Equity Index Futures · CME

E-mini S&P 500 (ES)

The benchmark US equity index future, live since 1997.

Download free sample

Tick coverage: 2010-03-15 → 2026-10-26
Bar timeframes: 8 published
Catalog updated: 2026-10-26

ES Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

ES annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free25.5 MB	4.9 MB	2.6 MB	1.2 MB	248.9 KB	137.0 KB	50.3 KB	21.7 KB
2025	29.8 MB	6.0 MB	3.2 MB	1.4 MB	302.2 KB	166.2 KB	60.7 KB	26.1 KB
2024	28.3 MB	5.9 MB	3.2 MB	1.4 MB	296.7 KB	164.7 KB	60.4 KB	26.1 KB
2023	28.2 MB	5.9 MB	3.1 MB	1.4 MB	292.5 KB	162.5 KB	60.0 KB	26.1 KB
2022	31.2 MB	6.1 MB	3.3 MB	1.5 MB	311.7 KB	169.5 KB	61.7 KB	26.2 KB
2021	28.3 MB	5.8 MB	3.1 MB	1.4 MB	290.2 KB	161.5 KB	59.7 KB	26.1 KB
2020	29.7 MB	5.9 MB	3.2 MB	1.4 MB	301.8 KB	166.0 KB	60.9 KB	26.1 KB
2019	25.5 MB	5.6 MB	3.0 MB	1.3 MB	280.2 KB	156.7 KB	59.4 KB	25.9 KB
2018	25.9 MB	5.6 MB	3.0 MB	1.3 MB	284.3 KB	158.3 KB	59.4 KB	25.9 KB
2017	20.4 MB	5.0 MB	2.7 MB	1.2 MB	257.3 KB	144.8 KB	56.8 KB	25.7 KB
2016	23.9 MB	5.4 MB	2.9 MB	1.3 MB	270.4 KB	150.6 KB	58.1 KB	25.7 KB
2015	23.6 MB	5.5 MB	2.9 MB	1.3 MB	275.0 KB	155.9 KB	58.4 KB	25.8 KB
2014	20.9 MB	5.1 MB	2.8 MB	1.2 MB	267.0 KB	152.5 KB	57.6 KB	25.7 KB
2013	21.0 MB	5.1 MB	2.8 MB	1.2 MB	267.5 KB	152.3 KB	57.4 KB	25.7 KB
2012	21.8 MB	5.2 MB	2.9 MB	1.3 MB	265.2 KB	151.5 KB	58.1 KB	26.8 KB
2011	23.6 MB	5.4 MB	2.9 MB	1.3 MB	264.6 KB	149.5 KB	55.5 KB	25.9 KB
2010	368.3 KB	180.9 KB	144.2 KB	107.2 KB	55.3 KB	42.6 KB	26.9 KB	18.8 KB

Continuous futures data (17)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

ES back-adjusted continuous files by year
Year	Size	File
2026	1.5 GB	download
2025	1.8 GB	download
2024	1.6 GB	download
2023	1.7 GB	download
2022	2.1 GB	download
2021	1.4 GB	download
2020	1.9 GB	download
2019	1.3 GB	download
2018	1.4 GB	download
2017	735.6 MB	download
2016	1.2 GB	download
2015	1.1 GB	download
2014	870.6 MB	download
2013	848.2 MB	download
2012	719.0 MB	download
2011	882.4 MB	download
2010	4.0 MB	download

All contracts (68)

ES per-contract tick datasets
Contract	Coverage	Rows	Size	File
ESZ27	2026-09 to 2026-10	8	4.2 KB	parquet
ESU27	2026-08 to 2026-10	5	6.0 KB	parquet
ESM27	2026-07 to 2026-10	39	8.6 KB	parquet
ESH27	2025-10 to 2026-10	14,978	267.7 KB	parquet
ESZ26	2025-09 to 2026-10	35,239,054	227.2 MB	parquet
ESU26	2025-07 to 2026-09	63,222,675	433.9 MB	parquet
ESM26	2025-04 to 2026-06	73,606,923	505.8 MB	parquet
ESH26	2025-01 to 2026-03	68,391,738	465.8 MB	parquet
ESU25	2024-07 to 2025-09	53,244,429	348.7 MB	parquet
ESM25	2024-02 to 2025-06	71,062,448	506.7 MB	parquet
ESZ25	2024-01 to 2025-12	73,520,268	479.5 MB	parquet
ESH25	2023-12 to 2025-03	77,250,817	509.3 MB	parquet
ESZ24	2023-09 to 2024-12	56,814,526	371.5 MB	parquet
ESU24	2023-06 to 2024-09	69,340,813	455.2 MB	parquet
ESM24	2023-03 to 2024-06	65,638,500	425.8 MB	parquet
ESH24	2022-12 to 2024-03	56,218,448	364.0 MB	parquet
ESZ23	2022-09 to 2023-12	71,378,903	455.6 MB	parquet
ESU23	2022-08 to 2023-09	59,917,030	386.8 MB	parquet
ESM23	2022-01 to 2023-06	66,481,991	442.1 MB	parquet
ESH23	2021-11 to 2023-03	71,386,783	485.8 MB	parquet
ESZ22	2021-08 to 2022-12	93,315,641	617.2 MB	parquet
ESU22	2021-06 to 2022-09	77,269,231	512.5 MB	parquet
ESM22	2021-03 to 2022-06	79,529,246	538.7 MB	parquet
ESH22	2021-01 to 2022-03	79,684,367	546.9 MB	parquet
ESZ21	2020-09 to 2021-12	58,162,749	392.8 MB	parquet
ESU21	2020-06 to 2021-09	41,254,517	279.4 MB	parquet
ESM21	2020-04 to 2021-06	51,884,279	347.4 MB	parquet
ESH21	2020-01 to 2021-03	56,232,983	383.6 MB	parquet
ESZ20	2019-10 to 2020-12	59,491,838	405.2 MB	parquet
ESU20	2019-07 to 2020-09	59,168,704	461.0 MB	parquet
ESM20	2019-03 to 2020-06	77,271,089	626.4 MB	parquet
ESH20	2019-01 to 2020-03	66,262,447	529.0 MB	parquet
ESZ19	2018-09 to 2019-12	39,258,467	317.8 MB	parquet
ESU19	2018-07 to 2019-09	44,499,867	359.5 MB	parquet
ESM19	2018-06 to 2019-06	47,623,239	382.5 MB	parquet
ESH19	2018-01 to 2019-03	45,866,208	368.6 MB	parquet
ESZ18	2017-09 to 2018-12	56,317,977	451.7 MB	parquet
ESU18	2017-07 to 2018-09	32,686,714	268.5 MB	parquet
ESM18	2017-06 to 2018-06	41,538,930	337.9 MB	parquet
ESH18	2017-01 to 2018-03	36,912,158	300.7 MB	parquet
ESZ17	2016-10 to 2017-12	20,209,423	172.0 MB	parquet
ESU17	2016-08 to 2017-09	22,815,363	191.1 MB	parquet
ESM17	2016-04 to 2017-06	25,208,585	210.3 MB	parquet
ESH17	2016-02 to 2017-03	23,012,540	191.3 MB	parquet
ESZ16	2015-09 to 2016-12	34,688,929	282.9 MB	parquet
ESU16	2015-07 to 2016-09	32,262,860	265.4 MB	parquet
ESM16	2015-04 to 2016-06	34,412,854	281.4 MB	parquet
ESH16	2015-01 to 2016-03	51,394,084	413.9 MB	parquet
ESZ15	2014-09 to 2015-12	38,975,977	318.1 MB	parquet
ESU15	2014-07 to 2015-09	37,469,952	306.4 MB	parquet
ESM15	2014-05 to 2015-06	26,251,189	217.1 MB	parquet
ESH15	2014-01 to 2015-03	32,159,609	263.8 MB	parquet
ESZ14	2013-11 to 2014-12	34,048,243	280.8 MB	parquet
ESU14	2013-11 to 2014-09	22,953,218	193.0 MB	parquet
ESM14	2013-11 to 2014-06	25,532,043	204.9 MB	parquet
ESH14	2013-11 to 2014-03	25,511,194	181.2 MB	parquet
ESZ13	2013-08 to 2013-12	25,253,790	208.0 MB	parquet
ESU13	2013-05 to 2013-09	27,253,138	225.9 MB	parquet
ESM13	2013-02 to 2013-06	31,168,098	259.8 MB	parquet
ESH13	2012-11 to 2013-03	20,129,009	172.5 MB	parquet
ESZ12	2012-08 to 2012-12	26,149,797	198.2 MB	parquet
ESU12	2012-05 to 2012-09	28,857,662	189.8 MB	parquet
ESM12	2012-02 to 2012-06	29,217,527	192.8 MB	parquet
ESH12	2011-11 to 2012-03	25,206,972	169.0 MB	parquet
ESZ11	2011-08 to 2011-12	46,811,132	296.3 MB	parquet
ESU11	2011-02 to 2011-09	40,114,563	259.6 MB	parquet
ESM11	2010-06 to 2011-06	24,983,307	168.9 MB	parquet
ESH11	2010-03 to 2011-03	18,176,388	124.8 MB	parquet

Latest 20 rolls

Latest 20 of 63 rolls. Download the full JSON ledger.

ES latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-14	ESU26-CME	ESZ26-CME	67.75	737,362	849,992
2026-06-15	ESM26-CME	ESU26-CME	65.5	579,431	923,610
2026-03-16	ESH26-CME	ESM26-CME	50.5	798,814	1,055,280
2025-12-15	ESZ25-CME	ESH26-CME	57.5	590,475	975,303
2025-09-15	ESU25-CME	ESZ25-CME	57.5	433,344	698,737
2025-06-16	ESM25-CME	ESU25-CME	53.5	541,682	757,791
2025-03-17	ESH25-CME	ESM25-CME	51.75	733,278	813,234
2024-12-16	ESZ24-CME	ESH25-CME	72.75	451,208	754,546
2024-09-16	ESU24-CME	ESZ24-CME	61	461,273	645,285
2024-06-17	ESM24-CME	ESU24-CME	67.75	443,865	1,027,582
2024-03-11	ESH24-CME	ESM24-CME	62.75	715,550	1,117,906
2023-12-11	ESZ23-CME	ESH24-CME	52.75	467,706	1,023,513
2023-09-11	ESU23-CME	ESZ23-CME	49.5	555,107	911,542
2023-06-12	ESM23-CME	ESU23-CME	44.75	529,040	1,142,972
2023-03-13	ESH23-CME	ESM23-CME	32.25	1,602,118	2,375,643
2022-12-12	ESZ22-CME	ESH23-CME	33	518,090	1,094,261
2022-09-12	ESU22-CME	ESZ22-CME	18.75	642,781	1,472,689
2022-06-13	ESM22-CME	ESU22-CME	3	1,125,092	2,169,513
2022-03-11	ESH22-CME	ESM22-CME	-9.25	901,650	986,463
2021-12-10	ESZ21-CME	ESH22-CME	-7.25	862,388	991,731

ES Instrument specifications

Exchange: CME
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 0.25
Point value: 50.00 USD

Methodology

Per-contract, continuous and bar files are derived datasets. Continuous datasets join contracts with documented rolls and additive adjustments; bars aggregate ticks into OHLCV.

Read the schemas, timeframe rules and HTTP documentation.

ES Quick start

View Python example

curl -LO https://historicalfuturesdata.com/ES/bars/10s/cme.es.bars.10s.2026.parquet

import pandas as pd
df = pd.read_parquet("cme.es.bars.10s.2026.parquet")

import polars as pl
df = pl.read_parquet("cme.es.bars.10s.2026.parquet")

Frequently asked questions about ES historical data

What period does ES cover?

2010-03-15 → 2026-10-26. This range comes from the current instrument catalog.

Which ES timeframes are published?

10s, 1m, 2m, 5m, 30m, 1h, 4h, 1D. The bars table lists each available annual download.

How do I get a ES sample?

Download cme.es.bars.10s.2026.parquet using the free sample button. No account or API key is needed for this 10-second sample.