RTY historical data: 1-minute to daily bars, 2008 to 2026

RTY is the E-mini Russell 2000 futures; it tracks the Russell 2000 small-cap index. MarketParquet holds RTY as a futures contract with 1-minute, 5-minute, 30-minute, 1-hour and daily OHLCV bars from 2008-01-02 to 2026-10-30 (4,799 daily bars), continuous contract, ratio-adjusted at each roll, as one Parquet file per trading day.

RTY is the small-cap leg in index-spread strategies and a common relative-strength signal against ES.

RTY at a glance

Sample: RTY 30-minute bars on 2026-10-30

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 2026-10-30 preview for RTY

Corporate actions in the changelog

RTY is a continuous contract: each roll is ratio-adjusted by the data source so percentage returns stay continuous across expiries. There are no splits to record; the continuous futures page explains the roll method, the published roll table and the current re-base status of older history.

Load RTY 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

  rty = 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 = 'RTY'
      ORDER BY 1
  """).df()

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

  import polars as pl

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

Get RTY data

Free: a free account can download roughly the last year of daily Futures files, which include RTY, from the daily browse page or by API key; RTY is one of the 10 futures symbols in the free intraday sample pack. Complete Archive: every timeframe and the full history back to 2008-01-02 for RTY and every other symbol, $79 one-time.

FAQ

Is RTY history split-adjusted?

Futures do not split. RTY is a continuous, ratio-adjusted series: all history sits on one ratio-adjusted basis, rolls inside the trailing 30-day window are re-based nightly and recorded in the roll table (meta/futures_rolls.parquet) -- see data quality.

How far back does RTY go?

The first RTY bar in the archive is dated 2008-01-02 and the newest is 2026-10-30. 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 RTY?

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

Related

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Related market: IWM (iShares Russell 2000 ETF)

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