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.
Visit the specific dataset pages for more informaiton.
CME | CBOT | NYMEX | COMEX | |||||
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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 |
Top of Book
Time and Sales
End of Day
Agriculture | Energy | Equity | Foreign Exchange | Interest Rates | Metals | |
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Futures | ||||||
Options |
Volume and Open Interest |
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Volume and Open Interest |