In english, you wouldn't put a full space (only kerned if necessary) on either side of an ellipses, but is there a "grammatical rule" that you should in Spanish?
Gracias!
Not exactly, Héctor, considering the other languages.
For example, in Russian if the ellipsis is put in the middle of the sentence it is always followed by space, but never preceded. If a sentence is ended with an ellipsis, it is the last glyph in the sentence (no further stop). It can also start the sentence — it this case the first character follows the ellipsis immediately and is lowercase.
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