HE Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

HE annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free3.0 MB	840.8 KB	455.6 KB	212.0 KB	63.6 KB	46.2 KB	28.1 KB	21.7 KB
2025	4.0 MB	1.0 MB	562.7 KB	265.4 KB	78.7 KB	56.7 KB	34.0 KB	26.2 KB
2024	4.1 MB	1.0 MB	573.2 KB	272.2 KB	79.6 KB	57.5 KB	34.3 KB	26.4 KB
2023	4.1 MB	1.0 MB	574.0 KB	270.8 KB	80.0 KB	57.9 KB	34.3 KB	26.5 KB
2022	4.0 MB	1.1 MB	591.8 KB	278.3 KB	81.9 KB	58.4 KB	34.6 KB	26.5 KB
2021	3.8 MB	1.0 MB	572.5 KB	269.6 KB	80.2 KB	57.6 KB	34.4 KB	26.5 KB
2020	3.9 MB	1.0 MB	564.5 KB	267.4 KB	80.3 KB	58.2 KB	34.6 KB	26.6 KB
2019	4.2 MB	1.0 MB	573.2 KB	274.5 KB	80.7 KB	57.8 KB	34.4 KB	26.5 KB
2018	3.9 MB	1.0 MB	561.9 KB	265.1 KB	78.6 KB	57.0 KB	34.2 KB	26.4 KB
2017	3.6 MB	1014.7 KB	551.8 KB	258.3 KB	77.7 KB	56.6 KB	33.9 KB	26.3 KB
2016	3.5 MB	1.0 MB	575.5 KB	271.9 KB	80.1 KB	57.2 KB	34.7 KB	26.3 KB
2015	4.1 MB	1.3 MB	774.4 KB	374.3 KB	101.8 KB	64.3 KB	38.8 KB	26.3 KB
2014	4.5 MB	1.7 MB	1.0 MB	576.7 KB	171.7 KB	105.3 KB	49.1 KB	26.3 KB
2013	3.8 MB	1.5 MB	969.4 KB	540.7 KB	171.2 KB	107.4 KB	51.5 KB	26.2 KB
2012	4.2 MB	1.6 MB	1.0 MB	579.3 KB	178.0 KB	111.1 KB	52.0 KB	27.2 KB
2011	2.6 MB	1000.7 KB	643.4 KB	363.5 KB	112.3 KB	69.8 KB	32.1 KB	17.2 KB

Continuous futures data (16)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

HE back-adjusted continuous files by year
Year	Size	File
2026	29.8 MB	download
2025	39.9 MB	download
2024	39.5 MB	download
2023	39.4 MB	download
2022	37.2 MB	download
2021	33.1 MB	download
2020	35.5 MB	download
2019	44.4 MB	download
2018	39.1 MB	download
2017	33.7 MB	download
2016	30.7 MB	download
2015	32.9 MB	download
2014	34.8 MB	download
2013	35.3 MB	download
2012	36.6 MB	download
2011	21.4 MB	download

All contracts (132)

HE per-contract tick datasets
Contract	Coverage	Rows	Size	File
HEV27	2026-05 to 2026-10	2,927	54.9 KB	parquet
HEQ27	2026-04 to 2026-10	12,994	197.6 KB	parquet
HEN27	2026-02 to 2026-10	22,851	345.5 KB	parquet
HEK27	2026-02 to 2026-10	994	35.9 KB	parquet
HEM27	2026-01 to 2026-10	63,045	924.7 KB	parquet
HEJ27	2025-11 to 2026-10	126,482	1.9 MB	parquet
HEG27	2025-09 to 2026-10	254,945	4.1 MB	parquet
HEZ26	2025-07 to 2026-10	679,671	9.7 MB	parquet
HEV26	2025-06 to 2026-10	868,763	12.5 MB	parquet
HEQ26	2025-05 to 2026-08	637,360	9.2 MB	parquet
HEK26	2025-04 to 2026-05	19,162	314.2 KB	parquet
HEN26	2025-02 to 2026-07	515,362	8.4 MB	parquet
HEM26	2025-01 to 2026-06	844,093	12.0 MB	parquet
HEJ26	2024-12 to 2026-04	848,619	11.9 MB	parquet
HEG26	2024-09 to 2026-02	822,123	12.0 MB	parquet
HEZ25	2024-07 to 2025-12	989,778	13.9 MB	parquet
HEV25	2024-07 to 2025-10	863,329	12.6 MB	parquet
HEQ25	2024-05 to 2025-08	662,997	9.7 MB	parquet
HEN25	2024-02 to 2025-07	595,344	9.2 MB	parquet
HEM25	2024-02 to 2025-06	1,007,290	14.4 MB	parquet
HEK25	2024-02 to 2025-05	24,727	408.3 KB	parquet
HEJ25	2023-11 to 2025-04	1,003,940	13.8 MB	parquet
HEG25	2023-09 to 2025-02	937,808	12.8 MB	parquet
HEZ24	2023-06 to 2024-12	994,857	13.9 MB	parquet
HEV24	2023-05 to 2024-10	880,083	12.4 MB	parquet
HEQ24	2023-05 to 2024-08	704,777	10.2 MB	parquet
HEK24	2023-05 to 2024-05	25,239	416.8 KB	parquet
HEN24	2023-02 to 2024-07	557,514	8.3 MB	parquet
HEM24	2023-02 to 2024-06	929,083	12.1 MB	parquet
HEJ24	2022-10 to 2024-04	833,278	11.6 MB	parquet
HEG24	2022-08 to 2024-02	840,653	12.2 MB	parquet
HEZ23	2022-06 to 2023-12	943,668	12.8 MB	parquet
HEV23	2022-06 to 2023-10	778,232	11.1 MB	parquet
HEQ23	2022-05 to 2023-08	589,896	8.8 MB	parquet
HEN23	2022-03 to 2023-07	496,465	7.8 MB	parquet
HEM23	2022-01 to 2023-06	826,977	11.9 MB	parquet
HEK23	2022-01 to 2023-05	17,568	310.2 KB	parquet
HEJ23	2021-12 to 2023-04	877,810	11.7 MB	parquet
HEG23	2021-09 to 2023-02	773,015	11.3 MB	parquet
HEZ22	2021-06 to 2022-12	838,810	12.6 MB	parquet
HEV22	2021-05 to 2022-10	746,106	10.8 MB	parquet
HEQ22	2021-04 to 2022-08	553,048	9.0 MB	parquet
HEN22	2021-02 to 2022-07	430,894	6.9 MB	parquet
HEM22	2020-12 to 2022-06	782,072	11.9 MB	parquet
HEK22	2020-12 to 2022-05	13,724	259.4 KB	parquet
HEJ22	2020-10 to 2022-04	791,908	11.6 MB	parquet
HEG22	2020-08 to 2022-02	701,191	10.6 MB	parquet
HEZ21	2020-06 to 2021-12	783,764	11.6 MB	parquet
HEV21	2020-06 to 2021-10	681,233	9.8 MB	parquet
HEQ21	2020-05 to 2021-08	576,372	8.8 MB	parquet
HEN21	2020-03 to 2021-07	441,633	7.0 MB	parquet
HEK21	2020-01 to 2021-05	16,293	294.9 KB	parquet
HEM21	2019-12 to 2021-06	770,087	11.5 MB	parquet
HEJ21	2019-10 to 2021-04	688,677	11.1 MB	parquet
HEG21	2019-08 to 2021-02	655,841	10.3 MB	parquet
HEZ20	2019-06 to 2020-12	776,915	11.6 MB	parquet
HEV20	2019-05 to 2020-10	724,857	11.4 MB	parquet
HEQ20	2019-04 to 2020-08	577,100	9.4 MB	parquet
HEN20	2019-03 to 2020-07	477,105	7.9 MB	parquet
HEM20	2019-01 to 2020-06	829,295	13.3 MB	parquet
HEK20	2019-01 to 2020-05	25,326	418.2 KB	parquet
HEJ20	2018-10 to 2020-04	906,531	13.7 MB	parquet
HEG20	2018-08 to 2020-02	955,798	14.7 MB	parquet
HEZ19	2018-06 to 2019-12	1,140,211	17.6 MB	parquet
HEV19	2018-05 to 2019-10	964,592	14.4 MB	parquet
HEQ19	2018-05 to 2019-08	681,265	10.6 MB	parquet
HEN19	2018-04 to 2019-07	575,529	9.3 MB	parquet
HEM19	2017-12 to 2019-06	1,068,710	15.4 MB	parquet
HEK19	2017-12 to 2019-05	22,480	380.8 KB	parquet
HEJ19	2017-11 to 2019-04	850,473	13.2 MB	parquet
HEG19	2017-09 to 2019-02	770,405	12.3 MB	parquet
HEZ18	2017-07 to 2018-12	953,630	14.1 MB	parquet
HEV18	2017-06 to 2018-10	881,784	13.0 MB	parquet
HEQ18	2017-04 to 2018-08	534,747	8.5 MB	parquet
HEN18	2017-04 to 2018-07	438,229	7.1 MB	parquet
HEK18	2017-03 to 2018-05	20,460	343.7 KB	parquet
HEM18	2017-01 to 2018-06	757,709	11.5 MB	parquet
HEJ18	2016-10 to 2018-04	733,575	11.3 MB	parquet
HEG18	2016-09 to 2018-02	680,092	10.9 MB	parquet
HEZ17	2016-07 to 2017-12	697,418	10.9 MB	parquet
HEV17	2016-05 to 2017-10	703,452	10.6 MB	parquet
HEQ17	2016-05 to 2017-08	452,655	7.3 MB	parquet
HEN17	2016-03 to 2017-07	346,395	5.7 MB	parquet
HEM17	2016-02 to 2017-06	570,722	9.6 MB	parquet
HEK17	2016-02 to 2017-05	10,462	195.4 KB	parquet
HEJ17	2015-12 to 2017-04	596,186	9.7 MB	parquet
HEG17	2015-08 to 2017-02	595,952	9.4 MB	parquet
HEZ16	2015-07 to 2016-12	619,382	9.9 MB	parquet
HEV16	2015-06 to 2016-10	551,220	8.8 MB	parquet
HEQ16	2015-05 to 2016-08	375,754	6.3 MB	parquet
HEN16	2015-03 to 2016-07	261,988	4.3 MB	parquet
HEM16	2014-12 to 2016-06	523,532	8.5 MB	parquet
HEK16	2014-12 to 2016-05	8,466	171.5 KB	parquet
HEJ16	2014-10 to 2016-04	503,471	8.3 MB	parquet
HEG16	2014-09 to 2016-02	498,485	8.2 MB	parquet
HEZ15	2014-06 to 2015-12	584,870	9.4 MB	parquet
HEV15	2014-05 to 2015-10	537,993	8.5 MB	parquet
HEQ15	2014-04 to 2015-08	430,505	7.2 MB	parquet
HEN15	2014-02 to 2015-07	309,911	4.9 MB	parquet
HEM15	2013-12 to 2015-06	714,055	11.1 MB	parquet
HEK15	2013-12 to 2015-05	18,388	308.1 KB	parquet
HEJ15	2013-11 to 2015-04	691,774	10.4 MB	parquet
HEG15	2013-11 to 2015-02	576,641	9.2 MB	parquet
HEZ14	2013-11 to 2014-12	687,077	10.9 MB	parquet
HEV14	2013-11 to 2014-10	732,078	11.1 MB	parquet
HEQ14	2013-11 to 2014-08	532,381	8.8 MB	parquet
HEN14	2013-11 to 2014-07	336,477	5.4 MB	parquet
HEM14	2013-11 to 2014-06	714,992	10.9 MB	parquet
HEK14	2013-11 to 2014-05	18,977	302.5 KB	parquet
HEJ14	2013-11 to 2014-04	655,290	9.8 MB	parquet
HEG14	2013-10 to 2014-02	460,269	7.4 MB	parquet
HEZ13	2013-08 to 2013-12	578,749	8.8 MB	parquet
HEV13	2013-06 to 2013-10	570,728	8.6 MB	parquet
HEQ13	2013-04 to 2013-08	457,318	7.0 MB	parquet
HEN13	2013-03 to 2013-07	349,472	5.6 MB	parquet
HEM13	2013-02 to 2013-06	612,550	9.2 MB	parquet
HEK13	2013-01 to 2013-05	14,454	223.2 KB	parquet
HEJ13	2012-12 to 2013-04	564,681	8.8 MB	parquet
HEG13	2012-10 to 2013-02	505,587	8.2 MB	parquet
HEZ12	2012-08 to 2012-12	590,145	9.3 MB	parquet
HEV12	2012-06 to 2012-10	535,264	8.7 MB	parquet
HEQ12	2012-04 to 2012-08	519,534	8.4 MB	parquet
HEN12	2012-03 to 2012-07	496,774	7.6 MB	parquet
HEM12	2012-02 to 2012-06	778,969	10.4 MB	parquet
HEK12	2012-01 to 2012-05	16,673	231.1 KB	parquet
HEJ12	2011-12 to 2012-04	604,029	9.1 MB	parquet
HEG12	2011-10 to 2012-02	594,803	9.3 MB	parquet
HEZ11	2011-08 to 2011-12	702,836	10.3 MB	parquet
HEV11	2011-06 to 2011-10	614,997	9.4 MB	parquet
HEQ11	2011-05 to 2011-08	355,493	5.4 MB	parquet
HEN11	2011-05 to 2011-07	169,912	2.7 MB	parquet
HEM11	2011-05 to 2011-06	36,358	426.6 KB	parquet

Latest 20 rolls

Latest 20 of 109 rolls. Download the full JSON ledger.

HE latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-17	HEV26-CME	HEZ26-CME	-9.275	7,201	12,300
2026-07-17	HEQ26-CME	HEV26-CME	-13.775	13,403	14,365
2026-06-15	HEN26-CME	HEQ26-CME	-0.825	12,484	12,847
2026-05-18	HEM26-CME	HEN26-CME	4.2	7,628	9,025
2026-03-18	HEJ26-CME	HEM26-CME	13.675	7,848	8,990
2026-01-16	HEG26-CME	HEJ26-CME	6.875	11,523	13,547
2025-11-18	HEZ25-CME	HEG26-CME	-0.1	12,828	14,855
2025-09-17	HEV25-CME	HEZ25-CME	-9.65	10,138	11,137
2025-07-21	HEQ25-CME	HEV25-CME	-16.375	10,540	11,929
2025-06-16	HEN25-CME	HEQ25-CME	0.85	12,344	13,817
2025-05-21	HEM25-CME	HEN25-CME	3.125	7,242	10,469
2025-03-20	HEJ25-CME	HEM25-CME	10.725	6,615	9,295
2025-01-17	HEG25-CME	HEJ25-CME	7.05	12,771	12,856
2024-11-18	HEZ24-CME	HEG25-CME	3.35	7,521	8,412
2024-09-18	HEV24-CME	HEZ24-CME	-8.175	7,179	8,935
2024-07-19	HEQ24-CME	HEV24-CME	-17.125	7,969	10,262
2024-06-20	HEN24-CME	HEQ24-CME	-1.9	12,521	20,454
2024-05-22	HEM24-CME	HEN24-CME	2.65	7,607	13,239
2024-03-18	HEJ24-CME	HEM24-CME	16.2	8,102	9,795
2024-01-19	HEG24-CME	HEJ24-CME	7.425	6,179	7,050

HE Instrument specifications

Exchange: CME
Contract listings: Monthly · F–Z
Minimum tick: 0.00025
Point value: 400.00 USD

Methodology

Per-contract, continuous and bar files are derived datasets. Continuous datasets join contracts with documented rolls and additive adjustments; bars aggregate ticks into OHLCV.

Read the schemas, timeframe rules and HTTP documentation.

HE Quick start

View Python example

curl -LO https://historicalfuturesdata.com/HE/bars/10s/cme.he.bars.10s.2026.parquet

import pandas as pd
df = pd.read_parquet("cme.he.bars.10s.2026.parquet")

import polars as pl
df = pl.read_parquet("cme.he.bars.10s.2026.parquet")

Frequently asked questions about HE historical data

What period does HE cover?

2011-05-26 → 2026-10-26. This range comes from the current instrument catalog.

Which HE timeframes are published?

10s, 1m, 2m, 5m, 30m, 1h, 4h, 1D. The bars table lists each available annual download.

How do I get a HE sample?

Download cme.he.bars.10s.2026.parquet using the free sample button. No account or API key is needed for this 10-second sample.

Lean Hogs (HE)