Historical Futures Market Data in Parquet Format

Continuous ratio-adjusted OHLCV data for ~130 of the most active futures contracts including ES, NQ, CL, GC, ZN, and more. Five timeframes from 1-minute to daily bars, dating back to December 2007. Updated daily.

Updated every trading day — data current through 2026-10-23.

> Download a free daily sample or the intraday sample pack (1 week, 30 symbols, no account)

Available Data

Timeframe Files Date Range Total Size
1-Min 5,886 2007-12-31 .. 2026-10-23 3.3 GB
5-Min 5,886 2007-12-31 .. 2026-10-23 1.3 GB
30-Min 5,886 2007-12-31 .. 2026-10-23 436 MB
1-Hour 5,886 2007-12-31 .. 2026-10-23 275 MB
Daily 4,896 2007-12-31 .. 2026-10-23 45 MB

Related

popular contracts (ES, NQ, CL, GC ...) · continuous futures data

Popular futures symbols

One page per instrument: coverage dates, a live sample, corporate actions applied, and the Python that pulls it out of the per-day files.

ES · NQ · MES · MNQ · YM · RTY · CL · MCL · GC · MGC · SI · NG · ZN · BTC

Pricing

Buy the archive once -- no subscription. Split-adjusted, survivorship-bias-free, includes delisted tickers. Add Keep Current ($15/mo) only if you want each new trading day's bars going forward.

Feature Free sample Complete Archive
$79 once
Daily (EOD) data Last 1 year Full history (2000+)
Intraday (1min-1hour) sample pack (1 week, 30 symbols) Full history
Survivorship-bias-free + delisted sample yes
Downloads Unlimited Unlimited
API access 60 req/min 600 req/min

* Optional add-on: Keep Current -- $15/mo rolls your archive forward each trading day. Cancel anytime.

> Start with the free sample