At het CME the (E-mini) futures on S&P500 are traded. I am trading these now. I would like the historical times and sales over 2000 and 2001 (and maybe earlier) to research my strategy. I know that they are available daily on the CME website. I have downloaded several of these, I miss a lot of days though. Can anyone help me? P.S. I am interrested in contact with others trading these (or other) futures, to exchange experiences. I have traded E-mini NASDAQ 100 for a while.