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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)
S & P 500 Historical Data
December 2006 Contract - Daily
Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20061101, 200612, 1386.00, 1386.90, 1370.90, 1372.90, 39375, 598507, 44329, 622521
20061102, 200612, 1368.50, 1373.50, 1367.30, 1371.30, 28609, 599874, 30278, 625304
20061103, 200612, 1376.00, 1377.20, 1365.60, 1368.50, 22504, 599776, 22955, 626339
20061106, 200612, 1372.80, 1386.30, 1372.60, 1383.80, 28246, 600096, 31951, 628859
20061107, 200612, 1385.20, 1393.00, 1383.30, 1389.00, 24821, 598729, 27727, 628889
20061108, 200612, 1382.50, 1393.00, 1380.40, 1391.60, 27239, 594426, 29972, 627014
20061109, 200612, 1392.50, 1393.50, 1381.20, 1384.00, 26932, 592602, 30952, 628600
20061110, 200612, 1383.50, 1385.50, 1379.50, 1384.80, 21423, 593202, 24250, 631475
20061113, 200612, 1384.00, 1392.20, 1382.60, 1388.00, 21960, 592399, 23057, 631500
20061114, 200612, 1391.20, 1399.20, 1383.00, 1397.70, 36650, 589556, 42653, 633686
20061115, 200612, 1397.00, 1405.60, 1396.50, 1401.50, 27918, 588382, 30954, 634098
20061116, 200612, 1405.50, 1407.80, 1402.00, 1405.10, 25969, 590552, 27727, 638883
20061117, 200612, 1400.20, 1405.20, 1398.20, 1404.80, 29071, 592104, 32096, 642019
20061120, 200612, 1403.30, 1407.90, 1401.30, 1405.30, 30231, 594528, 34304, 648150
20061121, 200612, 1405.00, 1406.40, 1402.80, 1406.20, 26830, 586942, 38669, 650665
20061122, 200612, 1407.00, 1411.00, 1404.80, 1408.40, 20330, 583596, 24698, 649897
20061124, 200612, 1401.60, 1407.80, 1401.30, 1402.90, 14365, 581269, 15550, 648012
20061127, 200612, 1402.00, 1402.50, 1383.00, 1383.60, 53662, 570624, 85247, 658387
20061128, 200612, 1381.20, 1390.30, 1380.00, 1388.60, 47906, 559707, 64343, 660383
20061129, 200612, 1392.80, 1403.50, 1392.30, 1402.20, 55542, 548639, 76944, 662870
20061130, 200612, 1402.50, 1408.50, 1395.70, 1402.90, 61972, 541207, 91380, 672542
Chicago Mercantile Exchange (CME)
S & P 500 Historical Data
2004 Cash - Daily
Date, Open, High, Low, Close, Futures Total Vol, Futures Total OI
20041001, 1114.60, 1131.65, 1114.60, 1131.50, 45434, 623388
20041004, 1131.50, 1140.15, 1131.50, 1135.15, 33688, 624344
20041005, 1135.15, 1137.85, 1132.05, 1134.50, 22365, 626035
20041006, 1134.50, 1142.05, 1132.95, 1142.05, 25841, 625749
20041007, 1142.05, 1142.05, 1130.50, 1130.65, 28882, 621747
20041008, 1130.65, 1132.90, 1120.20, 1122.15, 32894, 624103
20041011, 1122.15, 1126.20, 1122.15, 1124.40, 16893, 624264
20041012, 1124.40, 1124.40, 1115.75, 1121.85, 35685, 627998
20041013, 1121.85, 1127.00, 1109.65, 1113.65, 40192, 629245
20041014, 1113.65, 1114.95, 1102.05, 1103.30, 36651, 629409
20041015, 1103.30, 1113.15, 1102.15, 1108.20, 41730, 636544
20041018, 1108.20, 1114.45, 1103.35, 1114.00, 33931, 640618
20041019, 1114.00, 1117.95, 1103.15, 1103.25, 40761, 645423
20041020, 1103.25, 1104.10, 1094.25, 1103.65, 39450, 644583
20041021, 1103.65, 1108.85, 1098.45, 1106.50, 39040, 645630
20041022, 1106.50, 1108.15, 1095.45, 1095.75, 32381, 644991
20041025, 1095.75, 1096.80, 1090.30, 1094.80, 36364, 646802
20041026, 1094.80, 1111.10, 1094.80, 1111.10, 46284, 650913
20041027, 1111.10, 1126.30, 1107.45, 1125.40, 55242, 654505
20041028, 1125.35, 1130.65, 1120.60, 1127.45, 34393, 652242
20041029, 1127.45, 1131.40, 1124.60, 1130.20, 40230, 649348
CME and Chicago Mercantile Exchange are registered trademarks of the CME
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Data Notes
Beginning
November 1st, 1997 the contract size changed from $500 X Index to $250
X Index.
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.
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Data Shipping/Transmission Info | Other Ordering Options
Exchange Contract Specifications
Contract Size: $250 times the Standard & Poor's 500 Stock Price Index.
Tick Size: 1 point = .01 index points = $2.50.
Price Quote: US Dollars per point.
Active Contract Months: Mar, Jun, Sep, Dec.
Last Trading Day: The business day immediately preceding the day of determination of the Final Settlement Price (normally, the Thursday prior to the 3rd Friday of the contract month).
Trading Hours: 8:30 a.m.-3:15 p.m Central Time.
Daily Price Limit: Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session.
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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