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Historical Intraday Micro E-Mini S&P 500 Futures (MES) Data

Micro E-Mini S&P 500 Futures (MES) Datasets

Frequency
Start Date End Date
Intraday Bars
5-May-2019
5-Dec-2022
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Data is updated daily and all customers receive 1 month of free updates (thereafter, an annual subscription of $59.95 is required for the updates)


This dataset contains both a continuous data series and individual futures contracts in 1-minute, 5-minute, 30-minute and 1-hour timeframes.


Continuous data is from 5-May-2019 , Individual contracts start with MESH20 (March 2020)

The continuous series is created by chaining together front-month contracts and rolling to the next month on the final day of the contract. Prices are also back-adjusted (ie adjusted for the price differential on the roll date).

This Dataset is Available in the below Bundles :

Our intraday data and tick data are sourced direct from major exchanges and tested for completeness and consistency. The files are in comma-separated (csv) format, zipped and available for immediate download
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