E-mini SP500 (ES) futures data

E-mini S&P500 contract overview

Contract Size$50 x S&P 500 Index
Min Price Fluctuation (Tick)0.25 index points=$12.50
Product CodeCME Globex: ES
Trading HoursSunday-Friday 5:00p.m.-4:00p.m.CT with 15-minute trading halt 3:15p.m.-3:30p.m.CT
Quarterly ContractsMar, Jun, Sep, Dec
Termination Of TradingThe 3rd Friday of the contract month

One minute ES Data

Sample piece of our ASCII text 1 minute ES data file:
ES01MIG,I,160909,09:36,02151.25,02151.50,02149.25,02150.00,3558,2146.75
ES01MIG,I,160909,09:37,02150.00,02150.00,02147.50,02147.75,12675,2144.50
ES01MIG,I,160909,09:38,02147.75,02148.25,02145.25,02145.50,15279,2142.25
ES01MIG,I,160909,09:39,02145.25,02147.25,02145.25,02147.00,8385,2143.75

Tick-by-tick ES Data

Sample piece of our ASCII text Tick ES data file:
ES,160909,091547,02153.50,16
ES,160909,091548,02153.50,5
ES,160909,091548,02153.50,4
ES,160909,091549,02153.25,1
ES,160909,091549,02153.50,1


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