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 2026-09-09.

> Download a free daily sample

Available Data

Timeframe Files Date Range Total Size
1-Min 5,848 2007-12-31 .. 2026-09-09 3.3 GB
5-Min 5,848 2007-12-31 .. 2026-09-09 1.2 GB
30-Min 5,848 2007-12-31 .. 2026-09-09 418 MB
1-Hour 5,848 2007-12-31 .. 2026-09-09 264 MB
Daily 4,864 2007-12-31 .. 2026-09-09 44 MB

Related

continuous futures data

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) -- 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