CME Futures Historical Data in Parquet.
Tick data, 10-second to daily bars, back-adjusted continuous series and roll ledgers for CME group micro futures.
Historical Futures Data by Instrument
Choose an instrument to browse files and downloads.
MES · Micro E-mini S&P 500 · CME
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| Tick data | 43 | 2019-05-05 to 2026-10-18 | 17.1 GB |
| 10-Sec | 8 | 2019-05-05 to 2026-10-18 | 213.5 MB |
| 1-Min | 8 | 2019-05-05 to 2026-10-18 | 43.1 MB |
| 2-Min | 8 | 2019-05-05 to 2026-10-18 | 22.9 MB |
| 5-Min | 8 | 2019-05-05 to 2026-10-18 | 10.2 MB |
| 30-Min | 8 | 2019-05-05 to 2026-10-18 | 2.1 MB |
| 1-Hour | 8 | 2019-05-05 to 2026-10-18 | 1.2 MB |
| 4-Hour | 8 | 2019-05-05 to 2026-10-18 | 450.6 KB |
| Daily | 8 | 2019-05-05 to 2026-10-18 | 195.5 KB |
MNQ · Micro E-mini Nasdaq-100 · CME
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| Tick data | 42 | 2019-05-05 to 2026-10-19 | 34.8 GB |
| 10-Sec | 8 | 2019-05-05 to 2026-10-19 | 245.8 MB |
| 1-Min | 8 | 2019-05-05 to 2026-10-19 | 48.5 MB |
| 2-Min | 8 | 2019-05-05 to 2026-10-19 | 26.4 MB |
| 5-Min | 8 | 2019-05-05 to 2026-10-19 | 12.0 MB |
| 30-Min | 8 | 2019-05-05 to 2026-10-19 | 2.4 MB |
| 1-Hour | 8 | 2019-05-05 to 2026-10-19 | 1.3 MB |
| 4-Hour | 8 | 2019-05-05 to 2026-10-19 | 476.2 KB |
| Daily | 8 | 2019-05-05 to 2026-10-19 | 197.3 KB |
MGC · Micro Gold · COMEX
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| Tick data | 59 | 2019-05-05 to 2026-10-19 | 4.1 GB |
| 10-Sec | 8 | 2019-05-05 to 2026-10-19 | 162.4 MB |
| 1-Min | 8 | 2019-05-05 to 2026-10-19 | 39.2 MB |
| 2-Min | 8 | 2019-05-05 to 2026-10-19 | 21.3 MB |
| 5-Min | 8 | 2019-05-05 to 2026-10-19 | 9.7 MB |
| 30-Min | 8 | 2019-05-05 to 2026-10-19 | 2.3 MB |
| 1-Hour | 8 | 2019-05-05 to 2026-10-19 | 1.3 MB |
| 4-Hour | 8 | 2019-05-05 to 2026-10-19 | 494.0 KB |
| Daily | 8 | 2019-05-05 to 2026-10-19 | 203.0 KB |
MCL · Micro WTI Crude Oil · NYMEX
| Timeframe | Files | Date Range | Total Size |
|---|---|---|---|
| Tick data | 81 | 2021-07-11 to 2026-10-19 | 1.6 GB |
| 10-Sec | 6 | 2021-07-11 to 2026-10-19 | 37.4 MB |
| 1-Min | 6 | 2021-07-11 to 2026-10-19 | 9.2 MB |
| 2-Min | 6 | 2021-07-11 to 2026-10-19 | 5.0 MB |
| 5-Min | 6 | 2021-07-11 to 2026-10-19 | 2.3 MB |
| 30-Min | 6 | 2021-07-11 to 2026-10-19 | 598.2 KB |
| 1-Hour | 6 | 2021-07-11 to 2026-10-19 | 354.6 KB |
| 4-Hour | 6 | 2021-07-11 to 2026-10-19 | 156.5 KB |
| Daily | 6 | 2021-07-11 to 2026-10-19 | 79.3 KB |
Free Sample
10-second samples with no signup. A free account adds the latest year of 1-minute and daily bars.
| Instrument | 10-Sec sample | 1-Min bars | Daily bars |
|---|---|---|---|
| MES | 25.0 MB | 4.7 MB | 21.5 KB |
| MNQ | 28.4 MB | 5.6 MB | 21.8 KB |
| MGC | 25.3 MB | 5.2 MB | 22.5 KB |
| MCL | 5.1 MB | 1.1 MB | 10.4 KB |
10-second samples download instantly. The 1-minute and daily files need a free account.