This page describes the End of Market Summary - Basic dataset for CME Group DataMine. Files are delivered once a day at midnight (12:00 AM CST), T+1. Files are only available on a day-to-day basis.

The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close 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 top day only. When the next day files are generated and posted, they overwrite the prior day’s files.

Sample Files

Dataset	Sample File

Dataset	Sample File
STLAGS	04/03/2023
STLALT	04/03/2023
STLCOMEX	04/03/2023
STLCPC	04/03/2023
STLCUR	04/03/2023
STLEQT	04/03/2023
STLINT	04/03/2023
STLNYMEX	04/03/2023

FAQ

What format is the file delivered in?

Data is provided in .txt 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?

The new STL v2 files layout and specifications for the text format files are located here.

What dataset is onboarded to DataMine?

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

YYYYMMDD-SETL_AGS_0_0_0
YYYYMMDD-SETL_ALT_0_0_0
YYYYMMDD-SETL_COMEX_0_0_0
YYYYMMDD-SETL_CPC_0_0_0
YYYYMMDD-SETL_CUR_0_0_0
YYYYMMDD-SETL_EQT_0_0_0
YYYYMMDD-SETL_INT_0_0_0
YYYYMMDD-SETL_NYMEX_0_0_0

How many files are available per day?

The database structure allows for one file per day, per product. Products must be individually subscribed to.

Are there any dates for which data is unavailable?

No.

What is the historical product availability?

April 3, 2024

When are these files delivered?

Files are delivered once a day at midnight (12:00 AM CST), T+1. Files are only available on a day-to-day basis.

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?

Data is in a text format, and customers need to utilize tools to process text data files.