This topic describes the BrokerTec UST RV Curve data available from CME DataMine. The RV Curve instruments comprise 21 defined spreads, and the corresponding market data is available at three distinct levels of granularity:

Top of Book (Aggregated Millisecond Level): Provides the Best Bid and Best Offer (including Implied Bids and Asks) (BBO) prices and sizes, along with last trade prices/sizes and summary metrics (Open, High, Low, Close, and Total Volume).
Depth of Book (Aggregated Millisecond Level): Offers five levels of bids and asks, two levels of Implied bids and asks with corresponding sizes, in addition to the last trade price and the full set of summary metrics (Open, High, Low, Close, and Total Volume).
Full Order Book (Microsecond Level): Captures every individual order event (add, alter, delete) and executed trade entered into the Central Limit Order Book (CLOB).

Note: Butterfly spreads are specifically excluded from this offering.

Contents

1 Dates Available
2 FAQ

Other Datasets

Resources

Dates Available

Historically each dataset goes back to December 1, 2025.

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FAQ

What could the data be used for?

This data is typically used by customers that are interested in back testing for trading, as it gives an entire picture of what happened on the trading platform, and they can use it to rebuild the order book themselves.

If applicable, how is this data calculated?

The data is composed of raw and derived data.

What is the file format of this data?

The file format is .CSV.

How far back historically does each dataset go?

December 1, 2025

How many files are available per day?

There is 1 file per tenor per order book for each day.

rv_tob_<tenor>_YYYYMMDD.csv.gz
rv_dob_<tenor>_YYYYMMDD.csv.gz
rv_fob_ord_<tenor>_YYYYMMDD.csv.gz
rv_fob_trd_<tenor>_YYYYMMDD.csv.gz

Note: If there are no trades for a specific tenor on a given business day, a file will not be published.

What is the average daily file size?

Usually the average file size ranges between the following:

Top of Book - ~300KB - ~2MB
Depth of Book - ~300KB - ~5MB
Full Order Book - ~250MB - ~8MB

Are the files compressed? ?

Yes, files are compressed in gzip.

What is the delivery frequency of the data?

Daily (Monday to Friday)

What time (Daily, Monthly + Time of Day + Day of week) will the files be delivered each day?

Monday - Friday 8:30 p.m. CT for TOB, DOB, and 9:00 p.m. CT for FOB.

Please note, implied Bids and Asks are integrated into the Full Order Book (FOB) File. You can identify an implied bid or ask where the rows for both Order Priority and Change Reason are blank.

Implied Bids and Asks update in the file when there is a change to either the bid price, ask price or quantity; they may not update every microsecond.

OHLC values are populated once per day based on actual trade events. These values are timestamped at the exact moment the qualifying trade occurred.

Is there a certain process for me to be able to use the data?

No

Who is the best contact for technical, support and data transfer processes?

Please contact the Global Command Center (GCC).

Who should I contact for Marketing/customer facing processes?

Please contact CME Data Sales at cmedatasales@cmegroup.com.

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