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Product overview
CME DataMine provides access to CME Group historical data products. It is an important reference when the application needs exchange-defined records, official settlements or products beyond a vendor's derived OHLCV archive.
The catalog contains distinct products with their own fields, dates and licenses. Do not assume that one purchase includes every CME venue, message type or historical period.
| Recommended for | Official CME historical and specialized datasets |
|---|---|
| Delivery | CME DataMine products and downloads |
| Format | Exchange datasets & files |
| Buying model | Product-specific |
Start at the exchange when the product definition matters
An exchange source can clarify whether a field is a trade price, settlement, top-of-book quote or another official observation. That distinction matters for settlement studies, compliance-sensitive workflows and market microstructure research.
For a broad local backtest archive, an exchange purchase can require more product selection and processing than a packaged vendor archive. Compare the actual dataset and engineering work rather than assuming official automatically means simplest.
Preserve exchange semantics
Save product documentation with the downloaded files. Keep message or record types, venue, contract and timestamp fields intact before deriving bars. A derived series should link back to the source product and transformation version.
When reconciling with another vendor, align settlements with settlements and trades with trades. Different official values are not interchangeable merely because they share a date and contract.
Check before buying
- Identify the precise CME dataset and record type.
- Verify venues, history and file format.
- Budget parsing and derived-data construction.
- Review exchange license terms for the intended use.