Historical S&P 500 Futures Data (SPA)

Historical Intraday S&P 500 Futures Data (SPA)

Contract Specs:

S&P 500 (SPA)
Contract Size: 250 X S&P 500 Index
Exchange: GLOBEX
Sector: Index
Tick Size: 0.1
Tick Value: 25 USD
BPV: 250
Denomination: USD
Decimal Place: 1

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1982 Apr 21 Current Download
Intraday: 1987 Sep 01 Current Download
Tick – Trades Only: 1987 Sep 01 Current Download
Tick – Level 1:

S&P 500 Facts

The S&P 500 (SPA) and its derivatives e.g. E-Mini S&P 500 (ES/EP), Micro E-Mini S&P 500 (MES) 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 the highest performing stocks:

  • Apple Inc.
  • Microsoft Corporation
  • Amazon Inc.
  • Tesla Inc.
  • Alphabet Inc.
  • Berkshire Hathaway Inc.
  • United Health Group
  • Johnson & Johnson
  • Exxon Mobil Corporation
  • Meta Platforms Inc.
  • NVIDIA Corporation

The S&P 500 trades on an open pit system. The smaller E-Mini S&P 500 however, uses an electronic trading system Many Hedge funds and traders often choose to trade on the E-mini S&P 500 as the electronic system has no delay, when compared to the pit system.

Sources: CME Group, Wikipedia, Slickcharts

Historical S&P 500 Futures Data – Format Details

Portara provides historical S&P 500 intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

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

  • Daily S&P 500 futures data – which includes either the last price or the settlement
  • Intraday S&P 500 futures data – which includes trade volume
  • Tick S&P 500 futures data – which can include the bid, ask and settle

You can purchase historical 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 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 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 S&P 500 tick data in ‘Trades Only’ form. Download S&P 500 sample tick 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.

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 S&P 500 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:

To discuss historical 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.