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Historical FTP provides customers access to a wide range of historical data files. Downloadable
data files, such as daily settlement, weather, time and sales, and spread trades are available at
various time intervals, and include hourly, daily, monthly or year over year files for
both CME® open-outcry and CME® Globex® contracts. Users can benefit from the wealth of
information and even customize data through
CME DataMine
SM to meet individual trading needs.
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Daily Volume information is
available for download in an Excel spreadsheet. Volume is available at the Exchange, Division and
Product level. Web browser users may be prompted with an FTP Log On prompt as an Anonymous user
please click the ‘OK’ button. Do not select the User and fill in a Password.
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Monthly Volume Reports offer monthly and year-to-date
reports for CME Globex and CME open outcry combined volume and open interest figures, as well as
average daily volume. Report data reflects totals and overall Exchange averages, product groups and
individual contracts.
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Volume by
Price information is available in the early evening and contains a record of total volume
for each contract at each price for the trading day. Refer to the
Volume by Price
FAQ for a detailed explanation.
- Complete statistical market data for all CME contracts traded can be found in
Daily Bulletins. This convenient package is available in
the early morning in
Zip format.
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Volume by
Tick contains information for each contract’s trading volume and is available in the late
evening for the previous day of trading. Files contain four text files that represent either a CME,
International Monetary Market® (IMM), Index and Option Market® (IOM) or Growth and Emerging
Markets® (GEM) membership type. A detailed explanation chart is also included.
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Daily
Settlement Price Files are produced in the late afternoon of each business day after all
CME markets are closed. The Settlement Price File contains a record for every contract that is
eligible to trade on that business day, along with the daily high and low.
- Access up to 10 rolling days of file layout data for
Spread
Trades for both open outcry and CME Globex. Each compressed file contains a file for
each membership type, including CME, IMM, GME and IOM.
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