BTC historical data: 1-minute to daily bars, 2017 to 2026
BTC is the Bitcoin futures (CME); it tracks the CME CF Bitcoin Reference Rate. MarketParquet holds BTC as a futures contract with 1-minute, 5-minute, 30-minute, 1-hour and daily OHLCV bars from 2017-12-22 to 2026-09-11 (2,197 daily bars), continuous contract, ratio-adjusted at each roll, as one Parquet file per trading day.
BTC futures give regulated, exchange-traded bitcoin history with sessions and settlement, useful for crypto strategies tested on futures rather than spot.
BTC at a glance
| Instrument | Bitcoin futures (CME) (BTC) |
| Asset class | Futures (continuous contract) |
| First bar | 2017-12-22 |
| Latest bar | 2026-09-11 |
| Daily bars | 2,197 |
| Timeframes | 1-minute, 5-minute, 30-minute, 1-hour, daily |
| Adjustment | continuous contract, ratio-adjusted at each roll |
| Timezone | US/Eastern bar open time; intraday files include pre-market and after-hours bars where available |
| Format | Apache Parquet, one file per trading day containing every Futures symbol |
Sample: BTC 30-minute bars on 2026-09-16
The first regular-session bars from the newest 30-minute file, read live from the archive. Prices are the values as published; the full session has many more rows.
| timestamp | open | high | low | close | volume |
|---|---|---|---|---|---|
| 09:30 | 75710.00 | 75915.00 | 75540.00 | 75590.00 | 417 |
| 10:00 | 75625.00 | 75815.00 | 75415.00 | 75805.00 | 299 |
| 10:30 | 75805.00 | 75820.00 | 75520.00 | 75705.00 | 213 |
| 11:00 | 75695.00 | 75820.00 | 75555.00 | 75665.00 | 307 |
| 11:30 | 75620.00 | 75960.00 | 75540.00 | 75795.00 | 272 |
| 12:00 | 75805.00 | 75900.00 | 75635.00 | 75810.00 | 209 |
| 12:30 | 75810.00 | 75850.00 | 75700.00 | 75815.00 | 201 |
| 13:00 | 75770.00 | 75835.00 | 75660.00 | 75745.00 | 205 |
Corporate actions in the changelog
BTC is a continuous contract: each roll is ratio-adjusted so the series has no artificial gaps between expiries. There are no splits to record; the continuous futures page explains the roll method.
Load BTC in Python
Files are partitioned by trading day, so pulling one symbol means filtering across files. DuckDB reads the whole daily history in one statement; union_by_name and the COALESCE cover the older daily files, which carry a timestamp column where newer ones carry date:
import duckdb
btc = duckdb.sql("""
SELECT COALESCE(date, CAST(timestamp AS DATE)) AS date,
open, high, low, close, volume
FROM read_parquet('by_date/futures_daily/*/*.parquet', union_by_name=true)
WHERE symbol = 'BTC'
ORDER BY 1
""").df()
Intraday files all share one schema, so Polars can scan a year of 5-minute bars lazily and keep only BTC:
import polars as pl
bars = (
pl.scan_parquet("by_date/futures_5min/2025/*.parquet")
.filter(pl.col("symbol") == "BTC")
.select(["timestamp", "open", "high", "low", "close", "volume"])
.sort("timestamp")
.collect()
)
Timestamps are US/Eastern bar open times. The Polars guide, the DuckDB guide and the backtrader guide take it from here: multi-year loads, resampling and feeding a backtest engine.
Available Futures files
| Timeframe | Files | Date range |
|---|---|---|
| 1-Min | 5,854 | 2007-12-31 to 2026-09-16 |
| 5-Min | 5,854 | 2007-12-31 to 2026-09-16 |
| 30-Min | 5,854 | 2007-12-31 to 2026-09-16 |
| 1-Hour | 5,854 | 2007-12-31 to 2026-09-16 |
| Daily | 4,869 | 2007-12-31 to 2026-09-16 |
Every file holds all Futures symbols for that day, BTC included.
Get BTC data
Free: a free account can download roughly the last year of daily Futures files, which include BTC, from the daily browse page or by API key. Complete Archive: every timeframe and the full history back to 2017-12-22 for BTC and every other symbol, $79 one-time.
> Download the free daily sample > See pricingFAQ
Is BTC history split-adjusted?
Futures do not split. BTC is a continuous, ratio-adjusted series, so returns are correct across contract rolls.
How far back does BTC go?
The first BTC bar in the archive is dated 2017-12-22 and the newest is 2026-09-11. New sessions are added the same night, typically by midnight ET.
What timezone are the intraday bars in?
US/Eastern. Regular hours are 9:30 AM to 4:00 PM ET; 1-minute files also carry pre-market from 4:00 AM and after-hours to 8:00 PM where trades occurred.
Can I download only BTC?
Files are per day, not per symbol, so you download the daily or intraday files for the dates you need and filter on symbol == "BTC". A year of daily files is small; the snippets above do the filtering in one pass.
Related
Futures data hub · browse Futures daily · all symbol pages · pricing
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