Professional Documents
Culture Documents
CME DataMine offers comprehensive CME, CBOT, NYMEX and COMEX 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 subscriptionbased 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 (BBO) Data Market Depth Data Liquidity Data Bank (LDB) CMA Historical CDS Data View record layouts and sample data at www.cmegroup.com/datamine.
TABLE Of COnTEnTS
DATES AvAiLABLE EnD-Of-DAy DATA TiME AnD SALES DATA BEST-BiD-BEST-OffEr (BBO) DATA MArkET DEpTH DATA LiquiDiTy DATA BAnk (LDB) CMA HiSTOriCAL CDS DATA 1 2 3 4 5 6 7
DATES AvAiLABLE
EnD-of-Day Data* MarkEt DEPth (rlC)*
CME (pit): January 4, 1982 present CME (Electronic): January 4, 1993 present
CME (Electronic) quotes only no trades: January 1, 2005 february 11, 2006 CME (Electronic): february 10, 2006 present
CBOT (pit): January 3, 1972 present CBOT (Electronic): August 28, 2000 present
CBOT (Electronic): January 11, 2008 present nyMEX (Electronic): March 9, 2007 present
nyMEX (pit): July 1, 1986 present COMEX (Electronic): March 7, 2007 present nyMEX (Electronic): June 25, 1993 present COMEX (pit): January 2, 1975 present COMEX (Electronic): July 2, 1993 present
CME (pit): January 4, 1982 present CME (Electronic): June 26, 1992 present CBOT (pit): January 2, 1995 present CBOT (Electronic): november 24, 2003 present nyMEX: (pit/Electronic) December 1, 1999 present COMEX: (pit/Electronic) December 1, 1999 present
CME (Electronic): December 23, 2008 present CBOT (Electronic): December 23, 2008 present nyMEX (Electronic): January 11, 2009 present COMEX (Electronic): January 11, 2009 present
CME (Electronic): november 1, 2004 present CBOT (Electronic): January 14, 2008 present nyMEX (Electronic): December 1, 1999 present COMEX (Electronic): December 1, 1999 present
EnD-Of-DAy DATA
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. Includes both pit and electronic.
inDiViDual ProDuCtS Daily updates per product $100/month Monthly $25 Annual $210 price Cap $1,000
DiSCountED PaCkaGES Daily updates Combination package: Any 5 products $150/month Monthly $75 Annual $630 price Cap $3,500
Bulk PaCkaGES Daily updates All CME Data (includes futures and options) All CBOT Data (includes futures and options) All nyMEX/COMEX Data (includes futures, options and CME Clearport) All CME Group Data (CME, CBOT, nyMEX, COMEX) $1,000/month $1,000/month $1,000/month Monthly $500 $500 $500 Annual $4,200 $4,200 $4,200 non-redistributors Complete Database $20,000 $20,000 $20,000 redistributors Complete Database $40,000 $40,000 $40,000
$1,500/month
$750
$6,300
$40,000
$90,000
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.
2
cmegroup.com
Block trades filed are available for all CME Group block eligible products and contain the official record of those privately negotiated trades. The records, time stamped to the second, provide times of trades submitted to CME for clearing, prices and quantities.
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.
3
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.
4
cmegroup.com
inDiViDual ProDuCtS (fOr inTErnAL uSE OnLy nO EXTErnAL rEDiSTriBuTiOn.) Daily updates CME E-mini S&p 500 or E-mini nASDAq-100 CME Eurodollars CBOT Treasuries (2yr, 5yr, 10yr or 30yr) nyMEX Crude Oil Other products DiSCountED PaCkaGES Daily updates CME E-mini package: E-mini Dow ($5), S&p 500, nASDAq-100, S&p MidCap 400 and S&p SmallCap 600 CME foreign Exchange package: Any 5 fX products CME Commodities package: Any 5 Commodity products CBOT Treasury package (2yr, 5yr, 10yr, 30yr and ultra Bond) CBOT Commodities package: Any 5 CBOT Commodities products nyMEX Energy package: Any 4 nyMEX products COMEX Metals package: Any 4 COMEX products All CME Globex Data All CBOT Globex Data All CME Group Data (CME, CBOT, nyMEX, COMEX) $800/month Monthly $400 Annual $4,320 $500/month $500/month $400/month $500/month $260/month Monthly $250 $250 $200 $250 $130 Annual $2,700 $2,700 $2,160 $2,700 $1,404
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.
5
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.
* Cti code definitions: Cti 1 individual Member proprietary Trading (Locals) Transaction: initiated and executed by an individual member for his own account, for an account he controls, or for an account in which he has ownership or financial interest. Cti 2 Clearing or non-Clearing Member firm proprietary Trading Transactions: executed for the proprietary account. Cti 3 individual Member for Another individual Member Transactions: where an individual member or authorized trader executes for the personal account of another individual member, for an account the other individual member controls or for an account in which the other individual member has ownership or financial interest. Cti 4 non-Member Customer Transactions: any transaction not meeting the definition of CTi 1, 2 or 3. (These should be non-member customer transactions).
cmegroup.com
tiME SPlitS for thE full SEriES of 1,100 naMES Time Split Cost 000s Cost $000s full 4 years 14 28 3 years 12 24 2 years 10 20 1 year 7.5 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.
CME Group is a trademark of CME Group inc. The Globe logo, CME, Chicago Mercantile Exchange, Globex and CME DataMine are trademarks of Chicago Mercantile Exchange inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. nyMEX, new york Mercantile Exchange and Clearport are trademarks of new york Mercantile Exchange inc. COMEX is a trademark of Commodity Exchange inc. All other trademarks are the property of their respective owners. further information about CME Group and its products can be found at www.cmegroup.com. The CMA logo, Datavision and quotevision are trademarks of Credit Market Analysis Ltd. Copyright 2010 CME Group. All rights reserved.
New York
houston
Washington d.C.
ip121/0/0210