Historical Intraday Micro E-Mini S&P 500 Futures Data (MES)
|Micro E-Mini S&P 500 (MES)|
|Contract Size:||$5 X S&P 500 Index|
|Tick Value:||1.25 USD|
Micro E-Mini S&P 500 Facts
The Micro E-Mini S&P 500 (MES) is a derivative of the S&P 500. The S&P 500 is a market-capitalization weighted index which tracks the largest companies of the U.S. economy, and is a strong indicator of the U.S. stock market’s overall health. There are 500 companies which are listed on the S&P 500, below is a small list of miscellaneous stocks:
- Pfizer Inc.
- Mastercard Inc.
- Costco Wholesale Corporation
- Walmart Inc.
- Adobe Inc.
- Wells Fargo & Company
- AT&T Inc.
- Netflix Inc.
- Intel Corporation
- Walt Disney Company
- McDonald’s Corporation
The Micro E-Mini S&P 500 is the same as the regular S&P 500, but with a smaller contract size. A smaller contract allows small trades to invest without a large amount of money, this also helps to reduce the amount of risk that a small trader would experience than if they were to invest into the regular S&P 500.
Historical Micro E-Mini S&P 500 Futures Data – Format Details
Portara provides historical Micro E-Mini S&P 500 intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.
Micro E-Mini S&P 500 futures data can be split into three main headings:
- Daily MES futures data – which includes either the last price or the settlement
- Intraday MES futures data – which includes trade volume
- Tick MES futures data – which can include the bid, ask and settle
You can purchase historical Micro E-Mini S&P 500 intraday 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 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 historical Micro S&P 500 daily 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 historical Micro S&P 500 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 futures data between only between the custom session markers you choose.
Portara provides MES tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download MES sample data 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.
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 MES futures 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 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:
- Historical Daily Data Download Table
- Historical Tick – Trades Only Data Download Table
- Historical Tick – Level 1 Data Download Table
To discuss historical Micro E-Mini S&P 500 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.