Statistics - Prediction

The BMLL Statistics dataset for Prediction Markets carries the official intraday and end-of-day statistical messages CME publishes for each event contract. The file is delivered daily and contains multiple rows per ticker: intraday updates as the session evolves, plus the final settlement values once the underlying event resolves.

Settlement type is exposed as a field. To filter on the official final settlement, users key on BMLLSettlementPriceType equal to FINAL_ACTUAL, the value that confirms the contract has resolved to a definitive payout.

Product Overview

• Intraday statistical messages emitted during the trading session
• Settlement statistics with explicit settlement-type flag (FINAL_ACTUAL signals the resolved outcome)
• Daily volume, open interest and other CME-published series, normalised across the four MICs
• Sports contracts: trade-date follows settlement-date convention, with statistics reflecting the same
• Suitable for both live PnL marking and historical backtest validation

Example Use Cases

• Risk & PnL — Mark binary positions at official settlement values without scraping or polling CME reports.
• Research — Compute realised-vs-implied calibration: did the market's pre-settlement probability match the resolved outcome over time?
• Operations — Drive end-of-day reconciliation against a single, normalised statistics file rather than four exchange feeds.

Product description