Hi all,

CME only displays a drop down for downloading their data for the last 5 days, from this page:
https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_volume_voi.html?optid=133&optionProductId=138#tradeDate=20150922&optionProductId=138

With a bit of creative URL editing I managed to download up to the 20th August, however, after that the downloads turn up empty. I assume they archive the database after one month.

Would anyone happen to download the file on a daily basis be kind enough to share it with me? 20th August was when the market started its correction which meant that I was literally 1 or 2 data points away from making an analysis relevant. I would like at least up to the August 1st, if not further back.

I assume I would not be the only one who is curious what happened a few days before the left side of this chart; I know I am.

Euro session ES B/O & Range Fading with Volume Profile & Jigsaw T&S I managed to do a bit of URL editing and got a months worth of data, back to the 20th from the CME. Unfortunately, this was literally the day the market started its correction and if I had gotten just a week or more's worth of data before this that …

Cheers

I don't have it broken down by each contract month but I do have totals for all months combined for last 3 years.

Appreciate it, thanks

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You can get individual months here.

The combined might work better for ES, though, since it's so front-month loaded (the file Ron uploaded) ... just depends on your trading style and research needs.

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"http://www.barchart.com/historicaldata.php?sym=&view=historicalfiles&txtDate="

(it's free but you have to register for this particular feature)