This page describes the Settlement Dataset for CME Group DataMine.
The content for the dataset includes daily settlement price files for all CME Group exchanges.
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.
Nex/BrokerTec- Contents
- Block Trades
- End of Market Summary
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
Dates Available
The files are available top day only. When the next day files are generated and posted, they overwrite the prior day’s files.
Historical End-of-Day data dating back to product start date can be purchased from the CME DataMine page on cmegroup.com.
Sample Files
| Dataset | Sample File |
|---|---|
| STLAGS | 04/03/2023 |
| STLALT | 04/03/2023 |
| STLCOMEX | 04/03/2023 |
| STLCPC | 04/03/2023 |
| STLCPC (1) | 04/03/2023 |
| STLCUR | 04/03/2023 |
| STLEQT | 04/03/2023 |
| STLINT | 04/03/2023 |
| STLNYMEX | 04/03/2023 |