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Date/Time: Sat, 27 Apr 2024 20:51:20 +0000



Post From: CME (ES) historical intraday data goes back to 2011, not 2008 as expected

[2021-05-07 12:48:41]
ChrisH - Posts: 10
Hello,

I was wanting to get ES historical intraday (1 minute) data going back to 2008 but can only get back to 2011. I tried changing storage unit to 1 minute with no difference.

Documentation states:
Tick by tick data for futures contracts on the CME/NYMEX/COMEX/CBOT begins at 2011. Prior to this the CME/NYMEX/COMEX/CBOT data is in 1 minute units and begins at June 2008.

Am I doing something wrong or is 2011 the limit?

Thank you.