Historical Intraday S&P 500 (All Sessions) Futures Data SPA (SP)
S&P 500 (All Sessions) Contract Specs:
| S&P 500 (All Sessions) (SPA) | |
| AKA: | S&P 500 (All Sessions) |
| Exchange Name: | CME on GLOBEX |
| Exchange: | GLOBEX |
| Sector: | Index |
| Tick Size: | 0.1 |
| BPV: | 250 |
| Denomination: | USD |
| Bloomberg Symbol: | |
| CSI Symbol: | SP2 |
| Ninjatrader Symbol: | SP |
Buy S&P 500 (All Sessions) Futures Data SPA (SP)
Purchase S&P 500 (All Sessions) Futures Data SPA (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.
SPA (SP) Historic Futures Data: Available
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.
Watch this video for further information >>
Please note: The free-tier offer is currently unavailable.
Special Offers
| Data Granularity | Market Replay Compatible | Indicators & Strategies Compatible | Available History | Price |
|---|---|---|---|---|
| Daily - Continuous File | no | yes | From 1987 - Current | $180 |
| Daily - Individual Files | no | yes | From 1987 - Current | $180 |
| Intraday (1 Min) - Continuous File | no | yes | From 1987 - Current | $220 |
| Intraday (1 Min) - Individual Files | no | yes | From 1987 - Current | $220 |
| Tick - Trades Only (No Bids & Asks) - Individual Files | yes | yes | From 2014 - Current | $695 |
| Tick - Level 1 - Individual Files - 1 Data Series that contains the Trade Price (i.e. Last) with the corresponding Bid & Ask on each row | yes | yes | From 2014 - Current | $895 |
| Tick - Level 1 - Individual Files - 3 Separate Data Series of Bid, Ask & Last | no | yes | From 2014 - Current | Price on application (varies with data size) |
- Portara is the approved historical data provider for NinjaTrader
- Usually tick data, especially Level 1 tick data, which contains the bids and asks, is very expensive and extremely large in size.
- To help NinjaTrader users, Portara has created highly discounted historical data sets that you can import directly into NinjaTrader without headaches. Full import step-by-step instructions are given.
Daily Data
The format is:
yyyyMMdd;open price;high price;low price;close price;volume
Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82
Intraday (1 Min) Data
The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume
Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
Tick – Trades Only (No Bids & Asks) Data
Only the historical trades (known as ‘last’ in NinjaTrader) are purchased. The data is a less expensive than Level 1 tick and also is 10 to 100x smaller in size. It is easy to manipulate and much faster to import into NinjaTrader. NOTE: If you can manage without the bids and asks in your strategy or for your ‘NinjaTrader Playback’ requirements, then this route will be best.
- NinjaTrader is now capable of using tick – trades only data for Market Replay and Playback regardless of the old note in the NinjaTrader help files saying the opposite. See the video below for details of how to do that:
- Because there are no bids and asks in Tick – Trades Only data, NinjaTrader simulates the bids and asks when in Market Replay Playback mode.
Watch the video below on how to transform your ‘historical data’ into ‘market replay’ data within NinjaTrader and then use that ‘market replay’ data in Playback:
Tick Format (with Second Granularity)
The format is:
yyyyMMdd HHmmss;price;volume
Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14
Tick Format (with Millisecond Granularity)
The format is:
yyyyMMdd HHmmss fffffff;price;volume
Sample data:
20061107 000431 1000000;1383.00;1
20061107 000456 1000000;1383.25;25
20061107 000456 2000000;1383.25;36
20061107 000537 7000000;1383.25;14
Tick – Trades Level 1 (with Bids & Asks) Data
NinjaTrader Level 1 Data
Get up and running with Portara Charts.
Install Portara Charts and setup your Intraday and Daily data with a walkthrough video of all the basics you need
NinjaTrader Tick Market Replay
Tips and Hints on its use
Roll Manager Templates Explained
Portara File Structure Fully Explained
Hints and Tips Log
Use of Roll Manager with CQG intraday data
- SPECIAL DEAL FOR NINJATRADER USERS
- As an example, ES in its raw form is 500 GB (1/2TB) in size. It would be impossible to read this into NinjaTrader due to its enormous size.
- To help, Portara will parse through the Level 1 CQG data sets, extracting the bid and ask at the time of each trade and placing it into the required NinjaTrader format.
- This means that you do not have to purchase the Level 1 data at all from us. This saves you thousands of dollars and weeks of unnecessary programming and parsing time.
You can also import historical tick data to be used with ‘Tick Replay’, which includes the current bid and ask prices associated with the last price of that tick (not to be confused with Playback “Market Replay” data which CANNOT import manually).
Tick – Including Trades Bids & Asks (with Millisecond Granularity)
synonymous with Tick Replay Format (with Millisecond Granularity)
The format is:
yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume
The algorithm for bids and asks needs to be as follows otherwise the data will NOT import in:
- Bid price must remain below or equal to trade price
- Ask price must remain above or equal to trade price.
- Portara deals with this algorithm so your data will read successfully into the NT platform.
Please email us with your requirements using the widget, contact form or email info@portaracqg.com for more information.
Common Data Misconceptions
What is daily data & Why is it important?
Format Details for S&P 500 (All Sessions) SPA (SP)
Format Details for S&P 500 (All Sessions) SPA (SP)Alternative S&P 500 (All Sessions) Symbology:
Other companies can refer to the S&P 500 (All Sessions) symbols by the following symbol names: SP2 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 (All Sessions) 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 SPA / SP futures data as individual contracts or in a continuous form.
Continuous 1 minute SPA / 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 SPA 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) 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 (All Sessions) or any other historical data types such as daily or tick, you can visit the other download tables here:
- Historical Daily Data Download Table
- Historical Intraday Data Download Table
- Historical Tick - Trades Only Data Download Table
- Historical Tick - Level 1 Data Download Table
To discuss SPA / 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.