Support Board
Date/Time: Fri, 23 Oct 2026 04:35:25 +0000
Post From: MES historical market depth data: available date ranges and Package 5 inclusion
| [2026-10-23 01:41:28] |
| rpolu1986 - Posts: 1 |
|
Hello. For CME Micro E-mini S&P 500 (MES), could you tell me, for each of the December 2026, September 2026 and June 2026 contracts: 1. the earliest and latest dates of historical market depth data available to download; 2. the earliest and latest dates of tick-by-tick trade data available; 3. any gaps in either; 4. whether this history is a rolling window (how many days) and whether historical market depth is included in Package 5. 5. Does Package 5 include everything needed to record live market depth and to download historical market depth for MES? Thank you. |