Historical Index-S&P Midcap 400 E-Mini Intraday Data (EMD)

Historical Intraday Index-S&P Midcap 400 E-Mini Data

Contract Specs:

Index-S&P Midcap 400 E-mini (EMD)
Exchange: EMiniCME
Sector: Index
Tick Size: 0.1
Tick Value: 10 USD
BPV: 100
Denomination: USD
Decimal Place: 1

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 2002 Jan 28 Current Download
Intraday: 2002 Jan 28 Current Download
Tick – Trades Only: 2002 Jan 28 Current Download
Tick – Level 1: 2002 Jan 28 Current Download

Index-S&P Midcap 400 E-mini Facts

The S&P MidCap 400 is a value-weighted index that provides investors with a benchmark for mid-sized companies from all major industries.

the S&P 400 is calculated based on market capitalization. To be considered for the index, a stock needs to have a market cap between $1.6 and $6.8 billion.

Listed below are some of the companies on the E-Mini S&P Midcap 400:

  • AECOM
  • American Campus Communities
  • AutoNation
  • Cable One
  • Crocs
  • Dick’s Sporting Goods
  • GameStop
  • Harley-Davidson
  • Mattel
  • Papa John’s International

Sources: CME Group, Stocks to Trade, Wikipedia

Historical Index-S&P Midcap 400 E-Mini Futures Data – Format Details

Portara provides historical Index-S&P Midcap 400 E-Mini intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Index-S&P Midcap 400 E-Mini futures data can be split into three main headings:

  • Daily futures data – which includes either the last price or the settlement
  • Intraday futures data – which includes trade volume
  • Tick data – which can include the bid, ask and settle

You can purchase historical E-Mini S&P 400 Midcap Index data as individual contracts or in a continuous form.

Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each Index-S&P Midcap 400 E-Mini futures 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.

Portara’s standard daily E-Mini S&P Midcap 400 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.

Portara’s Index-S&P Midcap 400 E-Mini intraday 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 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 daily Index-S&P Midcap 400 E-Mini data between only between the custom session markers you choose.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the Index-S&P Midcap 400 E-Mini tick data samples above. Our default format timestamp is to the millisecond. S&P 400 Midcap E-Mini index 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 four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your historical data, along with compression, roll and custom formatting features on CQG deep history databases. Historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other historical intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical Index-S&P Midcap 400 E-Mini intraday 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.