tx, pippi436. But I need to get the data before next day's market open (5:00 PM). quandl.com publishes the data late.
You can scrape it off http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html of their ftp site (but you will have to parse their files).
I've been pleasantly surprised at what CRB/BarChart offers for free these days. I've downloaded some US and foreign futures contract data. I think the US data is available about 6 pm US CT. http://www.barchart.com/historicaldata.php?sym=&view=historicalfiles&txtDate=