You are viewing an old version of this page. View the current version.
Compare with Current
View Page History
Version 1
Next »
This page describes the End of Market Summary - Premium Plus dataset for CME Group DataMine. Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the the timing of the settlements.
The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close (Delta and Fixing Prices available 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.
Dates Available
The files are available intra-day on a 10-minute delay from published settlement times. When the next day files are generated and posted, they overwrite the prior day’s files.
FAQ
End of Market Summary - Premium Plus Format
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.
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
End of Market Summary - Premium Plus Availability
How many files are available per day?
There are 4-10 files delivered intra-day based on exchange. Each exchange must be individually subscribed.
End of Market Summary - Premium Plus 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?
Six data files are delivered in .txt, .xml, and .csv formats. Customers need to utilize tools to process the data files.