CME DataMine is a fee-based application that offers the most authoritative price information available on all CME contracts in a broad array of data types and pricing options. CME DataMine provides the exact fuel that algorithmic trading engines require.

CME now offers daily and monthly updates delivered via FTP. Contact CME DataMine for product and pricing information.

Direct from CME, choose from the following data types:

• Market Depth (Top 5) Data – Provides all of the CME market data messages needed to recreate the book (five-deep) and trade data for any CME Globex product.  Contact CME DataMine for product and pricing information.
• Top-of-Book (BBO) Data – Contains all top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp data for CME Globex products.  Contact CME DataMine for product and pricing information.
• Time & Sales Data – Contains the official record of trade times and prices, as well as quantities on electronic trades only. Click here to purchase.
• End-of-Day Data – Contains all of the official closing information for CME contracts (Open, High, Low, Close, Open Interest, and Implied Volatilities). Click here to purchase.
• Spread Data – Provides a detailed record of all spread trades for a given product including both pit and CME Globex data and all spread types. Click here to purchase.

Update your databases today and keep them updated with a daily, weekly, or monthly subscription: