S&P 500 Historical Data

[cyb]

Looking for a source of historical futures data on the S&P 500 (ES) Emini contract? To help train my model, the related index and PREM would also be helpful.

 

[kipptrader]

Try these links for S&P futures (ES) or S&P Index (SP):

https://www.cqgdatafactory.com/?page=search (use F.US.EP)
http://pitrading.com/historical_data.htm (under market)
http://www.tickdata.com/ (under futures or indicies)

The PREM indicator was a little difficult to find, but try the 2nd link above.

 

[cyb]

Try these links for S&P futures (ES) or S&P Index (SP):

https://www.cqgdatafactory.com/?page=search (use F.US.EP)
Pi Trading - Historical Intraday Data (under market)
Historical Intraday Tick by Tick Data | Stock Market Data | Historical Futures, Equities, Index and Options Data (under futures or indicies)

The PREM indicator was a little difficult to find, but try the 2nd link above.

kipp,

Thanks for the help. I took your recommendation and ordered the market dvd. I'm just getting back to my testing after a long hiatus.