A variety of data and market information for both CME® Globex® and pit-traded products is available through Historical Data. Historical Data provides information in different time frames such as hourly, daily, monthly or yearly. Whether you’re looking for a product’s time and sales, or searching for CME’s average trading volume, historical data can provide the information needed to help make better-informed trading decisions.

• Customize historical data needs with  CME DataMine(SM) (formerly called E-history). Choose the contracts, duration, data format and delivery method, and CME DataMine supplies the information, such as Time and Sales, End-of-Day or Spread data. Special historical data requests for Market Depth, Best-Bid-Best-Offer (BBO) and bulk orders can also be submitted.  

• New! Now view CME volume at price in the Chart-Ex style. This unique data visualization tool allows you to compare volume at price within different time frames for select CME products traded on CME Globex. View  CME Volume Charts.

• Now Available for both CME Globex and floor-traded products! View CME volume by price data in the market profile style through the Volume Analysis application. View up to 6 months of data for both CME floor-traded and electronically traded products.

• Find individual contract price data such as open, high, low, volume and open interest in  Daily and CME Globex Bulletins.

• Time and Sales offers standard price data reports for both CME pit-traded and CME Globex products. Time and Sales price data provides a complete price history for each trading day.
• Product group volume totals, exchange volume and month-end open interest reports can be found in  Monthly Volume Reports.
• A variety of downloadable data files are available through  Historical FTP. Files such as daily settlement, volume by price and spread trades are available at various time intervals, and include hourly, daily, monthly or year over year files. Now includes a daily spreadsheet with prior day volume. Users can also customize data through CME DataMine to meet individual trading needs.
• Individual contract price data such as open, high, low, last, settlement, net change and estimated volume is available in  Daily Settlement Prices for a combined CME Globex and Regular Trading Hours (RTH) trade date. 
• CME offers a variety of  Historical Weather Data. Find daily and historical seasonal Heating and Cooling Degree Days (HDD and CDD) data, a five-day forecast file, monthly settlement temperatures and other weather data.
• Cash-settled Commodity Index Prices are also offered for the feeder cattle and lean hog markets.