Chicago Mercantile Exchange® (CME®)
E-Mini NASDAQ 100 Index Historical Data
Specially Priced Data Packages
(Scroll Down For Data Example)

CME Data | Index Data

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CME E-Mini NASDAQ 100 Jumbo Historical Data Special
Includes all Futures and Front Month data listed below. $30.00

CME March E-Mini NASDAQ 100 Futures
Includes the following contracts: 2000-2008 (8 contracts total) $10.00

CME June E-Mini NASDAQ 100 Futures
Includes the following contracts: 2000-2008 (8 contracts total) $10.00

CME September E-Mini NASDAQ 100 Futures
Includes the following contracts: 1999-2008 (8 contracts total) $10.00

CME December E-Mini NASDAQ 100 Futures
Includes the following contracts: 1999-2008 (8 contracts total) $10.00

CME E-Mini NASDAQ 100 Futures Data Special
Includes all Futures Contracts listed above $20.00

CME E-Mini NASDAQ 100 Front Month Data, Roll On Expiration
1999-2007 What Is Front Month Data?
$10.00

CME E-Mini NASDAQ 100 Front Month Data, Roll On Volume
1999-2007 What Is Front Month Data? $10.00

Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity

Chicago Mercantile Exchange (CME)
E-Mini NASDAQ 100 Historical Data
June 2003 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20030501, 200306, 1107.00, 1113.50, 1095.00, 1113.50, 106873, 208205, 106889, 208422
20030502, 200306, 1112.50, 1139.50, 1111.00, 1139.00, 240917, 224490, 241136, 224872
20030505, 200306, 1138.00, 1155.50, 1134.50, 1138.50, 260912, 228996, 260943, 229384
20030506, 200306, 1138.00, 1163.50, 1134.50, 1152.50, 247143, 240125, 247291, 240541
20030507, 200306, 1153.50, 1159.50, 1132.50, 1139.50, 264143, 241853, 264190, 242266
20030508, 200306, 1138.00, 1139.00, 1117.50, 1118.00, 293336, 237057, 293449, 237463
20030509, 200306, 1118.00, 1146.00, 1114.50, 1143.50, 233240, 252293, 233282, 252704
20030512, 200306, 1144.50, 1166.00, 1134.00, 1160.00, 263864, 251542, 263917, 251948
20030513, 200306, 1161.50, 1168.00, 1149.50, 1154.50, 228247, 244055, 228264, 244460
20030514, 200306, 1153.00, 1166.00, 1141.50, 1151.00, 222274, 239205, 222279, 239610
20030515, 200306, 1151.50, 1166.50, 1150.00, 1163.50, 254318, 241397, 254325, 241804
20030516, 200306, 1162.50, 1166.00, 1147.00, 1156.50, 189278, 238217, 189289, 238633
20030519, 200306, 1154.00, 1154.00, 1112.50, 1114.00, 263070, 238642, 263151, 239033
20030520, 200306, 1115.00, 1125.50, 1104.00, 1118.50, 266844, 232804, 266869, 233195
20030521, 200306, 1119.50, 1122.00, 1104.50, 1115.50, 237970, 230653, 237998, 231049
20030522, 200306, 1114.00, 1139.50, 1110.50, 1130.00, 195407, 233940, 195469, 234333
20030523, 200306, 1129.50, 1137.00, 1125.00, 1130.50, 121371, 231191, 121387, 231586
20030527, 200306, 1129.50, 1175.50, 1122.50, 1172.50, 278679, 253879, 278901, 254366
20030528, 200306, 1172.50, 1186.00, 1165.50, 1174.50, 258110, 253870, 258167, 254357
20030529, 200306, 1172.50, 1200.00, 1170.50, 1179.00, 392732, 258358, 393136, 258853
20030530, 200306, 1179.50, 1202.50, 1177.00, 1199.00, 254548, 266579, 254814, 267056

CME and Chicago Mercantile Exchange are registered trademarks of the CME

Data Notes

All CME E-mini products trade electronically and trade 23 1/4 hours each day. Therefore, there are no separate day and night sessions reported by the exchange. The full 231/4 hour session is reported. Data reflects these hours.

All data is in Daily format, day sessions unless otherwise noted. Prices shown are in US dollars.

All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.

All Futures Contract data goes from the first day of trading to last.

Data is updated through the end of the previous trading week unless otherwise noted.

Excel Instructions (How to open these files in Excel)

Click the button to add that data set to your Shopping Cart.

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Data Shipping/Transmission Info | Other Ordering Options

Exchange Contract Specifications

Contract Size: $20 times the NASDAQ-100 Index.

Tick Size: .01 index points =$.20.

Price Quote: US Dollars per point.

Active Contract Months: Mar, Jun, Sep, Dec.

Last Trading Day: The business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month).

Trading Hours: Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m.

Daily Price Limit: 5%, 10%, 15% and 20% limits.

Commodity Historical Data, Historical Currency Data, Commodity Historic Data, S&P 500 Index Historical Data, W. D. Gann Data, Historical Futures Data, Chicago Commodity Prices, Historical Commodity Price Data, Historical Currency Rates, Daily Commodity Futures Prices

CME® E-Mini NASDAQ 100 INDEX HISTORICAL DATA

Commodity Futures Historical Data

Chicago Mercantile Exchange® (CME®) E-Mini NASDAQ 100 Index Historical Data Specially Priced Data Packages (Scroll Down For Data Example)

CME® E-Mini NASDAQ 100 INDEX
HISTORICAL DATA

Chicago Mercantile Exchange® (CME®)
E-Mini NASDAQ 100 Index Historical Data
Specially Priced Data Packages
(Scroll Down For Data Example)