E-mini S&P 500 (ES) Futures Historical Data
Historical data for E-mini S&P 500 futures (ES, CME): 88 individual contracts with daily bars since June 21, 2007, a back-adjusted continuous series since January 2, 2008, and intraday bars at 1-minute, 5-minute, 15-minute, 30-minute and hourly resolution. Download as CSV, JSON or Parquet, or pull it into Python with one line.
Free: the last 30 days of daily ES bars. Every bar size and full history: $29 one-time, with no API call limit.
ES futures data coverage
| Market | E-mini S&P 500 (ES), CME, Equity Index |
|---|---|
| Daily bars | June 21, 2007 to October 19, 2026, every contract: open, high, low, close, volume, open interest |
| Contracts | 88 individual ES contracts |
| Continuous series | Since January 2, 2008; back-adjusted or unadjusted, with the roll calendar |
| Intraday bars | 1-minute, 5-minute, 15-minute, 30-minute and hourly since August 8, 2007; timestamps are bar start in US Eastern time |
Download ES futures historical data in Python
import finzdata as fd
c = fd.Client()
daily = c.futures("ES", continuous=True) # back-adjusted continuous ES
bars = c.futures("ES", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")
REST: /v1/futures/daily?root=ES&continuous=true and /v1/futures/bars?root=ES&interval=5min.
ES futures data: questions
How far back does ES futures historical data go?
Daily bars for E-mini S&P 500 (ES) contracts start on June 21, 2007; intraday bars start on August 8, 2007.
Does FinzData have a continuous ES futures series?
Yes. The ES continuous series starts on January 2, 2008, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.
Can I download ES 1-minute futures data?
Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly ES bars come with the $29 one-market purchase or Futures Complete ($295).
How much does ES futures data cost?
The last 30 days of daily ES bars are free. Full ES history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.
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