CME Group Data Parser & API

CME Group is the world’s largest derivatives marketplace, operating the CME, CBOT, NYMEX and COMEX exchanges, and StockAPIS extracts its market data — futures and options prices, volume, open interest, daily settlement and contract specifications — through a single REST API. CME Group offers official market-data products, and StockAPIS normalizes them to the same schema you use for every other exchange, so you query CME futures the same way you query equities and crypto without maintaining separate integrations.

Platform Overview

Market Position

• The world’s leading derivatives exchange operator, parent of CME, CBOT, NYMEX and COMEX
• Home to benchmark contracts like E-mini S&P 500 (ES), Nasdaq-100 (NQ), WTI Crude (CL) and Gold (GC)
• Covers equity index, interest rate, energy, metals, agricultural and FX derivatives
• Official market-data products, complemented by StockAPIS’s unified normalization

Data Coverage

StockAPIS exposes the full CME Group derivatives surface:

• Futures data — real-time prices, volume, open interest and daily settlement prices
• Options on futures — option chains, strike prices, expiration dates and Greeks
• Contract specifications — contract size, tick size, trading hours and delivery months
• Market data — bid/ask spreads, last trade, session high/low
• Volume & open interest — trading volume and open-interest trends by contract
• Settlement & clearing — daily settlement prices and margin reference data

Quick Start

import stockapis
 
client = stockapis.Client(api_key="your-api-key")
 
# Real-time futures data for an E-mini S&P 500 contract
es = client.cme_group.get_futures_data(symbol="ES")
print(f"ES Futures: ${es['lastPrice']}  ·  OI {es['openInterest']}")

const { StockAPIS } = require("stockapis");
const client = new StockAPIS({ apiKey: "your-api-key" });
 
// Futures quote with volume and open interest
const es = await client.cme_group.getFuturesData({ symbol: "ES" });
console.log(es.lastPrice, es.volume, es.openInterest);

Sample API Response

{
  "success": true,
  "data": {
    "symbol": "ES",
    "name": "E-mini S&P 500 Futures",
    "lastPrice": 4525.50,
    "change": 12.25,
    "changePercent": 0.27,
    "volume": 125000,
    "openInterest": 2500000,
    "high": 4530.00,
    "low": 4515.00,
    "settlement": 4513.25,
    "bid": 4525.25,
    "ask": 4525.75,
    "expiration": "2024-03-15",
    "timestamp": "2024-01-15T10:30:00.000Z"
  },
  "metadata": { "source": "cme-group", "timestamp": "2024-01-15T10:30:00.000Z" }
}

Use Cases

• Derivatives trading — real-time futures and options-on-futures feeds for trading and spread strategies
• Quant research — historical settlement, volume and open-interest series for backtesting
• Portfolio hedging — index, rate and commodity futures marks for hedging and risk management
• Cross-asset analytics — compare CME derivatives against equities and crypto on one unified schema

Frequently Asked Questions

Does CME Group have an official API? Yes — CME Group provides official market-data products and APIs for its derivatives markets. StockAPIS wraps the data in a unified schema so CME futures and options match every other source you pull.

What data can I get from CME Group through StockAPIS? Futures and options-on-futures prices, volume, open interest, daily settlement prices, session high/low, bid/ask spreads and contract specifications across benchmark contracts like ES, NQ, CL and GC.

Which CME Group markets are covered? StockAPIS covers CME, CBOT, NYMEX and COMEX products — equity index, interest rate, energy, metals, agricultural and FX futures and options.

Related Resources

• API reference
• Stock exchanges