CME Group Data Fees Schedule
The CME Group’s monthly futures exchange (CME, CBOT, NYMEX & COMEX) data fees for non-professional* clients:
Level 1 Market Depth
All Four (4) Exchange Feeds: $9.00 / month
Level 2 Market Depth
All Four (4) Exchange Feeds: $41.00 / month
NEW TRADING ACCOUNT PROMOTION
Qualify for Free CME Market Data
Qualifying new futures trading accounts can receive up to three months of complimentary CME Level 1 or Level 2 market data through one of our current promotional offers.
Unsure Which Data Level You Need?
Let us help you decide:
CME Group Level 1 Market Data
Level 1 market data provides the basic information about the market for a given futures contract.
Data Content:
- The best bid price and quantity (highest price a buyer is willing to pay).
- The best ask price and quantity (lowest price a seller is willing to accept).
- The last traded price and its corresponding trade volume.
- Basic price information: open, high, low, and close (OHLC) prices, along with settlement prices.
Use: Ideal for traders who need a quick view of the market’s top-of-book data and aren’t relying on deeper market insights for their trading strategy.
CME Group Level 2 Market Data
Level 2 market data provides a more detailed view of the market, showing the depth of the order book beyond the best bid and ask prices.
Data Content:
- The full order book with multiple levels of bids and asks at various price levels.
- Displays quantities available at each price level for both buyers and sellers.
- Market depth information helps gauge supply and demand beyond the top-of-book data.
Use: Essential for traders using advanced strategies such as scalping, market-making, or spread trading. This data enables a deeper understanding of liquidity and potential price movement.
*The above rates are for non-professional futures traders only. Professional traders are subject to the CME Group’s standard professional rates of $140.00 per exchange/month.