E-mini S&P 500 futures (ES) trades from the Chicago Mercantile Exchange (CME) and historical trades inclusive of previous standard-sized S&P 500 (SP) futures.

Subscription:

Daily E-mini futures (ES) trades from the Chicago Mercantile Exchange (CME).

Historical Data:

Historical S&P 500 (SP) and e-mini futures (ES) trades.

Historical data for the former standard-sized S&P 500 Futures (SP) ends on September 17, 2021 reflecting the CME's delisting

Field List:

• Trade Date
• Trade Time
• Trade Sequence Number
• Session Indicator
• Ticker Symbol
• Future/Option/Index Indicator
• Contract Delivery Date
• Trade Quantity
• Strike Price
• Trade Price
• Ask Bid Type
• Indicative Quote Type
• Market Quote
• Close Open Type
• Valid Open Exception
• Post Close
• Cancel Code Type
• Insert Code Type
• Fast Late Indicator
• Cabinet Indicator
• Book Indicator
• Entry Date
• Exchange Code