Cme Datamine Product Guide: When Precision Matters

CME DataMine Product Guide
WHe N p R ec I SIO N mATTeRS.

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 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 (BBO) Data Market Depth Data Block Trade Data CMA Historical CDS Data
View record layouts and sample data at cmegroup.com/datamine.
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As the worlds leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offers the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.
Table of Contents
Dates Available End-of-Day Data Time and Sales Data Best-Bid-Best-Offer (BBO) Data Market Depth Data Block Trade Data CMA Historical CDS Data 4 5 6 7 8 9 10
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Dates Available
End-of-Day Data*
CME (Electronic): January 4, 1993 present CME (Pit): January 4, 1982 present CBOT (Electronic): August 28, 2000 present CBOT (Electronic): January 11, 2008 present CBOT (Pit): January 3, 1972 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
Market Depth (RLC)*

CME (Electronic) quotes only no trades: January 1, 2005 February 11, 2006 CME (Electronic): February 10, 2006 present
Time and Sales Data*

CME (Electronic): June 26, 1992 present CME (Pit): January 4, 1982 present CBOT (Electronic): November 24, 2003 present CBOT (Pit): January 2, 1995 present NYMEX: (Pit/Electronic): December 1, 1999 present COMEX: (Pit/Electronic): December 1, 1999 present
Market Depth (Fix)*

CME (Electronic): January 5, 2009 present CBOT (Electronic): January 5, 2009 present NYMEX (Electronic): January 5, 2009 present COMEX (Electronic): January 5, 2009 present
Best-Bid-Best-Offer (BBO) Data*

CME (Electronic): November 1, 2004 present CBOT (Electronic): January 14, 2008 present NYMEX (Electronic): December 1, 1999 present COMEX (Electronic): December 1, 1999 present
Block Trade Data*

CBOT (Pit): January 26, 2008 present CME (Pit): January 2, 2008 present COMEX (Pit): October 5, 2009 present NYMEX (Pit): May 30, 2009 present
* Or product start date if later than initial year listed.

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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 SubScRIpTION* Daily Updates Futures Options $120 / month $180 / month ONe TIme HISTORIcAl PuRcHASe** Monthly $30 $45 Annual $250 $375 Price Cap $1,200 $1,800
dIScOuNTed pAcKAgeS
SubScRIpTION* Daily Updates
ONe TIme HISTORIcAl PuRcHASe** Monthly $90 Annual $750 Price Cap $4,200
Futures Combination Package: Any 5 products Options Combination Package: Any 5 products
$180 / month
$270 / month
$135
$1,125
$6,300
bulK pAcKAgeS
ONe TIme HISTORIcAl PuRcHASe** Annual $3,600 $3,600 $3,600 Non-redistributors Complete Database $20,000 $20,000 $20,000 Redistributors Complete Database $40,000 $40,000 $40,000
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)
$1,200 / month $1,200 / month $1,200 / month
$1,800 / month
$7,200
$40,000
$90,000
For more information about ordering CME DataMine historical data, visit cmegroup.com/datamine. For discounted or bulk packages, contact Matthew Frego at 312 634 8870 or matthew.frego@cmegroup.com.
* A subscription service provides data to keep historical databases current going forward from present day. A private directory is populated daily with the data type and CME Group product(s) specied by the customer. ** A one-time historical purchase supplies historical backll data for previous trade dates to present day. The data is delivered via e-mail (if size permits), FTP upload, or physically on data disc / external drive.
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Time and Sales Data

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. Data includes both pit and electronic products. The records, time stamped to the second, provide times of trades submitted to CME Group for clearing, prices and quantities.
INDIVIDUAL PRODUCTS
ONe TIme HISTORIcAl PuRcHASe** Monthly $75 $75 $75 $75 $50 Annual $630 $630 $630 $630 $420 Price Cap $5,000 $6,000 $5,000 $5,000 $3,000
CME E-mini S&P 500 or E-mini NASDAQ-100 CME Eurodollars CBOT Treasuries (2-Yr, 5-Yr, 10-Yr or 30-Yr) NYMEX Crude Oil Other Products
$150 / month $150 / month $150 / month $150 / month $100 / month
DIScOuNTed PAcKAgeS
ONe TIme HISTORIcAl PuRcHASe** Monthly $150 $180 $150 $150 $150 $150 $100 Annual $1,260 $1,512 $1,260 $1,260 $1,260 $1,260 $1,080 Price Cap $8,000 $9,600 $8,000 $8,000 $8,000 $8,000 $6,850
CME E-mini Package: DOW $5, NASDAQ-100, S&P 500, S&P MidCap 400 and S&P SmallCap 600 CME Foreign Exchange Package: Any 6 FX products Other Products Package: Any 5 CME Group products CBOT Treasury Package (2-Yr, 5-Yr, 10-Yr and 30-Yr) CBOT Commodities Package: Any 5 Commodity products NYMEX Energy Package: Crude Oil, Natural Gas, RBOB Gasoline, Heating Oil COMEX Metals Package: Gold, Silver, Platinum, Palladium
$300 / month $360 / month $300 / month $300 / month $300 / month $300 / month $200 / month
DIScOuNTed PAcKAgeS
ONe TIme HISTORIcAl PuRcHASe** Non-redistributors $30,000 $30,000 $30,000 $20,000 $80,000 Redistributors $60,000 $60,000 $60,000 $40,000 $160,000
All CME Data (includes futures and options, electronic and pit) All CBOT Data (includes futures and options, electronic and pit) All NYMEX Data All COMEX Data All CME Group Data (CME, CBOT, NYMEX, COMEX)
$1,500 $1,500 $1,500 $1,000 $3,000
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Best-Bid-Best-Offer (BBO) Data

CME Group BBO data is similar to Time and Sales, but contains all of the top-of-book data for CME Globex products (electronic only). This includes top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp (to the second).
INdIvIduAl PROducTS (For InternaL Use onLy no externaL redIstrIbUtIon)
ONe TIme HISTORIcAl PuRcHASe** Monthly $170 $220 $170 $170 $110 Annual $1,800 $2,400 $1,800 $1,800 $1,200
CME E-mini S&P 500 or E-mini NASDAQ-100 CME Eurodollars CBOT Treasuries (5-Yr, 10-Yr or 30-Yr) NYMEX Crude Oil Other Products
DIScOuNTed PAcKAgeS
ONe TIme HISTORIcAl PuRcHASe** Monthly $330 $400 $275 $330 $330 $330 $275 $1,400 $1,400 $1,925 $1,400 $2,200 Annual $3,600 $4,320 $3,000 $3,600 $3,600 $3,600 $3,000 $14,900 $14,900 $20,800 $14,900 $23,800
CME E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and S&P SmallCap 600 CME Foreign Exchange Package: Any 6 FX products Other Products Package: Any 5 CME Group products CBOT Treasury Package (2-Yr, 5-Yr, 10-Yr and 30-Yr) 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/CBOT Data All NYMEX/COMEX Data All CME Group Data (CME, CBOT, NYMEX, COMEX)
$660 / month $800 / month $440 / month $660 / month $660 / month $660 / month $550 / month $2,800 / month $2,800 / month $3,900 / month $2,800 / month $4,400 / month
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Market Depth Data

CME Group Market Depth data provides all of the CME Group market data messages needed to recreate the top ve book for CME Group products traded on the CME Globex electronic trading platform (electronic only). Included are all changes to the book including bids, asks, bid volumes and ask volumes ve levels deep time-stamped to the millisecond. Prior to April 9, 2009, bids and asks were 5 deep for futures and 1 deep for options. Beginning on April 9, 2009 some futures products began to include 10 deep while some options products began to include 3 deep bids and asks.
INdIvIduAl PROducTS (For InternaL Use onLy no externaL redIstrIbUtIon)
ONe TIme HISTORIcAl PuRcHASe** Monthly $275 $275 $220 $275 $150 Annual $3,000 $3,000 $2,400 $3,000 $1,550
CME E-mini S&P 500 or E-mini NASDAQ-100 CME Eurodollars CBOT Treasuries (2-Yr, 5-Yr, 10-Yr or 30-Yr) NYMEX Crude Oil Other Products
DIScOuNTed PAcKAgeS
ONe TIme HISTORIcAl PuRcHASe** Monthly $440 $530 $290 $440 $440 $440 $290 $1,650 $1,650 $2,750 Annual $4,750 $5,700 $3,100 $4,750 $4,750 $4,750 $3,100 $17,800 $17,800 $29,700
CME E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and S&P SmallCap 600 CME Foreign Exchange Package: Any 6 FX products Other Products Package: Any 5 CME Group products CBOT Treasury Package (2-Yr, 5-Yr, 10-Yr and 30-Yr) 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)
$880 / month $1,060 / month $575 / month $880 / month $880 / month $880 / month $575 / month $3,300 / month $3,300 / month $5,500 / month
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Block Trade Data

CME Group now offers Block Trade Data, a new product for historical block trades for CME, CBOT, NYMEX and COMEX products, straight from our price reporting system. This data is in an easy-to-use format that includes information for each trade, such as:
Type of spread that has been executed Second trade price and quantity (when applicable) Detailed data for each leg of a spread Execution and call times CME ClearPort and open outcry block trades
SubScRIpTION Daily Updates All CME Data All CBOT Data All NYMEX Data All COMEX Data All CME Group Data (CME, CBOT, NYMEX, COMEX) $1,200 / month $1,200 / month $1,200 / month $1,200 / month $3,000 / month
ONe TIme HISTORIcAl PuRcHASe Monthly $100 $100 $100 $100 $350 Annual $700 $700 $700 $700 $2,400
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CMA HISTORICAL CDS DATA

Increase the accuracy of your credit risk pricing with CMAs independent intraday and end-of-day CDS pricing service, CMA Datavision.
CMA, a CME Group company provides timely and accurate consensus-based pricing for over-the-counter (OTC) credit instruments CDS Single Name, Indexes, Tranches and LCDS.
CMA Datavision Pack Entities Datavision: Spreads & Metrics Depth, Sample Time, Frequency $24,000 $42,000 $60,000 $80,000 $41,000 + $12,000 + $18,000 + $20,000 Datavision: Analytics
Starter Pack Manager Pack Value Pack Universe Pack & History History Pack History Pack & 1 Yearly Update History Pack & 2 Yearly Updates History Pack & 3 Yearly Updates
150 300 500 ~ 1,200 ~ 1,200 ~ 1,200 ~ 1,200 ~ 1,200
N/A $52,000 $72,000 $96,000 $41,000 + $12,000 + $18,000 + $20,000
Credible, consensus-based pricing data sourced from the buy-side

We source information on executable and indicative prices directly from the largest and most active credit investors as markets evolve, making our data the most credible and reliable in the market. Our unique access to this ow of OTC information also means that our risk and market liquidity metrics deliver true transparency, enabling you to improve the accuracy of your data analysis and modelling.
Gain a more accurate view of the credit market Validate pricing supplied by your front office against
independent data, ensuring that your mark-to-market process is as accurate as possible.
Access the data you need, when you need it

CMA Datavision les are available at London and New York close and intraday, directly from CMA. Our custom solutions team can work with you to integrate CMA Datavision into your internal workow and systems. Historical data is also available.
Challenge pricing information provided by the front office with condence, using independent and transparent data. Track counterparty, market and operational risk by feeding your risk management systems with high quality, reliable data. Stress test your portfolio using a clean time series of historical data. Integrate CDS pricing data seamlessly into your internal systems and processes using our robust reference data le. Identify risks proactively, using our CDS implied ratings and unique liquidity metrics, such as quote volumes, that add context around market activity.
Receive Excel-compatible CSV le via email or download via FTP. Your data can be delivered directly into your CMA Quotevision module. CMA Datavision is integrated into a wide range of vendors and in-house risk management systems.
CMA Datavision is also available via Bloomberg terminal API, Bloomberg professional terminal (CMA <GO>) or bulk delivered via Bloomberg Data License.
We would be pleased to demonstrate how CMA Datavision can benet your organization. Contact CMA to learn more and arrange a trial. For more information, e-mail info@cmavision.com. For more information in EMEA, call +44 (0) 20 7796 5100. For more information in the U.S., call +1 646 351 8787. cmavision.com
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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. The CMA logo, DataVision and QuoteVision are trademarks of Credit Market Analysis Ltd. Copyright 2011 CME Group. All rights reserved. 11
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Cme Datamine Product Guide: When Precision Matters

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Cme Datamine Product Guide: When Precision Matters

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CME DataMine Product Guide

WHe N p R ec I SIO N mATTeRS.

View record layouts and sample data at cmegroup.com/datamine.

How the world advances