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

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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: 18:00
  • 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 lower case, no extension>

Datamine: <Report ID>_<date>

TRADING_ALL_EARLY_CLOSE_DAYS

  • Preliminary: 12:17, 12:30, 13:00, 13:20, 13:50
STLNYMTRADING_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: 18:00
  • 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
STLAGSTRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS
  • Preliminary: 12:00, 13:30, 14:05, 14:15, 14:30, 15:00, 15:30, 16:00
  • Final: 18:00
  • Product Types: FUT, OOF, OOC
  • Exchanges: CME, CBT, BMD
  • Asset Types: AG, ENRGY, 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
STLALTTRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS
  • Preliminary: 15:45, 16:00, 16:30, 17:00, 17:30
  • Final: 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
STLCOMEXTRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS
  • Preliminary: 12:31, 12:45, 13:02, 13:32, 16:30
  • Final: 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
STLCPCTRADING_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: 18:00
  • 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
STLEQTTRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS
  • Preliminary: 15:30, 15:45, 16:00, 16:30, 17:00
  • Final: 18:00
  • Product Types: FUT, OOF, OOC
  • Exchanges: CME, CBT
  • Asset Types: 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
STLINTTRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS
  • Preliminary: 14:15, 14:30, 15:02, 15:30
  • Final: 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 IDCalendarSchedule (CT)FiltersExecution ParametersNotes
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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.

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