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Derivatives Data | Pricing

Exchange Derivatives - Chicago Mercantile Exchange (CME)

Derivatives pricing data for Chicago Mercantile Exchange (CME), supporting market monitoring and analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Exchange Derivatives - Chicago Mercantile Exchange (CME)

Coverage metric

Geography:
North America
History:
From 1973
Coverage count:
Asset Classes - 10000000 Listings
Asset Class
Mini Futures (AssetClass), Spreads, Futures, Synthetic Instruments (AssetClass), Derivatives, Commodity Derivatives, Options, Exchange-Traded Vehicles, Commodities, Commodity Strips

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Text, Delimited, Metafile Picture, Bitmap, Parquet, PCAP, Zip Archive, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Continuous

Overview of Exchange Derivatives - Chicago Mercantile Exchange (CME)

Description of the dataset

  • LSEG provides CME Group exchange derivatives data across its four major marketplaces: CME, CBOT, NYMEX and COMEX. Our coverage supports clients following global futures, options, spreads and strategy instruments across interest rates, equity indexes, energy, metals, agriculture and other major asset classes.
  • We deliver Real-Time market data including Level 1 prices and Level 2 market depth where available, alongside delayed and end-of-day content for valuation and risk workflows. LSEG helps trading desks, risk teams and analysts monitor price discovery, liquidity and contract activity across CME Group benchmarks.
  • Our CME derivatives coverage is designed for low-latency trading, desktop analytics, portfolio risk management and end-of-day processing. LSEG structures contract attributes such as expiry, strike, underlying, settlement, volume and open interest to support consistent derivatives analysis.
  • LSEG sources exchange-aligned CME Group information and applies normalization, validation and symbology management across the four-exchange coverage set. This gives clients reliable derivatives data that can be integrated with LSEG reference, pricing and analytics solutions.

Accessing the dataset

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

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

Full list of all categories