CME_MarketData

CME

Market Data

e-quotes
intraday quotes

10-min futures and options [CME price data for select futures and options contracts on a 10-minute delayed basis]
10-min rth flash quotes [CME price data for select futures contracts traded during Regular Trading Hours (RTH), updated real-time every 10-minutes.]
10-min globex flash quotes [CME price data for select GLOBEX futures contracts, updated real-time every 10-minutes]

histrical data [Fulfill your customized historical data needs via our E-history application, view the free daily preformatted reports or download historical data files via the CME FTP site.]

e-history [Now fulfill your customized historical data needs online via our new E-history application. This new application improves your ability to define the duration, data format, delivery methods and update frequency of historical market data.]
time and sales [Pit-traded and GLOBEX price data are available in a standard report. This is only available for the previous business day. Use our E-history application to fulfill custom requests.]

time and sales [Pit-traded price data at each time interval for a particular contract, providing a complete price history for the trading day.]

commodity products
currency products
index products
interest rate products

GLOBEX time and sales [GLOBEX price data at each time interval for a particular contract, providing a complete price history for the trading day. NOTE: Time and Sales are viewable by contract and by year & month. An "A" next to a price indicates the ASK or OFFER, while "B" signifies the BID.]

commodity products
currency products
index products
interest rate products

end-of-day reports [Daily settlement price data for individual contracts and cash-settled commodity indexes. This is only available for one business day in a standard report format. Use our E-history application to fulfill custom requests.]

daily settlement prices [Individual contract price data for open, high, low, last, settlement, net change, estimated volume, prior day settlement, prior day volume, prior day open interest for a combined GLOBEX and RTH trade date. CME Commodity Settlement Prices are usually posted by 1:30PM (CST), Currency by 2:30PM (CST), Interest Rate Prices by 2:40PM (CST) and Equity Index Prices by 4:20PM (CST). Any final adjustments are posted by 7:15PM (CST). cash-settled commodity index ]
cash settled commodity index prices [ Daily price data for CME Indexes on CME Fresh Pork Belly Index™, Feeder Cattle, Stocker Cattle, Lean Hogs, Fresh Pork Bellies and Pork Cut Out.

price-and-volume reports [Daily bulletins and monthly volume reports available in a standard report. Use our E-history application to submit a special request if the time period requested is not available.]

daily bulletins
globex bulletins
monthly volume reports

historical ftp datafiles [CME offers a variety of datafiles available for download via the CME FTP site. If the desired historical date is not available on the FTP site or you wish to receive the data in a much more flexible and customized format, use our E-history application. ]

e-history
daily bulletin [The complete text of the daily statistical bulletin from CME, in one convenient package. Available in the early morning as btyymmdd.zip.]
daily settlement prices [Daily settlement prices for all CME contracts, together with the day's high and low. Available in the late afternoon as styymmdd.zip.]
end-of-day data [Daily end-of-day data for the current year-to-date through the end of the prior month. The file includes open, high, low, close, volume, open interest and settlement. The options files also include implied volatility down to the strike. These files are updated once per month.]
monthly volume reports [Monthly and year-to-date tables cover GLOBEX® and Regular Trading Hours combined volume and open interest figures, as well as average daily volume. Data reflects totals and averages for the Exchange overall, its Divisions, Product Groups and by individual commodity.]
time & sales [Time and Sales data are available on a daily basis for the previous day's trades. Time and Sales show the price at each time interval for a particular contract, giving a complete price history for the trading day. Time and Sales are viewable by contract, and by contract year and month. A search mechanism is provided for all files to view Time and Sales by hour. (An "A" next to a price indicates the Ask, or Offer, while a "B" signifies the Bid.). ]
globex time & sales [Time and Sales data are available on a daily basis for the previous day's trades. Time and Sales show the price at each time interval for a particular contract, giving a complete price history for the trading day. Time and Sales are viewable by contract, and by contract year and month. A search mechanism is provided for all files to view Time and Sales by hour. (An "A" next to a price indicates the Ask, or Offer, while a "B" signifies the Bid.)]
volume by price [Total volume for each contract at each price for the trading day. Available in the early evening as vpyymmdd.zip.]
volume by tick [Total volume for each contract at each price for the trading day. Available in the early evening as vpyymmdd.zip.]
weather datafiles []

charts
distributor information

Products

agricultural commodity products
foreign exchange products

euro fx []
japanese yen []

index products
industrial commodity products
interest rates

eurodollars [Eurodollars are time deposits denominated in U.S. dollars that are deposited in commercial banks outside the U.S., and they have long served as a benchmark interest rate for corporate funding. The Eurodollar futures contract, developed and introduced by CME in 1981, represents an interest rate on a three-month deposit of $1 million. The Eurodollar futures contract is now the most actively traded futures contract in the world. Open interest in the contract recently surpassed four million.]
euroyen [CME lists futures and options contracts that settle to the three-month Euroyen Tokyo Interbank Offered Rate (TIBOR) and futures on the three-month Euroyen London Interbank Offered Rate (LIBOR). With these exchange-traded derivatives, Euroyen traders have the ability to custom-tailor their hedges in the Japanese short-term interest rate markets with the least amount of basis risk. Arbitrageurs in Euroyen can now trade the TIBOR versus the LIBOR markets.
japanese government bonds [CME's Japanese Government Bond (JGB) futures are exchange-traded derivatives based on 10-year cash JGBs with a notional 6% coupon. This contract is identical to the one listed on the Singapore Exchange Derivatives Trading Ltd (SGX) and is eligible for mutual offset. Traders can access this market to hedge their risk in the Japanese capital markets or to take advantage of trading opportunities.]
one-month libor [One-Month LIBOR contracts offer fixed income managers a way to improve their hedging capabilities when they need shorter-term intervals for interest rate pricing. These contracts also create opportunities for a number of attractive spread trading strategies based on changing price-yield relationships. Trading in One-Month LIBOR futures on a side-by-side basis will begin on Monday, September 23, 2002. For more information on the new GLOBEX hours for One-Month LIBOR futures, see the specifications table below.]