US500 (S&P 500) Historical Data CSV Free Download

US500 Historical Data — Timeframe Breakdown

M1, M5 and M15 contain the most recent 100,000 candles (the MetaTrader 5 terminal window). M30 and above carry the full broker history since July 2019.

CSV Columns Explained

How to Use the US500 Data

1. Download the ZIP and extract the nine CSV files.
2. For MT5: import into the Strategy Tester or rebuild the US500 symbol history; match the exact symbol name your broker uses (US500, SPX500, SP500, USA500).
3. For Python: load with pandas, parse the Timestamp column, sort ascending and build features (returns, range, session flags).
4. Run a data-quality pass first: duplicate timestamps, OHLC violations and session gaps are the three checks that catch most bad imports.
5. Include spread and the overnight financing behavior when you interpret results — index CFDs are not futures.

import pandas as pd

df = pd.read_csv("US500m_PERIOD_M30_OHLC.csv")
df["Timestamp"] = pd.to_datetime(df["Timestamp"])
df = df.sort_values("Timestamp").set_index("Timestamp")

df["range"] = df["High"] - df["Low"]
df["body"]  = (df["Close"] - df["Open"]).abs()
df["session"] = pd.cut(df.index.hour, bins=[-1, 7, 13, 21, 24],
                       labels=["Asia", "London", "NewYork", "LateNY"])

print(df.tail())
print(df[["range", "body", "TickVolume", "Spread"]].describe())

Also Known As

US500 is listed under several broker names: SPX500, SP500, USA500, US500Cash, S&P 500 Index CFD. The dataset works with any of them — rename the symbol to match your MT5 Market Watch exactly.

US500 Historical Data — FAQ

Is US500 the same as the S&P 500 index?

US500 is the CFD contract offered by MT5 brokers that tracks the S&P 500 index. Its prices come from your broker's feed, so intraday candles can differ slightly from the official index print. This dataset is the broker feed — exactly what your MT5 backtest will use.

How far back does the US500 data go?

M30, H1, H4, D1, W1 and MN1 candles run from July 2019 to October 2026. The M1, M5 and M15 files contain the most recent 100,000 candles each (M15 covers 2022 onward).

Can I use this data for the 2020 COVID crash backtest?

Yes. The M30-H1 files include February-March 2020 in full, so you can test stop distance, gap behavior and margin stress for that period. M1 data does not reach that far back because MT5 keeps only 100,000 M1 bars.

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