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

SI is the Silver futures; it tracks the price of silver. MarketParquet holds SI as a futures contract with 1-minute, 5-minute, 30-minute, 1-hour and daily OHLCV bars from 2008-01-02 to 2026-09-11 (4,710 daily bars), continuous contract, ratio-adjusted at each roll, as one Parquet file per trading day.

SI pairs with GC in the gold-silver ratio and is notably more volatile, which makes it a common stop-loss stress test.

SI at a glance

Sample: SI 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 SI

Corporate actions in the changelog

SI 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 SI 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

  si = 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 = 'SI'
      ORDER BY 1
  """).df()

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

  import polars as pl

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

Get SI data

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

FAQ

Is SI history split-adjusted?

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

How far back does SI go?

The first SI bar in the archive is dated 2008-01-02 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 SI?

Files are per day, not per symbol, so you download the daily or intraday files for the dates you need and filter on symbol == "SI". 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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