Pricing and Market Data

CME Group

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Overview
Features & benefits
How it works

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An overview of CME Group

CME Group is the world’s leading and most diverse derivatives marketplace, comprising 4 exchanges: CME (Chicago Mercantile Exchange), CBOT (Chicago Board of Trade), NYMEX (New York Mercantile Exchange), and COMEX (The Commodity Exchange). Each exchange offers a wide range of global benchmarks across all major asset classes.
We provide the CME Group’s Main Market Information Services in real-time Level 1 and Level 2 (market depth), and delayed data for all instruments (futures, options, spreads, strategies)
You can access the data in many ways, each designed and tailored to your specific needs and workflows: for trading, using electronic low-latency datafeeds; through our desktop solutions, which provide deep analytical tools; or via our end-of-day valuation and risk management products.

Key Facts

Geographical coverage

United States

History

From 1973

Data format

CSV

Delimited

GZIP

HTML

JSON

PCAP

PDF

Parquet

Python

SQL

String Format

Text

User Interface

XML

Zip Archive

Delivery mechanism

API

Cloud

Desktop

Digital Files

Excel

FTP

RSS Feed

SFTP

SQL

Website

Data frequency

Continuous

Features & Benefits

What you get with CME Group

We provide a CME Group real-time, low latency datafeed, with access to all data types in a globally consistent data model.
We are market leaders in the depth of historic data that is stored, which is all validated and cleansed. We have years of normalized data available in our end-of-day historical data from inception (earliest contracts available from 1973) and our full Tick History data services, covering all CME Group historical data.
We offer both intuitive request-response and bulk access to a wide array of CME Group reference data, content including instrument and venue-level reference data and cross reference symbology.
We provide a consolidated set of current and historical C&E (commodities and energy) data, as well as forecasts, providing a deep insight both the physical and futures markets.
Benefit from Reuters global news, fully integrated into our platforms and providing real-time insight and key decision-making information.
Depending on your specific needs, you can receive full market-depth data, standard Level 1 access, or 10-minute-delayed data, which drives all investor workflows and access to any price.
Full data access is provided in our Eikon and Workspace desktop platforms, which have a wealth of value-add analytics and daily and intraday charting applications.
We support real-time and time series analytics, such as fair values and continuation records.
Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Products

LSEG Data Platform

The LSEG Data Platform delivers a single, consistent data experience to access, distribute and build with LSEG and third party data. With cloud-enabled platform capabilities and flexible distribution options, the LSEG Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management

Data Formats:: JSON

Delivery Mechanisms:: API

Service Frequencies:: Real time; Real time delayed; Real time conflated

Eikon

LSEG Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.

Data Formats:: CSV; XML; JSON; User Interface; Python

Delivery Mechanisms:: API; Desktop; Excel

Service Frequencies:: Real time; Real time delayed

LSEG DataScope Select

LSEG DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of LSEG reference and pricing data. Data is delivered by LSEG DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.

Data Formats:: CSV; XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; API; SFTP

Service Frequencies:: Real time; Real time delayed; Daily

Knowledge Direct

Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver LSEG content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.

Data Formats:: CSV; XML

Delivery Mechanisms:: FTP; API

Service Frequencies:: Real time; Real time delayed

LSEG Datastream

Welcome to Datastream, our historical financial database with over 40 million individual instruments or indicators across all major asset classes, including 15 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Eikon DFO, Eikon R&A, Workspace for Students, Workspace for Academics, Workspace for Wealth. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool

Data Formats:: HTML

Delivery Mechanisms:: RSS Feed; API; Desktop

Service Frequencies:: Intraday snapshot; Daily

LSEG On Demand

"LSEG On Demand is a delivery channel for LSEG content and capabilities enabling clients to customize the information they want to receive on a bespoke basis. LSEG On Demand provides a consultative approach to provide efficient, timely custom solutions to help clients make informed decisions. The final reports and analysis are delivered to clients via email. Note: LSEG On Demand is not available as part of a LSEG Access deal. Please consult your account manager."

Data Formats:: CSV; PDF; Text

Delivery Mechanisms:: Digital Files

Service Frequencies:: On-demand

LSEG Workspace

Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.

Data Formats:: CSV; XML; JSON; User Interface; Python

Delivery Mechanisms:: API; Desktop; Excel

Service Frequencies:: Real time; Real time delayed

LSEG DataScope Plus

LSEG DataScope Plus delivers bulk end of day pricing and intraday reference and entity data that updates automatically every 15 minutes based to ensure clients’ security masters are current and accurate.

Data Formats:: XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; SFTP

Service Frequencies:: Daily

LSEG Tick History

Tick History provides superior coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface. Coverage goes back as far as 1996 with a standardized naming convention based on RIC symbology that helps lower your data management cost. Captured from real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from 500+ exchanges and third-party contributor data, the majority available two hours after markets close.

Data Formats:: CSV; JSON; GZIP

Delivery Mechanisms:: Website; API; Cloud

Service Frequencies:: Intraday

LSEG Real-Time - Ultra Direct

Proven technology for market participants requiring ultra low-latency market data of the highest quality. Power your applications with our market data feed handler, which offers robust performance and comprehensive features.

Data Formats:: PCAP

Delivery Mechanisms:: API

Service Frequencies:: Real time delayed; Daily

LSEG Real-Time - Direct

LSEG Real-Time Direct is a low latency feed handler that delivers data on an Exchange-by-Exchange basis. LSEG offers a low latency solution without the problems associated with managing feeds and software by combining the fastest speed in the market with a remote management capability.

Data Formats:: String Format

Delivery Mechanisms:: API

Service Frequencies:: Real time delayed; Daily

LSEG Tick History - PCAP

LSEG Tick History - PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centres. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format. You can save bandwidth and compute costs by bringing your query to our cloud, seamlessly pulling down only the data or pre-configured analytics you need.

Data Formats:: CSV; PCAP; Parquet

Delivery Mechanisms:: API; SFTP; Cloud

Service Frequencies:: Real time delayed, Daily

LSEG Tick History Workbench

We developed LSEG Tick History Workbench with the analyst in mind leveraging standard tools and pre-built examples. Move away from data management and focus on analysing market microstructure, trading strategies or execution quality. LSEG Tick History Workbench includes SQL access to RTH-PCAP with 20+ petabytes of data including Level 1, Level 2, and Level 3 data feeds. Your business will be powered by the highest quality top-of-book and depth-of-book data.