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This page describes the End of Market Summary - Premium dataset for CME Group DataMine. Files are delivered delivered intraday on a 10-minute delay when  when settlements are posted. View more information on the the timing of the settlements.

The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close (Delta for options and fixing prices where applicable) files for all CME Group exchanges, broken out by Asset Class.  

The data may be used by customers to calculate mark to market for end-of-day trades or positions they have on their books or for other business purposes on their end.

Dates Available

The files are available intra-day on a 10-minute delay from published settlement times. When the next day files are generated and posted, they overwrite the prior day’s files.

Sample Files

Dataset

Sample File

STLAGS

04/03/2023

STLALT

04/03/2023

STLCOMEX

04/03/2023

STLCPC

04/03/2023

STLCPC (1)

04/03/2023

STLCUR

04/03/2023

STLEQT

04/03/2023

STLINT

04/03/2023

STLNYMEX

04/03/2023

FAQ

Expand
titleEnd of Market Summary - Premium Format

What format is the file delivered in?

Data is provided in .txt format and contains volume, open, close, high and low prices for CME Group products offerings.

Are files compressed?

Files are not compressed.

Are layout guides available for the format of each dataset?

See the details on new STL v2 file layout and specifications for text format files.

What dataset is onboarded to DataMine?

Daily Text formatted settlement price files (stl) that are published after midnight CST. File names are as follows:

  • YYYYMMDD-SETL_AGS_0_0_0

  • YYYYMMDD-SETL_ALT_0_0_0

  • YYYYMMDD-SETL_COMEX_0_0_0

  • YYYYMMDD-SETL_CPC_0_0_0

  • YYYYMMDD-SETL_CUR_0_0_0

  • YYYYMMDD-SETL_EQT_0_0_0

  • YYYYMMDD-SETL_INT_0_0_0

  • YYYYMMDD-SETL_NYMEX_0_0_0

Expand
titleEnd of Market Summary - Premium Availability

What is the historical product availability?

April 3, 2024

How many files are available per day?

There are 4-10 files delivered intra-day based on exchange. Product asset class must be individually subscribed.

STLCUR

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 14:17, 14:30, 15:00, 15:20

  • Final:

 18

  •  18:00

  • Product Types: FUT, OOF, OOC

  • Exchanges: CME, CBT

  • Asset Types: CURR, FX

  • Market Type: N/A

  • Samples (TCC): 'AC','AD','E7','RME','3AD','ADU'

  • reportType=STL

  • reportName=STLCUR

  • reportMode=[0|1]

    • 0=Prelim, 1=Final Pre-Clearing, 2=Final Post-Clearing

  • tradeDate=<YYYYMMDD>

File Name pattern:

Website: <Report ID

 all

 all lower case, no extension>

Datamine: <Report ID>_<date>

TRADING_ALL_EARLY_CLOSE_DAYS

  • Preliminary: 12:17, 12:30, 13:00, 13:20, 13:50

STLNYM

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 09:30, 12:02, 12:17, 12:32, 13:02, 13:17, 13:32, 13:47, 14:02, 14:16, 14:31, 14:46, 15:01, 15:16, 15:31, 15:45, 16:30, 17:00, 17:30,

  • Final:

 18

  •  18:00

  • Final-Post Clearing: 22:32

  • Product Types: FUT, OOF, OOC

  • Exchanges: NYMEX

  • Asset Types: N/A

  • Market Type: NOT CPC

  • Samples (TCC): 

  • reportType=STL

  • reportName=STLNYM

  • reportMode=[0|1|2]

  • tradeDate=<YYYYMMDD>

Website: stlnymex

Datamine: STLNYMEX_<date>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 12:47, 13:02, 13:31

STLAGS

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 12:00, 13:30, 14:05, 14:15, 14:30, 15:00, 15:30, 16:00

  • Final:

 18

  •  18:00

  • Product Types: FUT, OOF, OOC

  • Exchanges: CME, CBT, BMD

  • Asset Types: AG, ENRGY,

INDX and 

  • INDX and ASSET_SUB_CLASS=COMMODITY INDEX

  • Market Type: N/A

  • Samples (TCC): 'EH','BLK','CSC','KEF','07','CDF','NF','FM70','LB','70','DRS'

  • reportType=STL

  • reportName=STLAGS

  • reportMode=[0|1]

  • tradeDate=<YYYYMMDD>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 12:30, 13:05

STLALT

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 15:45, 16:00, 16:30, 17:00, 17:30

  • Final:

 18

  •  18:00

  • Product Types: FUT, OOF, OOC

  • Exchanges: CME, CBT

  • Asset Types: WEATH, REAL

  • Market Type: N/A

  • Samples (TCC): 'BOS','K2','K5N'

  • reportType=STL

  • reportName=STLALT

  • reportMode=[0|1]

  • tradeDate=<YYYYMMDD>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 12:45, 13:00, 13:30, 14:00

STLCOMEX

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 12:31, 12:45, 13:02, 13:32, 16:30

  • Final:

 18

  •  18:00

  • Final-Post Clearing: 22:32

  • Product Types: FUT, OOF, OOC

  • Exchanges: COMEX

  • Asset Types: N/A

  • Market Type: N/A

  • Samples (TCC): 

  • reportType=STL

  • reportName=STLCOMEX

  • reportMode=[0|1|2]

  • tradeDate=<YYYYMMDD>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 11:31, 11:45, 12:02

STLCPC

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 09:30, 11:45, 12:45, 14:00, 14:30, 15:02, 15:32, 16:00, 16:30, 17:30

  • Final:

 18

  •  18:00

  • Final-Post Clearing: 22:32

  • Product Types: FUT, OOF, OOC

  • Exchanges: NYMEX

  • Asset Types: N/A

  • Market Type: CPC

  • Samples (TCC): 

  • reportType=STL

  • reportName=STLCPC

  • reportMode=[0|1|2]

  • tradeDate=<YYYYMMDD>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 13:02, 13:32

STLEQT

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 15:30, 15:45, 16:00, 16:30, 17:00

  • Final:

 18

  •  18:00

  • Product Types: FUT, OOF, OOC

  • Exchanges: CME, CBT

  • Asset Types: 

INDX and 

  • INDX and ASSET_SUB_CLASS=EQUITY

  • Market Type: None

  • Samples (TCC): 'A2R','ADR','FT5','XAP','BTC','E1C','EW','ES','NQ'

  • reportType=STL

  • reportName=STLEQT

  • reportMode=[0|1]

  • tradeDate=<YYYYMMDD>

TRADING_EQUITIES_EARLY_CLOSE_DAYS

  • Preliminary: 12:30, 12:45, 13:00, 14:00

STLINT

TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS

  • Preliminary: 14:15, 14:30, 15:02, 15:30

  • Final:

 18

  •  18:00

  • Product Types: FUT, OOF, OOC

  • Exchanges: CME, CBT

  • Asset Types: INT, FIN

  • Market Type: None

  • Samples (TCC): 'ED','26','41','BSB','N1U','SR3','S03'

  • reportType=STL

  • reportName=STLINT

  • reportMode=[0|1]

  • tradeDate=<YYYYMMDD>

Only set traded on Floor venue

TRADING_ALL_EARLY_CLOSE_DAYS

  • Preliminary: 12:15, 12:30, 13:02, 13:30, 13:50

Report ID

Calendar

Schedule (CT)

Filters

Execution Parameters

Notes

Expand
titleEnd of Market Summary - Premium Delivery

When are these files delivered?

Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the timing of the settlements.

How large are these files?

Daily files average 2-50kb.

Is there a specific process that must be followed in order to use the data?

Data is in a text format, and customers need to utilize tools to process text data files.