End of Market Summary - Premium Plus

This page describes the End of Market Summary - Premium Plus dataset for CME Group DataMine. Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the the timing of the settlements.

The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close (Delta and Fixing Prices available where applicable) files for all CME Group exchanges, broken out by Asset Class.

The data may be used by customers to calculate mark to market for end-of-day trades or positions they have on their books or for other business purposes on their end.

Dates Available

The files are available intra-day on a 10-minute delay from published settlement times. When the next day files are generated and posted, they overwrite the prior day’s files.

Sample Files

Dataset	Sample File

Dataset	Sample File
NYMEX Settle .csv	04/08/2024
NYMEX Settle .txt	04/08/2024
NYMEX Settle .xml	04/08/2024

FAQ

What format is the file delivered in?

Data is provided in .txt, .xml, and .csv format and contains volume, open, close, high and low prices for CME Group products offerings.

Are files compressed?

Files are not compressed.

Are layout guides available for the format of each dataset?

See the details on the the file layout and specifications.

What dataset is onboarded to DataMine?

Daily Text formatted settlement price files (stl) that are published after midnight CST. File names are as follows:

cbt.settle.e.YYYYMMDD.csv
cbt.settle.e.YYYYMMDD.txt
cbt.settle.e.YYYYMMDD.xml
cbt.settle.s.YYYYMMDD.csv
cbt.settle.s.YYYYMMDD.txt
cbt.settle.s.YYYYMMDD.xml

cme.settle.e.YYYYMMDD.csv
cme.settle.e.YYYYMMDD.txt
cme.settle.e.YYYYMMDD.xml
cme.settle.s.YYYYMMDD.csv
cme.settle.s.YYYYMMDD.txt
cme.settle.s.YYYYMMDD.xml

comex.settle.e.YYYYMMDD.csv
comex.settle.e.YYYYMMDD.txt
comex.settle.e.YYYYMMDD.xml
comex.settle.s.YYYYMMDD.csv
comex.settle.s.YYYYMMDD.txt
comex.settle.s.YYYYMMDD.xml

nymex.settle.e.YYYYMMDD.csv
nymex.settle.e.YYYYMMDD.txt
nymex.settle.e.YYYYMMDD.xml
nymex.settle.s.YYYYMMDD.csv
nymex.settle.s.YYYYMMDD.txt
nymex.settle.s.YYYYMMDD.xml

How many files are available per day?

There are 4-10 files delivered intra-day based on exchange. Each exchange must be individually subscribed.

What is the historical product availability?

December 3, 2022

When are these files delivered?

Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the timing of the settlements.

How large are these files?

Daily files average 2-50kb.

Is there a specific process that must be followed in order to use the data?

Six data files are delivered in .txt, .xml, and .csv formats. Customers need to utilize tools to process the data files.