FTP settlement files: CME Group will be removing all data and related files from FTP.CMEGROUP.COM/settle and FTP.CMEGROUP.COM/pub/settle as CME Group will no longer support the FTP site. These files will be moved to CME DataMine.

Daily Bulletin: The Daily Bulletin will be removed from FTP.CMEGROUP.COM/bulletin and FTP.CMEGROUP.COM/pub/settle. The website publication will be delayed here and on DataMine until midnight CT and will only contain the top of day file.

Website product pages: Settlement data posted on the website will be delayed until midnight CT, then will be freely available to view. You can find an example of the product page here.

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CME Group offers three different platforms to consume settlement data before the midnight CT publication on the website. Below you will find more information on each medium.

• CME MDP 3.0 UDP (real-time)
• Google Pub/Sub (real-time and delayed)
• DataMine - End of Market files (end of day and delayed)

You may also license streaming exchange data from any CME Group authorized vendor. This data will include settlement prices published at or near the time of initial dissemination for all CME Group futures and options products, depending on the type of package to which you’re subscribed.

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CME Group MDP 3.0 UDP is consumable through services such as CME GLink and CME EConnect. This data is delivered in Simple Binary Encoded (SBE) format.

Google Pub/Sub offers a cloud native solution for customers to consume CME Group MDP 3.0 data in SBE (real-time and delayed) and JSON (real-time) formats. More information on these services can be found here.

DataMine offers flat file delivery. Customers may receive this data via S3 transfer, API, SFTP, or File Browser.

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Below you will find a mapping of each FTP file to DataMine dataset and their daily availability:

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Settlements are published at or near the time they are calculated by CME Group and are made available through CME Group real-time market data channels on MDP. More information on settlement time details may be found here.

Delayed CME Group market data may be licensed directly from CME Group via Google pub/sub or from an authorized CME Group market data vendor. Delayed data is published 10 minutes after original dissemination of the values via CME Group real-time market data feed.

DataMine End of Market datasets are delivered in the following cadence.

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• MDP: Real-time fees equate to the applicable license fee plus a connectivity fee depending on the platform of choice. Connectivity fees can be found here.
• Google Pub/Sub: Delayed fees equate to the applicable license fee plus the applicable Pub/Sub fees. The Pub/Sub fees can be found here
• DataMine: Retrieval fees equate to the applicable license fee plus the DataMine fee. If for internal use only, then only the DataMine fee applies. A client may purchase a subscription that can vary from  $105/per month , $105/per month per DCM, or $2,100/per month depending on the End of Market Summary dataset chosen.

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While you will not be able to consume the files directly from the FTP, you will be able to consume the same files via DataMine. Below you will find links to begin the licensing process for these datasets:

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The schema for real-time and delayed data can be found here.

The schema for FTP/settle and /bulletin files that have been migrated to DataMine will not change. 

If you are moving from the FTP files to the DataMine End of Market Summary Standard files, the schema can be found here.

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You can access settlements in real time on all CME Group MDP FIX BINARY channels (310-387). You may also access settlements in real time via the CME Group Settlements and Valuations channels (251-254).

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To access real-time data, please contact DataSales@cmegroup.com. To access data via DataMine, create a CME Group login at login.cmegroup.com, then click here to start the ordering process.

Contact marketdata@cmegroup.com for more information.

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Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should only be undertaken by investors who are Eligible Contract Participants (ECPs) within the meaning of Section 1a(18) of the Commodity Exchange Act. Futures and swaps each are leveraged investments and, because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for either a futures or swaps position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles and only a portion of those funds should be devoted to any one trade because traders cannot expect to profit on every trade. 

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The information within this communication has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. CME Group does not represent that any material or information contained in this communication is appropriate for use or permitted in any jurisdiction or country where such use or distribution would be contrary to any applicable law or regulation.

Additionally, all examples in this communication are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and superseded by official CME, CBOT, NYMEX and COMEX rules. Current rules should be consulted in all cases concerning contract specifications.

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