This page describes the End of Market Summary - Basic dataset for CME Group DataMine. Files are delivered once a day at midnight (12:00 AM CST), T+1. Files are only available on a day-to-day basis.
The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close files for all CME Group exchanges, broken out by Asset Class.
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How many files are available per day? The database structure allows for one file per day, per product. Products must be individually subscribed to. Are there any dates for which data is unavailable? No. What is the historical product availability? April 3, 2024 |
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When are these files delivered? Files are delivered once a day at midnight (12:00 AM CST), T+1. Files are only available on a day-to-day basis. 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. |
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