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Trade Date | A | 20120801 | YYYYMMDD | The trade date in YYYYMMDD format. | |
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Exchange Code | B | XCME | XCME, XCBT, XNYM, XCEC | The exchange where the product is traded. | |
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Asset Class | C | EQUITY INDEX | AGRICULTURE, ENERGY, EQUITY INDEX, INTEREST RATES, FX, METALS | Identifies an entire suite of products. | * |
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Product Code | D | EZ | String | The code assigned to a particular product. | |
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Clearing Code | E | EZ | String | Identifies a contract as it is known to CME Clearing. | * |
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Product Description | F | E-MINI S&P 500 OPTIONS | String | The textual description of a product. | |
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Product Type | G | O | F, O | Designates whether the contract is a Future (F) or Option (O). | |
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Underlying Product Code | H | 0 | String | If an option, the Product Code assigned to the underlying future. | * |
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Put/Call | I | C | P, C | Designates whether the contract is a Put (P) or Call (C). | |
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Strike Price | J | 1200 | String | If an option, the strike price. | |
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Contract Year | K | 2012 | YYYY | The year the contract expires. | |
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Contract Month | L | 8 | MM | The delivery month for the future or option contract. | |
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Contract Day | M | 0 | DD | Indicates the expiration day of the option contract. Only used for daily options. | |
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Settlement | N | 170.8 | String | Settlement Price. | |
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Settlement Cabinet Indicator | O | CAB | Null, CAB | Indicates that the price is based off a Cabinet (CAB) price. | |
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Open Interest | P | 54 | String | The open interest for the contract. | |
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Total Volume | Q | 2880 | String | The total number of contracts traded -- the sum of Globex, Floor, and PNT. | |
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Globex Volume | R | 998 | String | The number of contracts traded on Globex. | |
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Floor Volume | S | 0 | String | The number of contracts traded on the Floor. | * |
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PNT Volume | T | 0 | String | The number of contracts traded in Privately-Negotiated Transactions. | * |
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Block Volume | U | 1805 | String | The number of contracts traded as Blocks. | * |
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EFP Volume | V | 2 | String | The number of contracts traded as Exchange-for-Physical. | * |
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EOO Volume | W | 11 | String | The number of contracts traded as Exchange-of-Options-for-Options. | * |
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EFR Volume | X | 6 | String | The number of contracts traded as Exchange-for-Risk. | * |
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EFS Volume | Y | 24 | String | The number of contracts traded as Exchange-of Futures-for-Swaps. | * |
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EFB Volume | Z | 1 | String | The number of contracts traded as Exchange-for-Basis. | * |
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EFM Volume | AA | 42 | String | The number of contracts traded as Exchange-for-Minis. | * |
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SUB Volume | AB | 4 | String | The number of contracts traded as Substitution-of-Futures-for-Forwards. | * |
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OPNT Volume | AC | 1 | String | The number of contracts traded as OTC Privately Negotiated Transactions. | * |
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TAS Volume | AD | 101 | String | The number of contracts traded as Trading-at-Settlement. | * |
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TAS Block Volume | AE | 16 | String | The number of TAS contracts traded as Blocks. | * |
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TAM Singapore Volume | AF | 3 | String | Trade-at-Marker volume for the Singapore marker. | * |
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TAM Singapore Block Volume | AG | 0 | String | Trade-at-Marker block volume for the Singapore marker. | * |
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TAM London Volume | AH | 102 | String | Trade-at-Marker volume for the London marker. | * |
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TAM London Block Volume | AI | 6 | String | Trade-at-Marker block volume for the London marker. | * |
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Globex Open Price | AJ | 177.3 | String | The opening price for the Globex session. | |
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Globex Open Price Bid/Ask Indicator | AK | B | Null, B, A, N, $ | Indicates that the price is based off a trade (null), Bid (B), Cabinet ($), Ask (A), or Nominal (N) price. | |
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Globex Open Price Cabinet Indicator | AL | CAB | Null, CAB | Indicates that the price is based off a Cabinet (CAB) price. | * |
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Globex High Price | AM | 174.5 | String | Indicates the high price for the Globex session. | |
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Globex High Price Bid/Ask Indicator | AN | B | Null, B, A, N, $ | Indicates that the price is based off a trade (null), Bid (B), Cabinet ($), Ask (A), or Nominal (N) price. | |
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Globex High Price Cabinet Indicator | AO | CAB | Null, CAB | Indicates that the price is based off a Cabinet (CAB) price. |
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