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Historical Data

Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
Cboe FX Order Book (Order Event History) replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly. Available Currency Pairs.
Dividend dates and amounts.
1/1/2006 – present
Earnings conference call dates and times.
1/1/2006 – present