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CME Futures EOD Summary
Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.
Subscription:
Daily E-mini futures (ES) quotes and trade summary.
Historical Data:
Historical S&P 500 (SP) and e-mini futures (ES).
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
- Exchange Code
- Asset Class
- Product Code
- Clearing Code
- Product Description
- Product Type
- Underlying Product Code
- Put/Call
- Strike Price
- Contract Year
- Contract Month
- Contract Day
- Settlement
- Settlement Cabinet Indicator
- Open Interest
- Total Volume
- Globex Volume
- Floor Volume
- PNT Volume
- Block Volume
- EFP Volume
- EOO Volume
- EFR Volume
- EFS Volume
- EFB Volume
- EFM Volume
- SUB Volume
- OPNT Volume
- TAS Volume
- TAS Block Volume
- TAM Singapore Volume
- TAM Singapore Block Volume
- TAM London Volume
- TAM London Block Volume
- Globex Open Price
- Globex Open Price Bid/Ask Indicator
- Globex Open Price Cabinet Indicator
- Globex High Price
- Globex High Price Bid/Ask Indicator
- Globex High Price Cabinet Indicator
- Globex Low Price
- Globex Low Price Bid/Ask Indicator
- Globex Low Price Cabinet Indicator
- Globex Close Price
- Globex Close Price Bid/Ask Indicator
- Globex Close Price Cabinet Indicator
- Floor Open Price
- Floor Open Price Bid/Ask Indicator
- Floor Open Price Cabinet Indicator
- Floor Open Second Price
- Floor Open Second Price Bid/Ask Indicator
- Floor High Price
- Floor High Price Bid/Ask Indicator
- Floor High Price Cabinet Indicator
- Floor Low Price
- Floor Low Price Bid/Ask Indicator
- Floor Low Price Cabinet Indicator
- Floor Close Price
- Floor Close Price Bid/Ask Indicator
- Floor Close Price Cabinet Inidicator
- Floor Close Second Price
- Floor Close Second Price Bid/Ask Indicator
- Floor Post-Close Price
- Floor Post-Close Price Bid/Ask Indicator
- Floor Post-Close Second Price
- Floor Post-Close Second Price Bid/Ask Indicator
- Delta
- Implied Volatility
- Last Trade Date
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