Historical Tick – Trades Only E Mini S&P Futures Data EP (ES)
E Mini S&P Contract Specs:
| E Mini S&P (EP) | |
| AKA: | E Mini S&P |
| Exchange Name: | CME E Mini |
| Exchange: | EMiniCME |
| Sector: | Index |
| Tick Size: | 0.25 |
| BPV: | 50 |
| Denomination: | USD |
| Bloomberg Symbol: | ES Index |
| CSI Symbol: | ES |
| Exchange Symbol: | ES |
| IQFeed Symbol: | @ES |
| Ninjatrader Symbol: | ES |
| Pinnacle Symbol: | ES |
| Sierra Chart Symbol: | ES-CME |
| TradeStation Symbol: | ES |
Buy E Mini S&P Futures Data EP (ES)
Purchase E Mini S&P Futures Data EP (ES) 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.
EP (ES) Historic Futures Data: Available
| Data Type | Start Date | End Date | Size | Sample Data |
| Daily: | 1997 Sep 09 | Current | 2.1 MB | 📈 Download |
| Intraday: | 1997 Sep 08 | Current | 557.6 MB | 📈 Download |
| Tick – Trades Only: | 1997 Sep 09 | Current | 119.4 GB | 📈 Download |
| Tick – Level 1: | 1997 Sep 08 | Current | 828.9 GB | 📈 Download |
Full-history size of E Mini S&P (EP) data from Portara, to the current date, as uncompressed CSV text: daily 2.1 MB from 1997 Sep 09; 1-minute intraday 557.6 MB from 1997 Sep 08; tick trades-only 119.4 GB from 1997 Sep 09; tick Level 1 (bids, asks and trades) 828.9 GB from 1997 Sep 08. Sizes are indicative and refreshed monthly. Use the Data Size Calculator further down this page for any year range.
See also: all historical tick trades-only markets · view the EP sample in any timezone · when EP volume and open interest begin.
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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 >>
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Times default to Chicago local, as recorded. Pick a timezone to convert both the chart and the download — conversion changes only the timestamps, every other value passes through untouched.
Sample data chart · hover for values · drag to pan · zoom with the mouse wheel or the −/+ buttons · double-click to reset
E Mini S&P EP Tick Trades-Only Data Formats
Choose a data form to see the format choices available for it.
Once payment is in, we will send across final formatting options for you to choose from and then add you to our jobs list for processing. See below for what questions we will ask.
One-off data dump:
- Delivery Months: HMUZ (Mar, Jun, Sep, Dec)
- Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
- Filename: Discrete names created from the symbol root, the year and delivery month code, one contract per file. For example EP2026H is the March 2026 contract for E Mini S&P. Where a contract is large it is split into a series of discrete, sequential files with a numbered suffix, EP2026H_001.txt, EP2026H_002.txt... etc based on the size of your data. Openable in notepad or similar. Windows/Mac/Linux compatible.
- Filename Alternatives: Choose from the following if you require compatibility elsewhere: Exchange: ES · Bloomberg: ES Index · CSI: ES · IQFeed: @ES · NinjaTrader: ES · Pinnacle: ES · Sierra Chart: ES-CME · TradeStation: ES
- Column Order: timestamp, price, volume
- Timezone: Exchange Time, US Central Time (Chicago, UTC-6 / -5 DST). Or choose a custom timezone such as UTC
- Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
- Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
- No Aggregation: All pure tick data is per-event with no aggregation.
- Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.
During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.
One-off data dump:
- Continuous data: Do you want backadjusted or zero adjusted data? Please let us know. If you are unsure, please read our deep dive on how to create continuous futures data, which explains the different methods.
- Roll: 3 days before expiry is a good sweetspot for EP
- Roll Basis: Roll based on settlement price. (Highly unusual based on last price, but we can do it)
- Delivery Months: HMUZ (Mar, Jun, Sep, Dec)
- Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
- Filename: A series of discrete, sequential files called EP.txt or EP_001.txt, EP_002.txt... etc based on the size of your data openable in notepad or similar. Windows/Mac/Linux compatible.
- Filename Alternatives: Choose from the following if you require compatibility elsewhere: Exchange: ES · Bloomberg: ES Index · CSI: ES · IQFeed: @ES · NinjaTrader: ES · Pinnacle: ES · Sierra Chart: ES-CME · TradeStation: ES
- Column Order: timestamp, price, volume
- Timezone: Exchange Time, US Central Time (Chicago, UTC-6 / -5 DST). Or choose a custom timezone such as UTC
- Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
- Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
- No Aggregation: All pure tick data is per-event with no aggregation.
- Roll Logs: we will include a full roll log showing rolls close-to-close the calendar days and the adjustments so you can follow through the logic.
- Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.
During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.
The Process of Placing an Order
Portara is a ‘tailored service’ i.e. your request will be processed manually to your custom requirements.
If you wish to proceed, send us an email using the ‘Contact Portara’ widget on this page, or alternatively use the Contact Form under ‘Contact Us’. When you are happy, we will send out a payment request for settlement. Once payment is in, we will send across final formatting options (above) for you to choose from and then add you to our jobs list for processing.
We will guide you through the final formatting options and provide defaults for you to accept or make changes to.
Once the data is ready, we will send across your personal link for you to download the data. Usually, data is ready within 24hrs.
Portara discusses the E Mini S&P EP (ES)
Portara discusses the E Mini S&P EP (ES)It’s no secret that the stock market has been on a roller coaster ride this year. Some days are down, some days are up, and it seems like anything can happen at any time. For those of us who trade or work in the financial industry, it can be tough to keep up with all the changes. But one thing that hasn’t changed is the importance of following the S&P 500 index (ES Futures).
E-mini S&P 500 Futures and Contracts
E-mini S&P 500 futures are one of the most popular financial instruments for traders, offering precise access to the direction of the wider S&P 500 Index. If the spx futures move in the anticipated direction, then traders stand to reap large rewards from their corresponding position in contract size. These e-mini contracts allow speculative traders to capitalize on smaller size positions without having to put up as much equity and risk as regular spx contracts. In addition, they have all the same features that standard spx options can offer, including liquidity and leverage so that you can maximize your profitability potential over a short period of time.
The Benefits of Trading ES Futures
Trading ES futures can provide investors with a number of favorable outcomes. For example, given that ES futures trade close to the S&P 500 return, investors can enjoy nearly the same returns as investing directly in the S&P 500 index. An added benefit is that the stock price has less of an impact when trading these futures, meaning any swings due to daily news or other fluctuations won’t have a necessarily noticeable effect on their investments. As such, trading ES futures offers investors a simple and effective way to invest without having to constantly monitor their investment portfolio as they would with traditional stock market investments.
How to Get Started Trading ES Futures
If you are interested in how to get started trading ES futures, you need a comprehensive understanding of how the ES Futures market works and how prices move. That is why it’s critical to familiarize yourself with both a fundamental and technical analysis of the underlying market as well as an analysis of the ES futures chart before you start trading. Carefully study how certain news events and trade dialogues create price movements around specific levels on the chart. Learn how stop losses, take profit points, entry points, risk management strategies, and proper money-management plan can protect your capital from market turbulence. With a sound knowledge of how the market operates and insight into how each investment can impact your overall portfolio, you’re ready to begin trading ES Futures with confidence.
The Risks of Trading ES Futures
Trading ES futures involves a level of risk that is not present when trading stocks. Before entering this market, individuals should be aware of the s&p 500 sectors and the potential returns associated with their investment. Knowing when the futures market is open can also be important – given that the price of a futures contract changes over different market hours. Academic research has shown that following a few fundamental principles greatly reduces the risks involved in trading ES futures. It is therefore advised for individuals to educate themselves on these principles before investing any money.
What Companies are in the S&P 500 Index?
The S&P 500 Index is a benchmark for companies in the United States, boasting the top 501 companies based on capitalization and liquidity. This list of companies is regularly monitored; companies are added to or removed from the index as needed. Some companies make their way onto the list for their sheer size, like Amazon and Microsoft, while others are added for specific industry relevance, such as Abbott Laboratories in healthcare or Ford Motors within automotive. Each company included in the S&P 500 has been carefully chosen to ensure accuracy and relevance; The S&P 500 companies list contains some of the most successful organizations from across all sectors which makes it an excellent place to look when researching investment opportunities. When looking into companies that could potentially be part of your portfolio, consider starting your research with those found on the S&P 500 companies list.
Derivatives of the S&P 500
The S&P 500 index has two derivatives:
These derivatives are smaller in size, which make it easier and more affordable for smaller investors start trading the index.
Why Invest in the S&P 500 Index Funds/ETFs
Investing in e-mini S&P 500 index funds/ETFs is an attractive option for many investors, given the unparalleled opportunities for long-term growth and diversity. e-mini S&P (ES) and S&P 500 (SPX) futures offer investors high liquidity, relatively low fees, and access to a wide range of stocks representing the largest corporations in the U.S. This means minimizing your risk while maximizing potential gains. Furthermore, e-mini S&P 500 index funds/ETFs provide numerous advantages when compared to other investments, particularly with their tax efficiency and relative ease of investing through exchange-traded funds (ETFs). Ultimately, e-mini S&P 500 index funds/ETFs are sound investments that can help you establish significant wealth over time.
Investing in the S&P 500 index is a smart way to get exposure to large, stable companies that have a history of weathering economic storms. While there are some risks associated with trading ES futures, these can be mitigated by working with an experienced broker and using stop-loss orders. If you’re interested in researching ES futures, reach out to us at Portara for more information. We can help you get started with data and resources you need to make informed decisions about your investments.

Common Data Misconceptions

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Format Details for E Mini S&P EP (ES)
Alternative E Mini S&P Symbology:
Other companies can refer to the E Mini S&P symbols by the following symbol names: ES ES ESA Index.
Portara and CQG provide historical intraday futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.
Portara’s Main Data Products
E Mini S&P 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 EP / ES futures data as individual contracts or in a continuous form.
Continuous 1 minute EP / ES futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures EP 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 E Mini S&P 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.
ES Data Granularity
Portara’s E Mini S&P 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 E Mini S&P 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 E Mini S&P daily futures data between only between the custom session markers you choose.
Portara provides ES 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. E Mini S&P 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 E Mini S&P 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 E Mini S&P Futures Data ES
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 E Mini S&P 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 EP / ES 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.