Support Board
Date/Time: Fri, 23 Oct 2026 03:40:57 +0000
MES historical market depth data: available date ranges and Package 5 inclusion
View Count: 17
| [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. |
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