZLCP1

ZLCPA

02-Jan-2004

Lean Hogs 

HECP1

HECPA

02-Jan-2004

Live Cattle 

LECP1

LECPA

02-Jan-2004

Feeder Cattle 

GFCP1

GFCPA

02-Jan-2004

Series Name

Front Ticker

Active Ticker

Start Date

Gold 

GCCP1

GCCPA

04-Jan-2010

Copper 

HGCP1

HGCPA

04-Jan-2010

Platinum 

PLCP1

PLCPA

04-Jan-2010

Silver 

SICP1

SICPA

04-Jan-2010

Aluminum 

ALICP1

ALICPA

01-Jun-2022

Series Name

Front Ticker

Active Ticker

Start Date

10Y T-Note 

ZNCP1

ZNCPA

05-Jan-2004

5Y T-Note 

ZFCP1

ZFCPA

05-Jan-2004

2Y- T-Note

ZTCP1

ZTCPA

05-Jan-2004

US T-Bond 

ZBCP1

ZBCPA

05-Jan-2004

Ultra 10Y T-Note 

TNCP1

TNCPA

01-Apr-2016

Ultra US T-Bond 

UBCP1

UBCPA

01-Mar-2010

Fed Funds 

ZQCP1

ZQCPA

02-Jan-2004

1-Month SOFR 

SR1CP1

SR1CPA

01-Jun-2018

3-Month SOFR 

SR3CP1

SR3CPA

01-Sep-2022

Series Name

Front Ticker

Active Ticker

Start Date

Canadian Dollar 

6CCP1

6CCPA

02-Jan-2004

Japanese Yen 

6JCP1

6JCPA

02-Jan-2004

Euro FX 

6ECP1

6ECPA

02-Jan-2004

British Pound 

6BCP1

6BCPA

02-Jan-2004

Mexican Peso 

6MCP1

6MCPA

02-Jan-2004

Australian Dollar 

6ACP1

6ACPA

02-Jan-2004

Series Name

Front Ticker

Active Ticker

Start Date

Bitcoin 

BTCCP1

BTCCPA

02-Jan-2018

Ether 

ETHCP1

ETHCPA

01-Mar-2021

Series Name

Front Ticker

Active Ticker

Start Date

RBOB Gasoline 

RBCP1

RBCPA

01-Dec-2010

NY Harbor ULSD 

HOCP1

HOCPA

03-Jan-2011

Natural Gas 

NGCP1

NGCPA

10-Nov-2011

Crude Oil 

CLCP1

CLCPA

01-Apr-2010

Use cases

Our CME Group Continuous Price Series datasets offer versatile applications for a wide range of financial professionals who rely on accurate futures data spanning multiple years and market conditions.

  • Track price and trends: Quickly and reliably track the price of an asset and identify long-term trends using technical analysis.
  • Consistent charting: The seamless nature of the series ensures your charts and technical indicators (like moving averages) remain accurate, free from the price gaps of expiring contracts.
  • Strategy design: Design and validate trading strategies using extensive historical data across 36 underlying products.
  • Eliminate manual work: The ready-to-use series eliminates the need to manually construct or adjust roll data, significantly streamlining your process.
  • Realistic capacity check: Use the Total Volume and Open Interest (OI) data to gauge realistic market capacity, ensuring your backtest results are applicable to real-world trade size.
  • Develop robust metrics: Build and implement risk metrics tailored to your portfolio, such as Drawdown Analysis or Value at Risk (VaR).
  • Data integrity: All series values are derived from official CME Group settlement prices, guaranteeing the accuracy and integrity of your risk model inputs.
  • Custom risk views: Use the two series views – Active Contract or Front Contract – to align with your specific risk modeling requirements.

Access the Continuous Price Series

The daily price for the Continuous Price Series is accessible through MDP Globex. This information is available on the same channel as the underlying futures, provided a futures and options license is in place.

Historical and daily Volume/Open Interest files can be acquired from DataMine using the options provided below.

Standard

Contains core information, including the contract identifier, settlement price, and the next roll date.

Access data

Enhanced

Contains mapped, aggregated volume and open interest data for all contracts. Comes in a prelim version available each business day and a final version (published T+1). The Enhanced file also includes the Standard file.

Access data

Get connected: steps for licensing and access

Step 1: Determine your use case

  • For immediate access to historical data or daily files, visit DataMine.
  • For access through Market Data Platform, contact us below.

Step 2: Complete Information License Agreement (ILA)

If you don't already have one, you will need to complete an Information License Agreement (ILA) or update your existing agreement to include licenses for this data.

Step 3: Access data

Once licensing is complete, you can begin accessing the data via your chosen connectivity option.

Data connection options

Platform Data Format Latency
Google Pub/Sub JSON 70-100ms
Globex Hub SBE -
Co-location SBE <1 ms

Contact a Data expert

Connect with a member of our team to get more information about our products and services.

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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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