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cmegroup.com
End-of-Day Data
Dates Available: CME 1982 present (or product start date if later than 1982); CBOT 1972
present (or product start date if later than 1982).
End-of-day data, sometimes referred to as settlement data, contains all of the official closing
information (open, high, low, close, volume, open interest and implied volatilities) for select
CME Group contracts. Both puts and calls are included with each options product.
Individual Products
Per Product
Daily Updates
Monthly
Annual
Price Cap
$100/month
$25
$210
$1,000
Daily Updates
Monthly
Annual
Price Cap
$150/month
$75
$630
$3,500
Discounted Packages
Bulk Packages
Daily Updates
Non-redistributors
Redistributors
$500/month
$500/month
$1,000/month
$500/month
$500/month
$1,000/month
$1,500/month
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
cmegroup.com
Time and Sales contains the official record of trade times, prices
and quantities (quantity only available on electronic trades) for
CME Group products. Both puts and calls are included with each
options product. Records are time-stamped to the second.
Individual Products
Daily Updates
Monthly
Annual
Price Cap
$150/month
$75
$630
$4,500
Eurodollars
$150/month
$75
$630
$6,000
$150/month
$75
$630
$4,500
Other Products
$100/month
$50
$420
$2,500
Discounted Packages
Daily Updates
Monthly
Annual
Price Cap
$300/month
$150
$1,260
$8,000
$300/month
$150
$1,260
$7,000
$300/month
$150
$1,260
$7,000
$300/month
$150
$1,260
$7,000
$300/month
$150
$1,260
$7,000
Bulk Packages
Non-redistributors
Redistributors
All CME Data (includes futures and options, electronic and pit)
$30,000
$60,000
$30,000
$60,000
$60,000
$120,000
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
cmegroup.com
Individual Products
(For internal use only no external redistribution.)
Daily Updates
Monthly
Annual
$300/month
$150
$1,620
Eurodollars
$400/month
$200
$2,160
$300/month
$150
$1,620
Other Products
$200/month
$100
$1,080
Discounted Packages
Daily Updates
Monthly
Annual
$600/month
$300
$3,240
$600/month
$300
$3,240
$400/month
$200
$2,160
$600/month
$300
$3,240
$600/month
$300
$3,240
$2,500/month
$1,250
$13,500
$2,500/month
$1,250
$13,500
$3,500/month
$1,750
$18,900
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
cmegroup.com
five book for CME Group products traded on the CME Globex
electronic trading platform. Included are all changes to the book
including bids, asks, bid volumes and ask volumes five levels deep
time-stamped to the centisecond.
CME Group Market Depth data provides all of the CME Group
market data messages (MA messages) needed to recreate the top
Individual Products
(For internal use only no external redistribution.)
Daily Updates
Monthly
Annual
Eurodollars
$400/month
$250
$2,700
$400/month
$200
$2,160
$400/month
$200
$2,160
Other Products
$260/month
$130
$1,404
Discounted Packages
Daily Updates
Monthly
Annual
$800/month
$400
$4,320
$800/month
$400
$4,320
$520/month
$260
$2,808
$800/month
$400
$4,320
$800/month
$400
$4,320
$3,000/month
$1,500
$16,200
$3,000/month
$1,500
$16,200
$4,000/month
$2,000
$21,600
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
cmegroup.com
BBO
Dates Available: April 2007 present.
NYMEX BBO data contains all of the top-of-the-book data for NYMEX products. This includes top
bid, bid size, top ask, ask size, last trade, trade volume and time-stamp (to the second).
Individual NYMEX Product Prices
Daily Updates
Monthly
Annual
Crude Oil
$400/month
$200
$2,160
$200/month
$100
$1,080
Daily Updates
Monthly
Annual
$600/month
$300
$3,240
Daily Updates
Monthly
Annual
Gold or Silver
$300/month
$150
$1,620
Other Products
$200/month
$100
$1,080
Daily Updates
Monthly
Annual
$500/month
$250
$2,700
Daily Updates
Monthly
Annual
$200/month
$100
$1,080
Daily Updates
Monthly
Annual
$400/month
$200
$2,160
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
cmegroup.com
Market Depth
Dates Available: April 2007 present.
NYMEX Market Depth data provides all of the NYMEX market data messages (MA messages)
needed to recreate the top five book for NYMEX products traded on the CME Globex electronic
trading platform. Included are all changes to the book including bids, asks, bid volumes and ask
volumes five levels deep and time-stamped to the centisecond.
Individual NYMEX Product Prices
Daily Updates
Monthly
Annual
Crude Oil
$600/month
$300
$3,240
Other Products
$260/month
$130
$1,404
Daily Updates
Monthly
Annual
$1,000/month
$500
$5,400
Daily Updates
Monthly
Annual
Gold or Silver
$400/month
$200
$2,160
Other Products
$260/month
$130
$1,404
Daily Updates
Monthly
Annual
$800/month
$400
$4,320
Daily Updates
Monthly
Annual
$260/month
$130
$1,404
Daily Updates
Monthly
Annual
$520/month
$260
$2,808
For more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine.
For discounted or bulk packages, please contact Tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
6
cmegroup.com
CMA, a CME Group company, offers DataVision, which provides a unique set of credit market
time series data, unmatched in accuracy, depth and breadth. DataVision enables you to have a true
market view and more accurately evaluate your end-of-day positions. It provides high-quality,
same-day, consensus-based pricing for CDS, Indices and Tranches.
DataVision uses a new methodology for price verification, based on observed real-time indicative
prices sourced from CMAs Buy-Side Data Consortium 30 leading buy-side firms including hedge
funds, asset managers and the buy-side desks of leading global investment banks.
With historical data from DataVision, you can:
Produce accurate Flash P&L, research and analytics
Obtain a clean time series to feed financial models
Perform historical Value at Risk (VaR) and correlation calculations
Analyze historical CDS price data from 1/1/04 Present
View coverage of over 1,000 of the most actively traded CDS names
See full terms structures available for tenors 1-10
Gain access to over 10 million data points
Volume Splits Full 4 years
Quantity
300 Names
100 Names
Cost 000s
14
10
Cost $000s
28
20
14
Full 4 Years
3 Years
2 years
1 Year
Cost 000s
14
12
10
7.5
Cost $000s
28
24
20
15
info@cmegroup.com
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312 930 1000
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Washington D.C.
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