This page provides requisite CME DataMine pre-purchase information.
Contents
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Open Dates of All Datasets by Exchange
All datasets are available from the listed open date to the present.CME | CBOT | NYMEX | COMEX | |||||
|---|---|---|---|---|---|---|---|---|
Electronic | Pit | Electronic | Pit | Electronic | Pit | Electronic | Pit | |
| Market Depth | 1/1/2005* | 1/11/2008 | 3/7/2007 | 3/7/2007 | ||||
| Top of Book - BBO | 11/1/2004 | 1/14/2008 | 12/1/1999 | 12/1/1999 | ||||
| Time and Sales | 6/26/1992 | 1/4/1982 | 11/23/2003 | 1/2/1995 | 12/1/1999 | 12/1/1999 | 12/1/1999 | 12/1/1999 |
| End of Day | 1/4/1993 | 1/4/1982 | 8/28/2000 | 1/3/1972 | 6/25/1993 | 7/1/1986 | 7/2/1993 | 1/1/1975 |
| Block Trades | 1/26/2008 | 1/2/2008 | 10/5/2009 | 5/30/2009 | ||||
AWS IP Ranges
IPs can change at anytime and are not under CME Group control. If you are experiencing firewall issues, it is recommended that you open the entire AWS subnet. For documentation on this process, please visit the following AWS-advertised links:
Sample Files
Market
Depth
Agriculture | Energy | Equity | Foreign Exchange | Interest Rates | Metals | |
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| FIX (MDP3.0) | ||||||
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| FIX | ||||||
| Gold 7/15/13 | |||||
| Gold 7/15/13 | |||||
| RLC | ||||||
| 10-Year U.S. Treasury Notes 1/27/08 10-Year U.S. Treasury Notes 1/28/08 | |||||
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MBO FIX
Agriculture | Energy | Equity | Foreign Exchange | Interest Rates | Metals | |
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| MBO FIX (MDP 3.0) | ||||||
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| Corn | Crude Oil | E-mini S&P 500 | EUR/USD | Eurodollar |
End of Day
Agriculture | Energy | Equity | Foreign Exchange | Interest Rates | Metals | |
|---|---|---|---|---|---|---|
| Futures | ||||||
| Options |
| Volume and Open Interest |
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| Volume and Open Interest |