Pricing and Market Data

CME Group

An overview of CME Group

  • CME Group is the world’s leading and most diverse derivatives marketplace, comprising 4 exchanges: CME (Chicago Mercantile Exchange), CBOT (Chicago Board of Trade), NYMEX (New York Mercantile Exchange), and COMEX (The Commodity Exchange). Each exchange offers a wide range of global benchmarks across all major asset classes.
  • We provide the CME Group’s Main Market Information Services in real-time Level 1 and Level 2 (market depth), and delayed data for all instruments (futures, options, spreads, strategies)
  • You can access the data in many ways, each designed and tailored to your specific needs and workflows: for trading, using electronic low-latency datafeeds; through our desktop solutions, which provide deep analytical tools; or via our end-of-day valuation and risk management products.

Key Facts 

  • Geographical coverage
    United States
  • History
    From 1973
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    SFTP
    SQL
    Website
  • Data frequency
    Continuous

Features & Benefits

What you get with CME Group

  • We provide a CME Group real-time, low latency datafeed, with access to all data types in a globally consistent data model.
  • We are market leaders in the depth of historic data that is stored, which is all validated and cleansed. We have years of normalized data available in our end-of-day historical data from inception (earliest contracts available from 1973) and our full Tick History data services, covering all CME Group historical data.
  • We offer both intuitive request-response and bulk access to a wide array of CME Group reference data, content including instrument and venue-level reference data and cross reference symbology.
  • We provide a consolidated set of current and historical C&E (commodities and energy) data, as well as forecasts, providing a deep insight both the physical and futures markets.
  • Benefit from Reuters global news, fully integrated into our platforms and providing real-time insight and key decision-making information.
  • Depending on your specific needs, you can receive full market-depth data, standard Level 1 access, or 10-minute-delayed data, which drives all investor workflows and access to any price.
  • Full data access is provided in our Eikon and Workspace desktop platforms, which have a wealth of value-add analytics and daily and intraday charting applications.
  • We support real-time and time series analytics, such as fair values and continuation records.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Request details

Help & Support

Already a customer?

Office locations

Contact LSEG near you