cmegroup.com API: get_historical_quotes
cmegroup.com via Parse · Finance
Get historical daily settlement quotes for a CME Group futures instrument. Returns daily OHLC, settlement price, volume, and open interest for the front-month contract. Data availability is limited to the most recent trading days (typically 5 business days). Each returned row represents one trade date. Comprehensive API for CME Group market data including FedWatch interest rate probabilities, futures quotes, options chains, settlements, volume/open interest, and product catalog across all asset classes. Fulfilled by Parse from cmegroup.com.
- cmegroup-com
- crypto-web3
- finance
- government-public
- parse
- platform-key
Price and execution
- Price
- $0.02 USD credits / call
- Trust tier
- Verified
- Execution
- Managed call
- Capability group
- Finance
Interface snapshot
- Protocol
- HTTP operation
- Operation
- GET /scraper/16d53d6b-f0dd-4ddd-b59b-fff50d2f3a5c/get_historical_quotes
- Interface artifact
- sha256:a5bacc9948477ffdde7f4ab417acbf90a31665df67974d7359eecec2b346d5c3
- Manifest digest
- sha256:b5988620b58356847e3f37a5f57a3c321566c4539be053e3f73e706e60cc0445
Request fields
- end_date (string): End date in YYYY-MM-DD format. Omitting returns all available dates.
- start_date (string): Start date in YYYY-MM-DD format. Omitting returns all available dates.
- instrument_id (string, required): Numeric CME product ID (e.g. '437' for Gold Futures). Obtain from search_instruments results.
Example queries
- {"end_date":"2026-08-28","start_date":"2026-08-21","instrument_id":"437"}