CME Group Sources | Eris Sources | Other Sources | |||||||
Website | FTP Site | Data Mine | CME Direct | Website | FTP Site | Live Curve Add-in | Bloomberg / 3rd Party | ||
Today's Volume / Open Interest | Yes | Yes | Yes | Yes | |||||
Bid / Ask Prices | Yes* | Yes | Yes | Yes | Yes* | ||||
Margin Requirements | Yes | Yes | Yes | Yes | |||||
Yesterday's Settlement Prices | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
PV01, DV01 | Yes | Yes | Yes | Yes | |||||
Par Rate Equivalent Prices | Yes | Yes | Yes | ||||||
Spot Starting Rates (Based on Eris Curve) | Yes | Yes | |||||||
Current B & C Values | Yes | Yes | Yes | Yes | Yes | ||||
Trade Recap | Yes | Yes | Yes | ||||||
Block Trades | Yes | Yes | Yes | Yes | |||||
Discount Factors | Yes | ||||||||
*Live prices may require data license |
CME Group Sources | Eris Sources | Other Sources | |||||||
Website | FTP Site | Data Mine | CME Direct | Website | FTP Site | Live Curve Add-in | Bloomberg / 3rd Party | ||
Volume / Open Interest | Yes | Yes | Yes | ||||||
Settlement Prices | Yes | Yes | Yes | Yes | |||||
PV01, DV01 | Yes | Yes | Yes | ||||||
B & C Values | Yes | Yes | |||||||
Tick Data | Yes | ||||||||
Block Trades | Yes | Yes | Yes | ||||||
Discount Factors | Yes |