contract

ES / MES

live index

S&P 500 · CME

E-mini (ES) and micro (MES) S&P 500 futures.

point$50/pt (ES) · $5/pt (MES)
tick0.25 = $12.50 (ES) · 0.25 = $1.25 (MES)

Live state

Current signals, VWAP, killzone, kill-switch flags.

real-time

Models

The model library for this contract.

backtests

Research

Writeups and studies specific to this instrument.

writeups