** IT IS HIGHLY RECOMMANDED THAT YOU USE DATABASE MANAGEMENT** ** SOFTWARE FOR THE CME DATA AS OPPOSED TO SPREADSHEET SOFTWARE** THIS IS THE CME DAILY DATA README FILE STATS DATABASE GENERAL PC DESCRIPTION 1. IBM Compatible only 2. Unformatted ASCII File 3. 3.5 or 5.25 in. High density Diskette or CD-ROM 4. Record length 160 characters each delimited with carrige return only RECORD FIELD LAYOUT COLUMN DESCRIPTION 1-2 EXCHANGE X 2 3-5 DIVISION CODE X 3 6-30 CONTRAC DESCRIPTION X 25 31 DECIMAL LOCATOR X 1 32-37 TRADE DATE(YYMMDD) N 6 38-40 COMMODITY CODE X 3 41 * CALL/PUT INDICATOR X 1 42-43 CONTRACT YEAR X 2 44-45 DELIVERY MONTY X 2 46-52 * STRIKE PRICE N 7 53 OPEN ASK/BID X 1 54-62 OPENING PRICE N 9 63 OPEN RAN A/B X 1 64-72 OPENING RANGE N 9 73 HIGH ASD/BID X 1 74-82 HIGH PRICE N 9 83 LOW ASK/BID X 1 84-92 LOW PRICE N 9 93 CLOSE ASK/BID X 1 94-102 CLOSE PRICE N 9 103 CLOSE RAN A/B X 1 104-112 CLOSE RANGE N 9 114-122 SETTLE PRICE N 9 123-129 TOTAL VOLUME N 7 130-136 DELIVERY INTENT N 7 137-143 OPEN INTEREST N 7 144-150 * OPTION EXERCISES N 7 151-152 TCC SYMBOL X 2 153 S/P DEC LOCATE X 1 154-158 * IMPLIED VOLATILITY N 5 159 TRADE HOUR(R/E) X 1 160 {FILLER} X 1 * = OPTIONS DATA ONLY (These fields for Futures data files are blank or zero.) X = Alpha numeric N = Numeric field STATS DATABASE DEMO LAYOUT This data display is a generic dump of the STATS DATABASE file as it comes on either Mag-tape of Diskette. The record layout is 160 charters wide. Blank columns are not field delimiters, they contain data at select points. THIS IS RAW DATA - NO COLUMN HEADINGS OR FIELD NUMBERING ARE PROVIDED STANDARD & POOR 500 FUTURES CONTRACT SAMPLE DATA ONLY 02IMMS&P 500 2890103SP 89030000000 000027900 000027890 000027930 000027580 000027760 000027770 0000277650033257000000001211500000000 00000R 02IMMS&P 500 2890104SP 89030000000 000027800 000027790 000028300 000027790 000028280 000028300 0000282900037710000000001208230000000 00000R 02IMMS&P 500 2890105SP 89030000000 000028260 000028300 000028475 000028195 000028310 000028290 0000283000037197000000001200200000000 00000R 02IMMS&P 500 2890106SP 89030000000 000028350 000028360 000028520 000028305 000028330 000028350 0000283400032475000000001214800000000 00000R 02IMMS&P 500 2890109SP 89030000000 000028380 000028365 000028480 000028260 000028365 000028380 0000283700032973000000001223150000000 00000R 02IMMS&P 500 2890110SP 89030000000 000028450 000028440 000028450 000028160 000028310 000028330 0000283200037009000000001211930000000 00000R 02IMMS&P 500 2890111SP 89030000000 000028260 000028280 000028475 000028215 000028450 000028430 0000284400031138000000001218160000000 00000R ^Z(EOF) STANDARD & POOR 500 OPTIONS(W/IMPLIED VOLATILITY DATA AS/OF MARCH 91) 02IOMS&P PUT 2911112OS P91120000345 000000025 000000000 000000025 000000025 000000025 000000000 0000000250000065000000000035670000000 01694R 02IOMS&P PUT 2911113OS P91120000345 000000025 000000000 000000025 000000025 000000025 000000000 0000000250000002000000000035650000000 01711R 02IOMS&P PUT 2911114OS P91120000345 000000000 000000000 000000000 000000000N000000025 000000000 0000000250000006000000000035650000000 01745R 02IOMS&P PUT 2911115OS P91120000345 000000030 000000000 000000030 000000030 000000030 000000000 0000001250000006000000000035590000000 02058R 02IOMS&P PUT 2911118OS P91120000345 000000100 000000000 000000225 000000060 000000060 000000000 0000000750000117000000000035590000000 01820R 02IOMS&P PUT 2911119OS P91120000345 000000140 000000000 000000250A000000120A000000120 000000000 0000001150000020000000000035610000000 01876R 02IOMS&P PUT 2911120OS P91120000345 000000105 000000000 000000105 000000095 000000105 000000000 0000001150000103000000000035620000000 01884R ^Z(EOF)