CME Group Data API
Real-time derivatives and futures trading data from CME Group. Anti-detection technology, comprehensive API documentation, futures contracts, options, and institutional-grade derivatives insights for traders and financial professionals.
🚀 Overview
The CME Group Parser provides enterprise-level data extraction from CME Group's comprehensive derivatives trading platform, including real-time futures data, options chains, contract specifications, and detailed financial intelligence for futures contracts, options, and derivatives markets with a focus on institutional trading, risk management, and professional derivatives analytics.
Key Features
- 📈 Derivatives Trading - Comprehensive futures and options data
- 📊 Contract Specifications - Detailed contract information and specs
- 🏦 Institutional Data - Professional-grade derivatives analytics
- 🛡️ Anti-detection - Advanced bypass technology
- 📱 Risk Management - Advanced risk management tools
📊 Data Points
- Futures Data - Real-time prices, volume, open interest, settlement prices
- Options Data - Options chains, strike prices, expiration dates, Greeks
- Contract Specs - Contract size, tick size, trading hours, delivery months
- Market Data - Bid/ask spreads, last trade, high/low prices
- Volume & Open Interest - Trading volume, open interest, daily ranges
- Settlement Data - Daily settlement prices, final settlement
- Clearing Data - Clearing prices, margin requirements, position limits
🛠️ Quick Start
// Initialize CME Group parser
// const cmeGroupParser = new StockAPIParser({
apiKey: "your-api-key",
platform: "cme-group",
});
// Get futures contract data
// const futuresData = await cmeGroupParser.getFuturesData({
symbol: "ES",
limit: 5,
});
// console.log("Futures data:", futuresData);
Python Example
import stockapi
# Initialize client
client = stockapi.Client(api_key='your-api-key')
# Get futures contract data
futures_data = client.cme_group.get_futures_data(symbol='ES', limit=5)
print(f"ES Futures Price: ${futures_data['last_price']}")
📈 API Endpoints
Futures Data
// Get futures quote
// const quote = await cmeGroupParser.getFuturesQuote({
symbol: "ES",
});
// Get futures data for multiple contracts
// const futuresData = await cmeGroupParser.getFuturesData({
symbols: ["ES", "NQ", "YM"],
});
// Get contract specifications
// const specs = await cmeGroupParser.getContractSpecs({
symbol: "ES",
});
Options Data
// Get options chain
// const optionsChain = await cmeGroupParser.getOptionsChain({
symbol: "ES",
expirationDate: "2024-03-15",
});
// Get options quote
// const optionsQuote = await cmeGroupParser.getOptionsQuote({
symbol: "ES",
strike: 4500,
expiration: "2024-03-15",
optionType: "call",
});
// Get Greeks data
// const greeks = await cmeGroupParser.getGreeks({
symbol: "ES",
strike: 4500,
expiration: "2024-03-15",
optionType: "call",
});
Market Analytics
// Get volume and open interest
// const volumeOI = await cmeGroupParser.getVolumeOpenInterest({
symbol: "ES",
limit: 30,
});
// Get settlement data
// const settlement = await cmeGroupParser.getSettlementData({
symbol: "ES",
date: "2024-01-15",
});
// Get clearing data
// const clearing = await cmeGroupParser.getClearingData({
symbol: "ES",
});
🔧 Advanced Features
Real-time Streaming
// Create WebSocket connection for real-time data
// const stream = cmeGroupParser.createWebSocket({
channels: ["futures", "options", "clearing"],
symbols: ["ES", "NQ", "YM"],
});
// stream.on("data", (data) => {
// console.log("Real-time update:", data);
});
// stream.on("error", (error) => {
// console.error("Stream error:", error);
});
Batch Processing
// Get data for multiple contracts efficiently
// const batchData = await cmeGroupParser.getBatchData({
symbols: ["ES", "NQ", "YM", "RTY", "CL"],
functions: ["quotes", "options", "clearing"],
});
📊 Sample API Response
{
"success": true,
"data": [
{
"symbol": "ES",
"last_price": 4525.5,
"change": 12.25,
"change_percent": 0.27,
"volume": 125000,
"open_interest": 2500000,
"high": 4530.0,
"low": 4515.0,
"settlement": 4513.25,
"timestamp": "2024-01-15T10:30:00.000Z"
}
],
"metadata": {
"timestamp": "2024-01-15T10:30:00.000Z",
"source": "cme-group",
"cache_hit": false,
"response_time": "180ms"
}
}
🎯 Use Cases
Derivatives Trading
- Futures Trading - Trade futures contracts with real-time data
- Options Trading - Trade options with comprehensive analytics
- Spread Trading - Execute spread trading strategies
- Arbitrage - Identify arbitrage opportunities across markets
Risk Management
- Portfolio Hedging - Hedge portfolios using futures and options
- Risk Assessment - Assess derivatives risk exposure
- Margin Management - Manage margin requirements
- Position Monitoring - Monitor derivatives positions
Institutional Applications
- Professional Trading - Professional derivatives trading platforms
- Risk Control - Institutional risk control systems
- Compliance Monitoring - Monitor regulatory compliance
- Research & Analysis - Conduct derivatives research
🔗 Related Resources
- API Documentation - Complete API reference
- Pricing Plans - Service pricing
🚀 Get Started Today
Free Trial
Start with our free tier and get instant access to:
- 1,000 API calls per month
- Basic derivatives data
- Documentation and support
- SDK downloads
Professional Plans
Upgrade to professional plans for:
- Unlimited API calls
- Premium derivatives feeds
- Priority support
- Custom integrations
Enterprise Solutions
Contact us for enterprise solutions:
- Custom derivatives feeds
- Dedicated infrastructure
- SLA guarantees
- White-label solutions
Ready to access real-time derivatives and futures trading data from CME Group? Get started today and transform your derivatives trading with comprehensive market data and institutional-grade insights.