MNQ historical data: 1-minute to daily bars, 2019 to 2026

MNQ is the Micro E-mini Nasdaq-100 futures; it tracks the Nasdaq-100 index at one-tenth of the E-mini contract size. MarketParquet holds MNQ as a futures contract with 1-minute, 5-minute, 30-minute, 1-hour and daily OHLCV bars from 2019-05-06 to 2026-09-11 (1,852 daily bars), continuous contract, ratio-adjusted at each roll, as one Parquet file per trading day.

MNQ is the micro-sized Nasdaq-100 contract used by smaller accounts to trade NQ-based strategies.

MNQ at a glance

Sample: MNQ 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.

Open the full 2026-09-16 preview for MNQ

Corporate actions in the changelog

MNQ 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 MNQ 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

  mnq = 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 = 'MNQ'
      ORDER BY 1
  """).df()

Intraday files all share one schema, so Polars can scan a year of 5-minute bars lazily and keep only MNQ:

  import polars as pl

  bars = (
      pl.scan_parquet("by_date/futures_5min/2025/*.parquet")
        .filter(pl.col("symbol") == "MNQ")
        .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

Every file holds all Futures symbols for that day, MNQ included.

Get MNQ data

Free: a free account can download roughly the last year of daily Futures files, which include MNQ, from the daily browse page or by API key. Complete Archive: every timeframe and the full history back to 2019-05-06 for MNQ and every other symbol, $79 one-time.

FAQ

Is MNQ history split-adjusted?

Futures do not split. MNQ is a continuous, ratio-adjusted series, so returns are correct across contract rolls.

How far back does MNQ go?

The first MNQ bar in the archive is dated 2019-05-06 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 MNQ?

Files are per day, not per symbol, so you download the daily or intraday files for the dates you need and filter on symbol == "MNQ". A year of daily files is small; the snippets above do the filtering in one pass.

Related

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