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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
FAQ
End of Market Summary - Basic Format
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.
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
End of Market Summary - Basic Availability
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.
End of Market Summary - Basic Delivery
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.