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End-of-Day CME Futures Data

End-of-Day CME Futures Data
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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.
Fields include:
  • 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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Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.
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