Designed for those looking to better understand CME Globex liquidity, Top-of-Book contains all top bid, bid size, top ask, ask size, last trade, trade volume, and time-stamp data for CME Globex-traded products. This dataset includes best bids and best offers, with corresponding volume, for all CME Globex products.

In addition to receiving the Top of Book file, with a purchase of this dataset you will also receive the Time and Sales (trades) file and the SecDef file. More information on these two files, including layout guides, sample files, etc. can be found here:

• Time and Sales FAQ

• SecDef FAQ

Contents

Other Datasets

Resources

• CME Datamine Home

• CME DataMine Post-Purchase Information

• CME DataMine Self-Service Platform

• Support

Dates Available

Top of Book data is available on four exchanges in ASCII format from as early as 1999. A new CSV format is available starting on Monday, April 14, 2025.

By Exchange

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By Product

Filter availability by product here.

Layout Guides

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Sample Files

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FAQ

The CME DataMine Top of Book files (Best Bid/Offer) provide the top bid, bid volume, ask, ask volume, last trade price, and last trade volume of the order book for all CME Globex traded products.

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