CME SPAN Parameter Files
SPAN® files for CME® and for almost all other exchanges and clearing organizations
using SPAN are available on CME's Web site and FTP site on the Internet. You can access them
directly via your Web browser or through any FTP client program. Most SPAN files available on CME's
FTP site also can be found on the Chicago Board of Trade's FTP site. CME and CBOT cooperate to make
obtaining SPAN files as easy and reliable as possible.
- CME generates a CME and CBOT combined SPAN parameter file. It is also called the
Common Clearing Link (CCL) SPAN file.
- CME receives and publishes SPAN files for other exchanges and clearing
organizations as well.
More Information About Obtaining SPAN Risk Parameter Files
FTP stands for File Transfer Protocol. You can access an FTP site via almost any Web browser
(for example, Microsoft Internet Explorer or Netscape Navigator.) For example, in the "Address"
field of your browser, simply type in ftp://ftp.cme.com/pub/span/data. The ftp:// tells the browser
you want to communicate with an FTP server. The ftp.cme.com part of the address specifies the FTP
server, and the /pub/span/data specifies the particular directory on that FTP server. Depending on
your browser, you may not need to type the ftp:// part of the address.
You can also use a program specialized for FTP communications (an "FTP client"
program). There are many FTP client programs available. Some of them are shareware or freeware. One
of the most popular is called WS_FTP and is available at many download sites. You can also FTP
right at the command prompt within a DOS session in Windows 95, 98, NT or 2000. And you can create
FTP script files in order to automate routine file transfers. For a detailed description of the
command-line FTP utility in Windows, search on your computer for file tcpip.hlp and look in the
Utilities section for FTP.
When you connect to CME's FTP site, you're actually doing what is called "anonymous
FTP". That means that you are logging on with a special generic user ID, which is either ftp or
anonymous. If you are doing command-line FTP, it's considered polite to provide your e-mail address
when prompted for a password. A typical file subdirectory on the CME FTP site containing SPAN files
is
ftp://ftp.cmegroup.com/pub/span/data/ccl .
When you go there, you'll see the list of SPAN files available in the directory.
A typical filename would be ccl.20060310.s.ZIP, meaning that it is a CCL file,
that it is for March 10, 2006 and that it is the final settlement file (the "S"). The .ZIP
means that the file is actually a compressed file in the ZIP format. Inside the ZIP file is the
SPAN risk parameter file itself, which would be a standard ASCII text file named
ccl.20060310.s.pa2.
When you click on the link to a SPAN file, a window will display allowing you to
specify what you want the file to be named on your computer, and where it should be specified.
Normally, you would leave the name as specified, and select the directory as C:\SPAN4\DATA, which
is the default location where PC-SPAN will look for SPAN files. If you have installed software such
as WinZip or PK-Zip for Windows on your computer, when the download is complete, a dialog box will
display allowing you to specify whether or not you want to open the ZIP file in that software.
Click on Open to do so, then issue the commands to your software to extract the SPAN file from the
ZIP file to the same C:\SPAN4\DATA directory. Now you can start PC-SPAN if it isn't already
started, and issue the File Load command to load the data from the SPAN file into PC-SPAN.
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London
SPAN files are available on the London Clearing House Web site. London Clearing House files
are not available on CME's FTP site.
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Euronext
SPAN files are available on the CME FTP site and on the Clearnet SA Web site (the clearing
corporation for Euronext-Paris). Please for more information on SPAN Euronext-Paris.
- Clearnet SA Web site:
http://www.clearnetsa.com CME and
other exchanges using SPAN also make SPAN files available to member firms and to companies which
provide processing services to those firms via direct transmissions through private networks. These
firms then may in turn distribute the files to their customers. Each exchange and clearing
organization using SPAN establishes its own policies and procedures for distributing SPAN files, so
in some cases there may be alternative means of obtaining SPAN files.
The following link contains the comprehensive description of SPAN risk parameter
files as used by all exchanges and clearing organizations worldwide except those cleared by the
London Clearing House and the Tokyo International Financial Futures Exchange:
Risk Parameter File
Descriptions
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Other Data Files
To better serve the users of CME's markets, we have begun making available, every day,
various data files via CME's FTP site on the Internet.
Click here for
more information.
-
Daily Settlement Prices
Daily settlement prices for all CME contracts, together with the day's high and low.
Available in the late afternoon as styymmdd.zip.
-
Volume by Price
Total volume for each contract at each price for the trading day. Available in the early
evening as vpyymmdd.zip.
-
Volume by Tick
Trading volume for each contract, tick by tick. Available in the late evening as vtyymmdd.zip
- always one day behind.
-
Daily Bulletin
The complete text of the daily statistical bulletin from CME, in one convenient package.
Available in the early morning as btyymmdd.zip. Time & Sales, at ftp.cme.com/pub/time. Trade
prices, and the time they occurred. Available in the early evening as tryymmdd.zip.
-
Globex-eligible contracts
A listing of all instruments eligible for trading on Globex® in the upcoming trading
session, together with their page names. Available in mid-morning as gxyymmdd.zip.
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