CME Futures Trade

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Data

CME Futures Trades

Futures

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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

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