CME DataMine Pre-Purchase Information

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yesterday at 11:01 AM
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Open Dates of All Datasets by Exchange

All datasets are available from the listed open date to the present.

Visit the specific dataset pages for more informaiton.





CME

CBOT

NYMEX

COMEX



CME

CBOT

NYMEX

COMEX



Electronic

Pit

Electronic

Pit

Electronic

Pit

Electronic

Pit

Market Depth

1/1/2005*



1/11/2008



3/7/2007



3/7/2007



Top of Book - BBO

11/1/2004



1/14/2008



12/1/1999



12/1/1999



Time and Sales

6/26/1992

1/4/1982

11/23/2003

1/2/1995

12/1/1999

12/1/1999

12/1/1999

12/1/1999

End of Day

1/4/1993

1/4/1982

8/28/2000

1/3/1972

6/25/1993

7/1/1986

7/2/1993

1/1/1975

Block Trades



1/26/2008



1/2/2008



10/5/2009



5/30/2009

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AWS IP Ranges

IPs can change at anytime and are not under CME Group control. If you are experiencing firewall issues, it is recommended that you open the entire AWS subnet. For documentation on this process, please visit the following AWS-advertised links:

Sample Files

 

Market Depth 





Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

FIX (MDP3.0)













  • Futures

Soybean 3/15/16



E-mini SP 500 3/15/16

JPY/USD 3/15/16

Eurodollar 3/15/16



  • Future Spreads

Soybean 3/15/16



E-mini SP 500 3/15/16

JPY/USD 3/15/16





  • Options





E-mini SP 500 3/15/16

JPY/USD 3/15/16

Eurodollar 3/15/16



  • Option Spreads





E-mini SP 500 3/15/16

JPY/USD 3/15/16





FIX













  • Futures

Corn 7/15/13

Light Sweet Crude Oil (WTI) 7/15/13

E-Mini SP 500 (Dollar) 7/15/13

EUR/USD 7/15/13

Eurodollar 7/15/13

Gold 7/15/13

  • Options

Corn 7/15/13

Light Sweet Crude Oil (WTI) 7/15/13

E-Mini SP 500 (Dollar) 7/15/13

EUR/USD 7/15/13

Eurodollar 7/15/13

Gold 7/15/13

RLC













  • Futures

Corn 1/27/08

Corn 1/28/08

Light Sweet Crude Oil (WTI) 1/27/08

Light Sweet Crude Oil (WTI) 1/28/08

DJIA ($10) 1/27/08

DJIA ($10) 1/28/08

JPY/USD 1/27/08

JPY/USD 1/28/08

10-Year U.S. Treasury Notes 1/27/08

10-Year U.S. Treasury Notes 1/28/08

5-Year U.S. Treasury Notes 1/28/08

Eurodollar 1/27/08

Eurodollar 1/28/08

Gold 1/27/08

Gold 1/28/08

  • Options



Henry Hub Natural Gas 1/28/08

E-mini SP 500 (Dollar) 1/28/08







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MBO FIX



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

MBO FIX (MDP 3.0)













  • Futures

Corn

Crude Oil 

E-mini S&P 500

EUR/USD

Eurodollar

Gold 

  • Options

Corn 

Crude Oil 

E-mini S&P 500 

EUR/USD 

Eurodollar  

Gold  

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Top of Book





Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

Futures

Corn | 1/10/11

Light Sweet Crude Oil (WTI) | 1/10/11

E-Mini SP 500 (Dollar) | 1/10/11

EUR/USD | 1/10/11

Eurodollar | 1/10/11

Gold | 1/10/11

Options

Corn | 1/10/11

Light Sweet Crude Oil (WTI) | 1/10/11

E-Mini SP 500 (Dollar) | 1/10/11

EUR/USD | 1/10/11

Eurodollar | 1/10/11

Gold | 1/10/11

Spreads







EUR/USD | 1/10/11





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Time and Sales





Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

Futures

Corn | 11/5/12

Light Sweet Crude Oil (WTI) | 11/5/12

E-Mini SP 500 (Dollar) | 11/5/12

EUR/USD | 11/5/12

Eurodollar | 11/5/12

Gold | 1/10/11

Options

Corn | 11/5/12

Light Sweet Crude Oil (WTI) | 11/5/12

E-Mini SP 500 (Dollar) | 11/5/12

EUR/USD | 11/5/12

Eurodollar | 11/5/12

Gold | 1/10/11

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End of Day





Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals



Agriculture

Energy

Equity

Foreign Exchange

Interest Rates

Metals

Futures

Corn | 3/30/17

Light Sweet Crude Oil (WTI) | 3/30/17

E-Mini SP 500 (Dollar) | 3/30/17

EUR/USD | 3/30/17

Eurodollar | 3/30/17

Gold | 3/30/17

Options

Corn | 3/30/17

Light Sweet Crude Oil (WTI) | 3/30/17

E-Mini SP 500 (Dollar) | 3/30/17

EUR/USD | 3/30/17

Eurodollar | 3/30/17

Gold | 3/30/17

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Block Trades

Blocks Reports

Blocks Reports

CME

CBOT

NYMEX

COMEX



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Volume and Open Interest

Volume and Open Interest

Volume and Open Interest





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