Pricing and Market Data

CME Group

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
    String Format
    User Interface
    Zip Archive
  • Delivery mechanism
    Digital Files
    RSS Feed
  • Data frequency

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.

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