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E-mini S&P500 contract overview
| Contract Size | $50 x S&P 500 Index |
| Min Price Fluctuation (Tick) | 0.25 index points=$12.50 |
| Product Code | CME Globex: ES |
| Trading Hours | Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a daily maintenance period from 4:00 p.m. - 5:00 p.m. CT |
| Quarterly Contracts | Mar, Jun, Sep, Dec |
| Termination Of Trading | The 3rd Friday of the contract month |
Sample pieces of ASCII text data files
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One minute Data |
Tick-by-tick Data |
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ES01MIG,I,160909,09:36,02151.25,02151.50,02149.25,02150.00,3558,2146.75 ES01MIG,I,160909,09:37,02150.00,02150.00,02147.50,02147.75,12675,2144.50 ES01MIG,I,160909,09:38,02147.75,02148.25,02145.25,02145.50,15279,2142.25 ES01MIG,I,160909,09:39,02145.25,02147.25,02145.25,02147.00,8385,2143.75 |
ES,160909,091547,02153.50,16 ES,160909,091548,02153.50,5 ES,160909,091549,02153.25,1 ES,160909,091549,02153.50,1 |
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