End of Market Summary - Premium

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

The content for the dataset includes daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close (Delta for options and fixing prices 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
STLAGS	04/03/2023
STLALT	04/03/2023
STLCOMEX	04/03/2023
STLCPC	04/03/2023
STLCPC (1)	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?

See the details on new STL v2 file layout and specifications for text format files.

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

What is the historical product availability?

April 3, 2024

How many files are available per day?

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

Report ID	Calendar	Schedule (CT)	Filters	Execution Parameters	Notes
STLCUR	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 14:17, 14:30, 15:00, 15:20 Final: 18:00	Product Types: FUT, OOF, OOC Exchanges: CME, CBT Asset Types: CURR, FX Market Type: N/A Samples (TCC): 'AC','AD','E7','RME','3AD','ADU'	reportType=STL reportName=STLCUR reportMode=[0\|1] 0=Prelim, 1=Final Pre-Clearing, 2=Final Post-Clearing tradeDate=<YYYYMMDD>	File Name pattern: Website: <Report ID all lower case, no extension> Datamine: <Report ID>_<date>
STLCUR	TRADING_ALL_EARLY_CLOSE_DAYS	Preliminary: 12:17, 12:30, 13:00, 13:20, 13:50
STLNYM	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 09:30, 12:02, 12:17, 12:32, 13:02, 13:17, 13:32, 13:47, 14:02, 14:16, 14:31, 14:46, 15:01, 15:16, 15:31, 15:45, 16:30, 17:00, 17:30, Final: 18:00 Final-Post Clearing: 22:32	Product Types: FUT, OOF, OOC Exchanges: NYMEX Asset Types: N/A Market Type: NOT CPC Samples (TCC):	reportType=STL reportName=STLNYM reportMode=[0\|1\|2] tradeDate=<YYYYMMDD>	Website: stlnymex Datamine: STLNYMEX_<date>
STLNYM	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 12:47, 13:02, 13:31			Website: stlnymex Datamine: STLNYMEX_<date>
STLAGS	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 12:00, 13:30, 14:05, 14:15, 14:30, 15:00, 15:30, 16:00 Final: 18:00	Product Types: FUT, OOF, OOC Exchanges: CME, CBT, BMD Asset Types: AG, ENRGY, INDX and ASSET_SUB_CLASS=COMMODITY INDEX Market Type: N/A Samples (TCC): 'EH','BLK','CSC','KEF','07','CDF','NF','FM70','LB','70','DRS'	reportType=STL reportName=STLAGS reportMode=[0\|1] tradeDate=<YYYYMMDD>
STLAGS	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 12:30, 13:05
STLALT	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 15:45, 16:00, 16:30, 17:00, 17:30 Final: 18:00	Product Types: FUT, OOF, OOC Exchanges: CME, CBT Asset Types: WEATH, REAL Market Type: N/A Samples (TCC): 'BOS','K2','K5N'	reportType=STL reportName=STLALT reportMode=[0\|1] tradeDate=<YYYYMMDD>
STLALT	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 12:45, 13:00, 13:30, 14:00
STLCOMEX	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 12:31, 12:45, 13:02, 13:32, 16:30 Final: 18:00 Final-Post Clearing: 22:32	Product Types: FUT, OOF, OOC Exchanges: COMEX Asset Types: N/A Market Type: N/A Samples (TCC):	reportType=STL reportName=STLCOMEX reportMode=[0\|1\|2] tradeDate=<YYYYMMDD>
STLCOMEX	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 11:31, 11:45, 12:02
STLCPC	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 09:30, 11:45, 12:45, 14:00, 14:30, 15:02, 15:32, 16:00, 16:30, 17:30 Final: 18:00 Final-Post Clearing: 22:32	Product Types: FUT, OOF, OOC Exchanges: NYMEX Asset Types: N/A Market Type: CPC Samples (TCC):	reportType=STL reportName=STLCPC reportMode=[0\|1\|2] tradeDate=<YYYYMMDD>
STLCPC	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 13:02, 13:32
STLEQT	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 15:30, 15:45, 16:00, 16:30, 17:00 Final: 18:00	Product Types: FUT, OOF, OOC Exchanges: CME, CBT Asset Types: INDX and ASSET_SUB_CLASS=EQUITY Market Type: None Samples (TCC): 'A2R','ADR','FT5','XAP','BTC','E1C','EW','ES','NQ'	reportType=STL reportName=STLEQT reportMode=[0\|1] tradeDate=<YYYYMMDD>
STLEQT	TRADING_EQUITIES_EARLY_CLOSE_DAYS	Preliminary: 12:30, 12:45, 13:00, 14:00
STLINT	TRADING_MONDAY_THRU_FRIDAY_MINUS_CME_HOLIDAYS	Preliminary: 14:15, 14:30, 15:02, 15:30 Final: 18:00	Product Types: FUT, OOF, OOC Exchanges: CME, CBT Asset Types: INT, FIN Market Type: None Samples (TCC): 'ED','26','41','BSB','N1U','SR3','S03'	reportType=STL reportName=STLINT reportMode=[0\|1] tradeDate=<YYYYMMDD>	Only set traded on Floor venue
STLINT	TRADING_ALL_EARLY_CLOSE_DAYS	Preliminary: 12:15, 12:30, 13:02, 13:30, 13:50			Only set traded on Floor venue

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?

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