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Historical data mini-ES


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Historical data mini-ES

  #1 (permalink)
 franmadrid 
spain
 
Experience: Intermediate
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Hi I am looking the historical High and Low from all year for the mini ES (Future ES) .. only I need to know the levels I dont need upload to any software is only to include in a article. Anyone can help to me

thank in advance

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  #3 (permalink)
 
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 Big Mike 
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franmadrid View Post
Hi I am looking the historical High and Low from all year for the mini ES (Future ES) .. only I need to know the levels I dont need upload to any software is only to include in a article. Anyone can help to me

thank in advance

Are you saying daily high and low, or do you literally mean annual high and low?

You are probably far better off just using SPY (etf) for this, instead of ES futures. You can find that historical stock data downloadable with Yahoo in csv format for daily bars. Then you would just use Excel to find the highest high and lowest low for each calendar year.

If you have trouble, I can dump historical SPY daily data for you back to January 2 1996.

Mike

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  #4 (permalink)
 
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 Big Mike 
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You could also use SPX

Mike

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  #5 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Big Mike View Post
You could also use SPX

Mike

Here, I dumped SPX going back to January 1 1950 for you (attached). Format is open, high, low, close, n/a, n/a

 
Code
MariaDB [daily]> select * from `SPX.XO` into outfile '/tmp/spx.csv' fields terminated by ',' lines terminated by '\n';
Query OK, 16536 rows affected (0.02 sec)

MariaDB [daily]> exit
Bye

03:37 PM [zeus]~ root # head /tmp/spx.csv
1950-01-03,16.66000,16.66000,16.66000,16.66000,0,0
1950-01-04,16.85000,16.85000,16.85000,16.85000,0,0
1950-01-05,16.93000,16.93000,16.93000,16.93000,0,0
1950-01-06,16.98000,16.98000,16.98000,16.98000,0,0
1950-01-09,17.08000,17.08000,17.08000,17.08000,0,0
1950-01-10,17.03000,17.03000,17.03000,17.03000,0,0
1950-01-11,17.09000,17.09000,17.09000,17.09000,0,0
1950-01-12,16.76000,16.76000,16.76000,16.76000,0,0
1950-01-13,16.67000,16.67000,16.67000,16.67000,0,0
1950-01-16,16.72000,16.72000,16.72000,16.72000,0,0
Mike

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  #6 (permalink)
 franmadrid 
spain
 
Experience: Intermediate
Platform: TradeStation
Posts: 18 since Apr 2010
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Big Mike View Post
Are you saying daily high and low, or do you literally mean annual high and low?

You are probably far better off just using SPY (etf) for this, instead of ES futures. You can find that historical stock data downloadable with Yahoo in csv format for daily bars. Then you would just use Excel to find the highest high and lowest low for each calendar year.

If you have trouble, I can dump historical SPY daily data for you back to January 2 1996.

Mike

Mike you are very friendly answer my question.. Really I only need to know what was the high and low historical between from the open market symbol to June 2012 and what was the high and low from the historical open of mini ES to today. I only need that 4 price level.
SPY I think that is diferent from the ES levels. right?
I will try tomorow to check that data in Yahoo

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  #7 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,236
Thanks Received: 101,658


franmadrid View Post
Mike you are very friendly answer my question.. Really I only need to know what was the high and low historical between from the open market symbol to June 2012 and what was the high and low from the historical open of mini ES to today. I only need that 4 price level.
SPY I think that is diferent from the ES levels. right?
I will try tomorow to check that data in Yahoo

SPX is the cash price of S&P 500, this is what you want I think and what I attached.

You can use Excel to manipulate the data how you like.

Mike

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