Download Historical S&P 500 Daily Data SP (SP_)

Historical Daily S&P 500 Futures Data SP (SP_)

S&P 500 Contract Specs:

S&P 500 (SP)
AKA:S&P 500
Exchange Name:Chicago Merchantile Exchange
Exchange:CME
Sector:Index
Tick Size:0.1
BPV:250
Denomination:USD
Bloomberg Symbol:
CSI Symbol:SP
Ninjatrader Symbol:SP_
Contract Specifications SP

Buy S&P 500 Futures Data SP (SP_)

Purchase S&P 500 Futures Data SP (SP_) from PortaraCQG. Our tailored service includes your format options. ALL data is created for you by a qualified trader. We provide expert guidance if you are unsure. we will email you when your purchase has completed with roll/format options to choose from.

SP (SP_) Historic Futures Data: Available

Data TypeStart DateEnd DateSizeSample Data
Daily:1982 Apr 21Current< 50 KBDownload
Intraday:Current
Tick - Trades Only:Current
Tick - Level 1:Current
All sample data is timestamped Chicago Local (GMT-6) | Filesizes are uncompressed ascii csv

Discounted Dataset: Summer Special

Purchase daily or intraday 1 minute bar individual or continuous data here. Email for tick (trades only) and Level 1 tick data special offers

Or Subscribe To Portara Downloader

Get access to our 'historical futures and forex data cloud'. Simply ‘drag & drop’ daily, intraday, tick and level 1 quote data straight to your desktop, whenever you need it! You can format the data on the fly.

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Please note: The free-tier offer is currently unavailable.

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Award Badge Format Details for S&P 500 SP (SP_)

Alternative S&P 500 Symbology:

Other companies can refer to the S&P 500 symbols by the following symbol names: SP SP_ .

Portara and CQG provide historical intraday futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Portara's Main Data Products

S&P 500 futures data can be split into four main headings:

  • Daily data - which includes either the last price or the settlement
  • Intraday data – which includes trade volume
  • Tick data – Trades Only - which includes only trades
  • Tick data Level 1 - which includes the trades, the bid, the ask and the settle

Purchase Individual or Continuous form Data

You can purchase historical intraday SP / SP_ futures data as individual contracts or in a continuous form.

Continuous 1 minute SP / SP_ futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures SP contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

World's Only Data Supplier with FIVE DAILY Data Points

Portara’s standard S&P 500 daily futures data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

SP_ Data Granularity

Portara’s S&P 500 intraday futures data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily S&P 500 data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom S&P 500 daily futures data between only between the custom session markers you choose.

Portara provides SP_ futures tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick data samples above. Our default format timestamp is to the millisecond. S&P 500 tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis up to four times per day based on your subscription level, at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Historical S&P 500 data updates are ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

Portara's Catalogue of Historical S&P 500 Futures Data SP_

You can view other futures, forex, ETFs and fixed income symbols and commodities from the Historical Intraday Data Download Table. If you are looking for derivatives of the S&P 500 or any other historical data types such as daily or tick, you can visit the other download tables here:

To discuss SP / SP_ Futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.