ES · Data coverage
ES historical data: coverage and session setup
A reference for the E-mini S&P 500 data behind ES Replay: what dates exist, which contract month each session shows, and the exact steps to open one. For the product overview, see ES Replay.
The archive holds 257 ES sessions from October 29, 2025 through October 26, 2026. Every session has 1-minute bars and 1-second bars; a normal session runs 6:00 p.m. ET the evening before to 5:00 p.m. ET (holidays and early closes differ), and ES needs Pro or Pro+.
Set up an ES session
1. Have Pro or Pro+
ES is locked on the free plan, which covers NQ and MNQ only.
2. Pick ES
Open the replay and choose ES in the instrument menu.
3. Pick a date
Any session from October 29, 2025 to October 26, 2026. Weekends and full holidays have no session.
4. Choose timeframe
1 minute to weekly; the forming candle uses 1-second data in LIVE mode.
Contract shown per period
| Feature | From session | Contract |
|---|---|---|
| Oct 29, 2025 | From start | ESZ5 (Dec 2025) |
| Dec 15, 2025 | CME roll Monday | ESH6 (Mar 2026) |
| Mar 16, 2026 | CME roll Monday | ESM6 (Jun 2026) |
| Jun 15, 2026 | CME roll Monday | ESU6 (Sep 2026) |
| Sep 14, 2026 | CME roll Monday | ESZ6 (Dec 2026) |
Each session uses the outright contract with the most volume that day; calendar spreads are filtered out. Roll Mondays per CME Group's equity index roll-date calendar.
Limits of the data
One year only
ES history starts October 29, 2025. Treat results as a limited sample.
Partial days excluded
The first and last partial export days were left out rather than shown incomplete.
Bars, not order book
OHLCV bars can't show queue position or real slippage.
Frequently asked questions
Is MES data included?
No. MES isn't offered right now; only ES.
Does every session have 1-second data?
Yes — all 257 ES sessions have both 1-minute and 1-second files.
Is this real market data?
Yes, recorded CME trade data for the outright contract. Trades you place are simulated.
Related
Open an ES session
ES is included with Pro and Pro+; eligible new accounts can try Pro for $1 for 3 days, then $12.99/month unless cancelled.