What format is the file delivered in? Data is provided in .txt, .xml, and .csv 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 details on file layout and specifications for the 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: - cbt.settle.e.YYYYMMDD.csv
- cbt.settle.e.YYYYMMDD.txt
- cbt.settle.e.YYYYMMDD.xml
- cbt.settle.s.YYYYMMDD.csv
- cbt.settle.s.YYYYMMDD.txt
- cbt.settle.s.YYYYMMDD.xml
- cme.settle.e.YYYYMMDD.csv
- cme.settle.e.YYYYMMDD.txt
- cme.settle.e.YYYYMMDD.xml
- cme.settle.s.YYYYMMDD.csv
- cme.settle.s.YYYYMMDD.txt
- cme.settle.s.YYYYMMDD.xml
- comex.settle.e.YYYYMMDD.csv
- comex.settle.e.YYYYMMDD.txt
- comex.settle.e.YYYYMMDD.xml
- comex.settle.s.YYYYMMDD.csv
- comex.settle.s.YYYYMMDD.txt
- comex.settle.s.YYYYMMDD.xml
- nymex.settle.e.YYYYMMDD.csv
- nymex.settle.e.YYYYMMDD.txt
- nymex.settle.e.YYYYMMDD.xml
- nymex.settle.s.YYYYMMDD.csv
- nymex.settle.s.YYYYMMDD.txt
- nymex.settle.s.YYYYMMDD.xml
SettleDeck Report Level Headers Order | Length | Values | Name |
---|
0 | 1 | | SYMEX indicator | 1 | 4 | - substring(TCC ALIAS, 0,2) + "16" for SYMEX
- substring(OCC ALIAS,0,4 ) or " ", otherwise
| Commodity Code | 2 | 7 | - 9999999 If the contract is an option and its Ext Qual Code is CAB
- ******* if the high price is null
- high price without sign and scaled so that it is represented by an 7-digit integer
| High Price | 3 | 1 | if High Price exists, it can be either A fot ASK or B for BID. Otherwise, it is ' ' | High Ask/Bid | 4 | 7 | - 9999999 If the contract is an option and its Ext Qual Code is CAB
- ******* if the low price is null
- low price without sign and scaled so that it is represented by an 7-digit integer
| Low Price | 5 | 1 | if Low Price exists, it can be either A for ASK or B for BID. Otherwise, it is ' ' | Low Ask/Bid | 6 | 1 | just ' ' | Filler | 7 | 7 | - if the contract is an option and its prices is CAB, it will be 9999999
- If the contract doesn't have a valid settle price, it will be *******
- Otherwise, it will be the settle price scaled in a way it is represented by an integer value and without sign. If the integer value can be represented with few that 7 digits it will be padded with '0' for OTCC and SYMEX. Otherwise, it will be padded with ' '. In case the amount of digits is greater than 7, '0000000' will be written
| Settle Price | 8 | 1 | Just ' ' | Filler | 9 | 1 | - * if Settle Ext Qual Code is SPECL
- ' ', otherwise
| Special Settle | 10 | 1 | - Y, if it is FLEX
- N, Otherwise
| Flex | 11 | 8 | Period Code, or '00000000' if period code doesn't exist | Period Code | 12 | 1 | - If flex and Option
- A, if Exercise Ind = 'AMER'
- E, if Exercise Ind = 'EURO'
- ' ', Otherwise
| Exercise Method | 13 | 4 | - ' ', If delta price is NaN or product Type in [FWD,FUT,IRS,COMBO]
- delta price * 1000 rounded to closest integer and padded with '0'
| Delta | 14 | 4 | ' ' | Filler | 15 | 1 | Option Right Code | Option Right Code | 16 | 7 | - ' ', For Product Type in [FWD,FUT,IRS,COMBO]
- Strike Price without decimal point
| Strike Price | 17 | 4 | ' ' | Filler | 18 | 1 | - ' ' , if FLEX
- [1,2,3,4,5,6,7,8,9] or 0 for 10, - for 11 and & for 12
| Contract Month | 19 | 1 | - 0, if FLEX
- least significant digit form year field in period code
| Contract Year | 20 | 1 | - ' ', if Active
- *, Otherwise
| Active Indicator | 21 | 1 | - C, if High Price Ext Qual Code is CAB
- ' ', Otherwise
| High Price CAB | 22 | 1 | - C, if Low Price Ext Qual Code is CAB
- ' ', Otherwise
| Low Price CAB | 23 | 1 | - C, if Settle Price Ext Qual Code is CAB
- ' ', Otherwise
| Settle Price CAB | 24 | 1 | ' ' | Filler | 25 | <= 4 | - ' ', if Product Type in [FWD,FUT,IRS,COMBO]
- Weekly Code From Weekly Contract
| Underlying Contract Period | 26 | 4 | - ' ', if Product Type in [FWD,FUT,IRS,COMBO] or underlying commodity code is null
- Underlying commodity code padded with ' '
| Underlying Commodity Code | 27 | 4 | - ' ', if SYMEX,
- PRS Alias + QES Month Code + QES Year
| QES Code | 28 | 10 | TCC Code if NOT SYMEX | TCC Code | 29 | 10 | Underlying Commodity Code if NOT SYMEX | Underlying Commodity Code | 30 | 1 | high price sign, if not SYMEX nor OCC | High price Sign | 31 | 1 | low price sign, if not SYMEX nor OCC | Low price Sign | 32 | 1 | Settlement price sign, if nor SYMEX nor OCC | Settlement price Sign | 33 | 1 | - if not SYMEX nor OCC
- ' ' if Product Type in [FWD,FUT,IRS,COMBO]
- Strike Price
| Strike Price Sign | 34 | 8 | - if not SYMEX nor OCC
- ' ' if Product Type in [FWD,FUT,IRS,COMBO]
- Underlying Commodity Code padded with ' '
| Underlying Commodity Code | 35 | 14 | if not SYMEX nor OCC, Settle Price Padded with ' ' | Settle Price | 36 | 1 | - N, if amount of settlement price digits is lower than or equal to 7
- Y, Otherwise
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