CME® E-Mini S&P 500 INDEX
HISTORICAL DATA

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Chicago Mercantile Exchange® (CME®) E-Mini S&P 500 Index Historical Data Specially Priced Data Packages (Scroll Down For Data Example) CME Data | Index Data	Package Price	Add to Cart and Checkout
CME E-Mini S&P 500 Jumbo Historical Data Special Includes all Futures and Front Month data listed below.	$30.00
CME March E-Mini S&P 500 Futures Includes the following contracts: 1998-2008 (10 contracts total)	$10.00
CME June E-Mini S&P 500 Futures Includes the following contracts: 1998-2008 (10 contracts total)	$10.00
CME September E-Mini S&P 500 Futures Includes the following contracts: 1997-2008 (11 contracts total)	$10.00
CME December E-Mini S&P 500 Futures Includes the following contracts: 1997-2008 (11 contracts total)	$10.00
CME E-Mini S&P 500 Futures Data Special Includes all Futures Contracts listed above	$20.00
CME E-Mini S&P 500 Front Month Data, Roll On Expiration 1999-2007 What Is Front Month Data?	$10.00
CME E-Mini S&P 500 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 S&P 500 Historical Data
March 2005 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20050201, 200503, 1181.75, 1191.00, 1179.50, 1189.25, 651757, 808503, 651877, 812013
20050202, 200503, 1189.75, 1196.00, 1189.00, 1193.25, 587228, 823896, 587730, 827682
20050203, 200503, 1192.25, 1193.50, 1185.75, 1189.50, 569604, 819238, 570472, 822910
20050204, 200503, 1189.75, 1204.50, 1188.25, 1202.00, 654585, 859513, 655235, 863446
20050207, 200503, 1202.75, 1205.00, 1199.50, 1200.75, 441330, 856579, 441738, 860338
20050208, 200503, 1201.00, 1206.25, 1200.00, 1202.25, 458474, 862817, 461323, 868919
20050209, 200503, 1201.75, 1204.50, 1191.75, 1193.00, 674518, 858552, 674897, 864515
20050210, 200503, 1192.50, 1199.50, 1191.75, 1196.50, 624507, 875556, 628073, 884426
20050211, 200503, 1196.75, 1210.00, 1193.75, 1207.00, 807304, 909925, 810953, 921020
20050214, 200503, 1207.75, 1208.50, 1204.00, 1206.25, 417612, 901245, 421353, 914449
20050215, 200503, 1206.25, 1213.50, 1205.50, 1210.75, 677146, 909608, 688062, 933078
20050216, 200503, 1210.50, 1213.50, 1203.50, 1210.50, 659402, 928300, 660431, 953092
20050217, 200503, 1210.75, 1212.00, 1200.75, 1201.00, 807624, 917567, 808053, 942230
20050218, 200503, 1201.25, 1203.75, 1197.50, 1202.25, 600297, 899449, 600943, 924316
20050222, 200503, 1203.00, 1203.25, 1184.00, 1184.75, 949859, 873563, 956892, 905095
20050223, 200503, 1185.00, 1194.00, 1183.50, 1192.75, 761306, 886962, 762210, 918857
20050224, 200503, 1192.75, 1201.50, 1188.00, 1200.75, 749925, 909218, 761889, 952610
20050225, 200503, 1200.75, 1213.25, 1199.75, 1212.00, 657702, 931592, 666897, 982491
20050228, 200503, 1212.00, 1214.75, 1198.25, 1204.00, 746263, 923939, 751561, 979970

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.

Click the button to review and complete your transaction.

Data Shipping/Transmission Info | Other Ordering Options

Exchange Contract Specifications

Contract Size: $50 times the Standard & Poor's 500 Stock Index.

Tick Size: 1 point = .01 index points = $.50.

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 

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