CME DataMine Post-Purchase Information
- Space Sync for Confluence
This page provides all requisite CME DataMIne post-purchase information.
Contents
Delivery Options
There are three different ways to access historical data purchases:
1) RESTful API data download service. A CME Group Login and API ID are required to access the data download API.
2) SFTP File Transfer. A CME Group Login and API ID are required to access the data download API.
3) Automatic S3 transfer. User must have an AWS S3 bucket in order to perform this transfer.
To discuss other options for data delivery, please contact CMEDataSales@cmegroup.com.
API Delivery Set Up
Log in to the CME Customer Center with your CME Group Login.
See additional information about setting up CME Group Log in
2. From the navigation bar, click your CME Group Login, then click My Profile.
3. Click API Management.
4. Register for an API ID, and select the Type "Basic Auth" for basic authentication.
Data Download API
View information about accessing our RESTful API service.
List
You can query a list of entitled files using this API call, with optional criteria to limit the number of results returned. The maximum number of result from a list is 1000. If you have more results than the limit, you must use the paging links that are returned in the "paging" section as part of the response.
Response
Download
You can download a file that you have access to using this api call.
Reference
Dataset | API value |
|---|---|
Top-of-Book | BBO |
Block Trades | BLOCK |
End-of-day | EOD |
Market Depth (FIX) | MD |
Market Depth (RLC) | RLC |
RLC-SecDef | RLCSECDEF |
SecDef | SECDEF |
Time & Sales | TICK |
Exchange | API value |
|---|---|
COMEX | XCEC |
CBOT | XCBT |
CME | XCME |
NYMEX | XNYM |
CMED | CMED |
MGCB | MGCB |
NYUM | NYUM |
XKLS | XKLS |
Web Browser API Calls
Sample API Calls
For Listing (can return multiple days, but you cannot specify a range)
For Normal Download (single day of single product)
For Batch Download (single day / all products)
USING CURL
Layout Guides
For best results, use right click + Save As to download each file.
MDP 3.0 (Current Production Format)
The CME Group Market Data Platform (MDP) disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. Click below to access layout guides.
Legacy FIX/FAST Format (3/2/2009-2016)
CME Globex legacy market data is transmitted on a given Market Data Platform (MDP) channel in the FIX message format using FAST compression. Click below to access layout guides.
RLC Format
CME market data dated before 2009 is available in RLC formats. Identify the desired date range of RLC files to access layout guides.
Top of Book - BBO
Time and Sales
End of Market Summary - Standard
Block Trades
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