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  • Asset Type: Futures Remove
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Historical Data

Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation.
Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.