MES Micro E-mini S&P 500 Historical Data.
Tick data, bars from 10 seconds to one day, continuous series and roll ledgers.
Tick size 0.25 · point value 5.00 USD · anchor MESZ26-CME
MES Historical Tick Data and 10-Second Bars
Tick trades plus eight OHLCV timeframes. Download by year.
| TF | Resolution | Rows | Size | Download by year |
|---|---|---|---|---|
| 10s | 10 seconds | 14.8M | 213.5 MB | |
| 1m | 1 minute | 2.6M | 43.1 MB | |
| 2m | 2 minutes | 1.3M | 22.9 MB | |
| 5m | 5 minutes | 527K | 10.2 MB | |
| 30m | 30 minutes | 88K | 2.1 MB | |
| 1h | 1 hour | 44K | 1.2 MB | |
| 4h | 4 hours | 12K | 450.6 KB | |
| 1D | 1 day | 2K | 195.5 KB |
MES Continuous Futures Data
Back-adjusted yearly series with raw price and roll adjustment.
MES Historical Contract Data
Raw per-contract tick Parquet files.
All contracts (35)
| Contract | Coverage | Rows | Size | File |
|---|---|---|---|---|
| MESZ7 | 2026-10 to 2026-10 | 1 | 2.2 KB | parquet |
| MESU7 | 2026-08 to 2026-09 | 42 | 4.9 KB | parquet |
| MESM7 | 2026-03 to 2026-10 | 184 | 19.3 KB | parquet |
| MESH7 | 2026-01 to 2026-10 | 21,304 | 398.3 KB | parquet |
| MESZ6 | 2025-09 to 2026-10 | 13,997,282 | 119.5 MB | parquet |
| MESU6 | 2025-07 to 2026-09 | 40,334,396 | 349.5 MB | parquet |
| MESM6 | 2025-04 to 2026-06 | 53,933,864 | 450.5 MB | parquet |
| MESH6 | 2024-12 to 2026-03 | 47,944,123 | 401.0 MB | parquet |
| MESZ5 | 2024-11 to 2025-12 | 42,645,742 | 358.5 MB | parquet |
| MESU5 | 2024-06 to 2025-09 | 29,974,703 | 258.9 MB | parquet |
| MESM5 | 2024-04 to 2025-06 | 61,722,420 | 518.1 MB | parquet |
| MESH5 | 2023-12 to 2025-03 | 43,846,291 | 365.8 MB | parquet |
| MESZ4 | 2023-09 to 2024-12 | 28,012,383 | 240.2 MB | parquet |
| MESU4 | 2023-07 to 2024-09 | 34,571,981 | 295.0 MB | parquet |
| MESM4 | 2023-03 to 2024-06 | 29,125,372 | 252.1 MB | parquet |
| MESH4 | 2023-01 to 2024-03 | 23,707,799 | 203.5 MB | parquet |
| MESZ3 | 2022-09 to 2023-12 | 29,646,186 | 251.7 MB | parquet |
| MESU3 | 2022-07 to 2023-09 | 24,838,362 | 214.8 MB | parquet |
| MESM3 | 2022-03 to 2023-06 | 32,029,168 | 274.1 MB | parquet |
| MESH3 | 2022-01 to 2023-03 | 43,800,921 | 359.2 MB | parquet |
| MESZ2 | 2021-11 to 2022-12 | 57,520,038 | 460.5 MB | parquet |
| MESU2 | 2021-08 to 2022-09 | 48,085,140 | 381.1 MB | parquet |
| MESM2 | 2021-03 to 2022-06 | 54,032,974 | 429.0 MB | parquet |
| MESH2 | 2020-12 to 2022-03 | 54,467,730 | 426.9 MB | parquet |
| MESZ1 | 2020-10 to 2021-12 | 33,371,366 | 262.2 MB | parquet |
| MESU1 | 2020-08 to 2021-09 | 21,664,828 | 171.4 MB | parquet |
| MESM1 | 2020-04 to 2021-06 | 27,854,655 | 218.9 MB | parquet |
| MESH1 | 2020-01 to 2021-03 | 31,373,889 | 251.1 MB | parquet |
| MESZ0 | 2019-10 to 2020-12 | 32,540,205 | 263.3 MB | parquet |
| MESU0 | 2019-08 to 2020-09 | 29,900,510 | 255.0 MB | parquet |
| MESH0 | 2019-07 to 2020-03 | 18,953,735 | 164.8 MB | parquet |
| MESM0 | 2019-05 to 2020-06 | 36,294,560 | 315.7 MB | parquet |
| MESZ9 | 2019-05 to 2019-12 | 8,867,440 | 81.9 MB | parquet |
| MESU9 | 2019-05 to 2019-09 | 10,144,843 | 93.3 MB | parquet |
| MESM9 | 2019-05 to 2019-06 | 3,166,647 | 31.3 MB | parquet |
MES Futures Roll Ledger
Every switch date, reference price and adjustment.
Latest 20 of 30 rolls. Download the full JSON ledger.
Latest 20 rolls
| Session | From | To | Diff | Old volume | New volume |
|---|---|---|---|---|---|
| 2026-09-14 | MESU26-CME | MESZ26-CME | 68.25 | 433,126 | 635,151 |
| 2026-06-15 | MESM26-CME | MESU26-CME | 65 | 433,116 | 835,710 |
| 2026-03-16 | MESH26-CME | MESM26-CME | 51 | 978,032 | 1,134,622 |
| 2025-12-15 | MESZ25-CME | MESH26-CME | 57.75 | 521,110 | 942,677 |
| 2025-09-15 | MESU25-CME | MESZ25-CME | 57.75 | 247,958 | 524,112 |
| 2025-06-16 | MESM25-CME | MESU25-CME | 53.25 | 373,007 | 662,704 |
| 2025-03-17 | MESH25-CME | MESM25-CME | 52.5 | 719,211 | 1,082,110 |
| 2024-12-16 | MESZ24-CME | MESH25-CME | 72.75 | 244,117 | 391,833 |
| 2024-09-16 | MESU24-CME | MESZ24-CME | 60.75 | 327,879 | 542,097 |
| 2024-06-17 | MESM24-CME | MESU24-CME | 67.5 | 196,088 | 690,852 |
| 2024-03-11 | MESH24-CME | MESM24-CME | 62.75 | 381,127 | 700,237 |
| 2023-12-11 | MESZ23-CME | MESH24-CME | 52 | 248,735 | 546,643 |
| 2023-09-11 | MESU23-CME | MESZ23-CME | 49.5 | 328,911 | 625,262 |
| 2023-06-12 | MESM23-CME | MESU23-CME | 44.5 | 210,550 | 618,641 |
| 2023-03-13 | MESH23-CME | MESM23-CME | 30.75 | 984,189 | 1,837,956 |
| 2022-12-12 | MESZ22-CME | MESH23-CME | 32.75 | 315,044 | 690,834 |
| 2022-09-12 | MESU22-CME | MESZ22-CME | 18.25 | 440,975 | 983,504 |
| 2022-06-10 | MESM22-CME | MESU22-CME | 1.25 | 863,607 | 946,461 |
| 2022-03-11 | MESH22-CME | MESM22-CME | -11.25 | 547,362 | 803,484 |
| 2021-12-10 | MESZ21-CME | MESH22-CME | -8.25 | 280,513 | 614,548 |