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CME DataMine Product Guide

When precision matters.

CME DataMine offers comprehensive CME, CBOT and NYMEX


historic market data raw and straight from the source. This product
guide explains each data type and its associated pricing. Pricing
applies to ad-hoc requests of historical data or subscription-based
updates. All accredited educational institutions are entitled to an
additional 50 percent price break, including price caps.

Choose from the following data types direct


from CME Group:
End-of-Day Data
Time and Sales Data
Best-Bid-Best-Offer Data (BBO)
Market Depth (Top Five) Data
NYMEX Best Bid Offer Data
NYMEX Market Depth Data
CMA Historical CDS Data
View record layouts and sample data
at www.cmegroup.com/datamine.

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

Combination Package: Any 5 products

Bulk Packages
Daily Updates

Non-redistributors

Redistributors

All CME Globex Data (includes futures and options)

$500/month

$15,000 Complete Database

$30,000 Complete Database

All CME Pit Data (includes futures and options)

$500/month

$15,000 Complete Database

$30,000 Complete Database

All CME Data (includes futures and options)

$1,000/month

$30,000 Complete Database

$60,000 Complete Database

All CBOT Globex Data (includes futures and options)

$500/month

$15,000 Complete Database

$30,000 Complete Database

All CBOT Pit Data (includes futures and options)

$500/month

$15,000 Complete Database

$30,000 Complete Database

All CBOT Data (includes futures and options)

$1,000/month

$30,000 Complete Database

$60,000 Complete Database

All CME/CBOT Data (includes futures and options)

$1,500/month

$45,000 Complete Database

$90,000 Complete Database

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 Data


Dates Available: CME 1982 present (or product start date if later than
1982); CBOT 1995 (Pit) present and 2000 (Electronic) present (or
product start date if later than 1995 for pit or 2000 for electronic).

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

E-mini S&P 500 or E-mini NASDAQ-100

$150/month

$75

$630

$4,500

Eurodollars

$150/month

$75

$630

$6,000

CBOT Treasuries (2Yr, 5Yr, 10Yr or 30Yr)

$150/month

$75

$630

$4,500

Other Products

$100/month

$50

$420

$2,500

Discounted Packages
Daily Updates

Monthly

Annual

Price Cap

E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400


and S&P SmallCap 600

$300/month

$150

$1,260

$8,000

Foreign Exchange Package: Any 5 FX products

$300/month

$150

$1,260

$7,000

CME Commodities Package: Any 5 Commodity products

$300/month

$150

$1,260

$7,000

CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr)

$300/month

$150

$1,260

$7,000

CBOT Commodities Package: Any 5 Commodity products

$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

All CBOT Data (includes futures and options, electronic


and pit)

$30,000

$60,000

All CME/CBOT Data

$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

Best-Bid-Best-Offer Data (BBO)


Dates Available: CME Nov 2004 present (or product start date if later than
2004); CBOT Jan 2008 present (or product start date if later than Jan 2008).
CME Group BBO data is similar to Time and Sales, but contains all of the

top-of-book data for CME Globex products. This includes top


bid, bid size, top ask, ask size, last trade, trade volume and timestamp (to the second).

Individual Products
(For internal use only no external redistribution.)
Daily Updates

Monthly

Annual

E-mini S&P 500 or E-mini NASDAQ-100

$300/month

$150

$1,620

Eurodollars

$400/month

$200

$2,160

CBOT Treasuries (5Yr, 10Yr or 30Yr)

$300/month

$150

$1,620

Other Products

$200/month

$100

$1,080

Discounted Packages
Daily Updates

Monthly

Annual

E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400


and S&P SmallCap 600

$600/month

$300

$3,240

Foreign Exchange Package: Any 5 FX products

$600/month

$300

$3,240

CME Commodities Package: Any 5 Commodity products

$400/month

$200

$2,160

CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr)

$600/month

$300

$3,240

CBOT Commodities Package: Any 5 CBOT Commodities


products

$600/month

$300

$3,240

All CME Globex Data

$2,500/month

$1,250

$13,500

All CBOT Globex Data

$2,500/month

$1,250

$13,500

All CME/CBOT Data

$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

Market Depth (Top five) Data


Dates Available: Jan 2005 present (trade data included from
2/10/06 onward); CBOT Jan 2008 present (includes trade data).

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

E-mini S&P 500 or E-mini NASDAQ-100

$400/month

$200

$2,160

CBOT Treasuries (2Yr, 5Yr, 10Yr or 30Yr)

$400/month

$200

$2,160

Other Products

$260/month

$130

$1,404

Discounted Packages
Daily Updates

Monthly

Annual

E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and


S&P SmallCap 600

$800/month

$400

$4,320

Foreign Exchange Package: Any 5 FX products

$800/month

$400

$4,320

CME Commodities Package: Any 5 Commodity products

$520/month

$260

$2,808

CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr)

$800/month

$400

$4,320

CBOT Commodities Package: Any 5 CBOT Commodities products

$800/month

$400

$4,320

All CME Globex Data

$3,000/month

$1,500

$16,200

All CBOT Globex Data

$3,000/month

$1,500

$16,200

All CME/CBOT Data

$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

NYMEX BEST-BID-OFFER (BBO) DATA

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

Any One NYMEX Product BBO

$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

Discounted NYMEX Energy Package

NYMEX Energy Package


(any 4 Energy products) BBO
Individual COMEX Product Prices

Discounted COMEX Metals Package

COMEX Metals Package


(any 4 Metals products) BBO
Individual NYMEX Softs Prices

Any One NYMEX Softs Product BBO


Discounted NYMEX Softs Package

NYMEX Softs Package (any 4 Softs products) BBO

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

NYMEX Market Depth Data

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

Discounted NYMEX Energy Package

NYMEX Energy Package


(any 4 Energy products) MD
Individual COMEX Product Prices

Discounted COMEX Metals Package

COMEX Metals Package


(any 4 Metals products) MD
Individual NYMEX Softs Prices

Any One NYMEX Softs Product MD


Discounted NYMEX Softs Package

NYMEX Softs Package (any 4 Softs products) MD

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 Historical CDS Data

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

1,100 Names (Full) 500 Names

300 Names

100 Names

Cost 000s

14

10

Cost $000s

28

20

14

Time Splits for the full series of 1,100 names


Time Split

Full 4 Years

3 Years

2 years

1 Year

Cost 000s

14

12

10

7.5

Cost $000s

28

24

20

15

Customized data cuts available upon request.


You can get the benefits of DataVision immediately, via your Bloomberg PROFESSIONAL service
terminal (CMA <GO>), or download it via FTP.
For more information, please e-mail sales@cmavision.com or info@cmavision.com.
For more information in EMEA, please contact Konrad von Habsburg at +44 207 925 8400.
For more information in the U.S., please contact Peter Vitale at +646 351 8787.
The Globe logo, CME, CME Group, Globex and CME DataMine, are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of Board of Trade of the City of Chicago, Inc. NYMEX is a trademark of
New York Mercantile Exchange, Inc.
The CMA logo, DataVision and QuoteVision are trademarks of Credit Market Analysis Ltd.
2008 CME Group Inc. All rights reserved

CME Group headquarters

20 South Wacker Drive


Chicago, Illinois 60606
cmegroup.com

CME Group global offices

info@cmegroup.com
800 331 3332
312 930 1000

Chicago

New York

Houston

Washington D.C.

Hong Kong

London

Singapore

Sydney

Tokyo

IP117/0/1008

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