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.


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

Purchase this Product


Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
Contact Us
For technical support or to discuss how DataShop can help your business:
+1 800 307-8979 U.S.
+1 312 786-7400 Global

Your message was successfully sent.

Thank you for your inquiry. We will respond to your request shortly.

Please use the form below to get in touch with us. Select the appropriate category for your message to contact the right department.

*Required fields

We're sorry, an error occurred.