CME Futures EOD Summary

Futures

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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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Monthly

Dates * Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.

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