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This page describes the Daily Bulletin Dataset for CME Group DataMine.

The content for the dataset includes daily Volume at an Exchange total, asset class, and product level. 

Nex/BrokerTec-

Contents

Table of Contents
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Other Datasets

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pageCME DataMine Datasets

Resources

Dates Available

The files are available top day only. When the next day files are generated and posted, they overwrite the prior day’s files.

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Sample Files
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Sample Files
Sample Files

DatasetSample File
DAILY BULLETIN PRODUCT INDEX12/07/2023
DAILY BULLETIN PRODUCT INDEX12/08/2023

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FAQ

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titleSettlements FAQ Format

What format is the file delivered in?

Data is provided in .pdf format and contains volume, open, close, high and low prices for CME Group products offerings. To learn more, visit our glossary here.

Are files compressed?

Files are not compressed.

Are layout guides available for the format of each dataset?

Page for products are below:

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titleU.S. Exchange Volume

Exchange Overall Volume And Open Interest - PG 01

Daily Bulletin Product Index Futures And Options - PG 00

Summary Volume And Open Interest ALT Investment Futures And Options - PG 01A

Summary Volume And Open Interest FX Futures And Options - PG 02B

Summary Volume And Open Interest Equity Index Futures And Options - PG 01C

Summary Volume And Open Interest Int Rates Futures And Options - PG 02A

Summary Volume And Open Interest Metals Futures And Options - PG 02B

Summary Volume And Open Interest Energy Futures And Options - PG 02C

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titleAgriculture

Agricultural Futures - PG 03

Agricultural Soft Alt Investment Futures - PG 04

Underlying Agricultural Markets - PG 05

Live Cattle Call Options - PG 15

Live Cattle Put Options - PG 16

Feeder Cattle Call Options - PG 17

Feeder Cattle Put Options - PG 18

Lean Hogs Call Options - PG 19

Lean Hogs Put Options - PG 20

Lumber Options - PG 23

Milk Options And Class IV Milk Options - PG 25

MIDI Milk Nonfat Dry Milk And Butter Options - PG 26

GSCI Options - PG 43

Corn Oat RoughRice Options - PG 56

Soybean Soymeal Soyoil Soybean Crush Wheat Options PG 57

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titleEnergy

Energy Futures Products - PG 61

Energy Options Products - PG 63

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titleEquities

Equity And Index Futures - PG 11

Equity And Index Futures Continued - PG 12

Nasdaq 100 and E-mini Nasdaq 100 Options - PG 40

Nikkei 225 Options - PG 44

Equity Flex Options - PG 45

E-mini S&P 500 Call Options - PG 47

E -mini S&P 500 Put Options - PG 48

S&P 500 Call Options - PG 49

S&P 500 Put Options - PG 50

S&P Midcap S&P SmallCap600 Citigroup Growth Citigroup Value Options - PG 55

Big DJIA Mini DOW Options PG 60

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titleEvent Contracts

Event Contracts - PG 73

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titleFX

Currency Futures - PG 06

Currency Futures - PG 07

Currency Futures Continued - PG 08

British Pound Call Options - PG 27

British Pound Put Options - PG 28

Canadian Dollar Call Options - PG 29

Canadian Dollar Put Options - PG 30

Foreign Exchange Call Options - PG 31

Foreign Exchange Put Options - PG 32

Japanese Yen Call Options - PG 33

Japanese Yen Put Options - PG 34

Swiss Franc Call Options - PG 35

Swiss Franc Put Options - PG 36

Brazilian Real Russian Ruble S African Rand Mexican Peso Israeli Shekel Options - PG 37

Australian Dollar New Zealand Dollar Options - PG 38

Euro FX And Cme$Index Options - PG 39

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titleInterest Rates

Interest Rate Futures - PG 09

Interest Rate Futures Continued - PG 10

2, 5, 10, 30 Year and Ultra Bond Options - PG 42

CME STIR Call Options: SOFR-ED - PG 51

CME STIR Put Options: SOFR-ED - PG 52

Midcurve: SOFR-ED - PG 53

Midcurve: SOFR-ED Continued - PG 54

30 Day Fed Fund Options - PG 59

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titleMetals

Metals Futures Products - PG 62

Metals Option Products - PG 64

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titleOTC

OTC Cleared Only - PG 67

OTC LGF - PG 68

OTC London Silver Fwds - PG 68

OTC FX FORWARD - PG 72

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titleReal Estate

Housing Futures And Options - PG 46

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titleWeather

Weather Futures And Options - PG 24

What dataset is onboarded to DataMine?

Daily PDF formatted files that are published after midnight CST. File name is as follows:

  • DailyBulletin_YYYYMMDD.pdf
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titleSettlements FAQ Availability

How many files are available per day?

The database structure allows for two file per day, per product.

Are there any dates for which data is unavailable?

No

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titleSettlements FAQ Delivery

When are these files delivered?

Preliminary Daily Bulletin updates at approximately midnight next business day, and the Final Daily Bulletin updates at 10:00 a.m. CT next business day.

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titleSettlements FAQ Interpretation

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 .pdf format, and so customers need to utilize tools to process text data files.


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