Equity Index Futures · CME

Micro E-mini Russell 2000 (M2K)

Small-cap index exposure in a micro contract.

Download free sample

Tick coverage: 2019-05-05 → 2026-10-23
Bar timeframes: 8 published
Catalog updated: 2026-10-25

M2K Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

M2K annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free19.5 MB	4.6 MB	2.5 MB	1.1 MB	249.7 KB	138.5 KB	51.2 KB	22.2 KB
2025	21.0 MB	5.4 MB	2.9 MB	1.3 MB	296.3 KB	165.9 KB	61.8 KB	26.8 KB
2024	20.6 MB	5.4 MB	2.9 MB	1.3 MB	297.7 KB	166.7 KB	62.2 KB	26.9 KB
2023	19.6 MB	5.3 MB	2.9 MB	1.3 MB	294.3 KB	165.7 KB	62.4 KB	26.9 KB
2022	25.0 MB	5.7 MB	3.0 MB	1.4 MB	310.7 KB	171.4 KB	63.4 KB	27.1 KB
2021	25.1 MB	5.7 MB	3.0 MB	1.4 MB	308.1 KB	170.0 KB	62.2 KB	27.0 KB
2020	23.6 MB	5.5 MB	2.9 MB	1.3 MB	304.4 KB	169.0 KB	62.8 KB	27.1 KB
2019	8.2 MB	2.7 MB	1.6 MB	772.4 KB	178.6 KB	103.0 KB	40.2 KB	17.8 KB

Continuous futures data (8)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

M2K back-adjusted continuous files by year
Year	Size	File
2026	211.0 MB	download
2025	192.1 MB	download
2024	199.2 MB	download
2023	178.1 MB	download
2022	290.4 MB	download
2021	351.4 MB	download
2020	223.8 MB	download
2019	53.0 MB	download

All contracts (35)

M2K per-contract tick datasets
Contract	Coverage	Rows	Size	File
M2KZ7	2026-09 to 2026-10	6	4.1 KB	parquet
M2KU7	2026-09 to 2026-10	26	4.6 KB	parquet
M2KM7	2026-06 to 2026-10	14	8.1 KB	parquet
M2KZ6	2026-03 to 2026-10	1,939,777	20.9 MB	parquet
M2KH7	2026-01 to 2026-10	4,443	101.5 KB	parquet
M2KU6	2025-07 to 2026-09	5,056,415	54.3 MB	parquet
M2KM6	2025-06 to 2026-06	6,660,576	70.7 MB	parquet
M2KH6	2025-03 to 2026-03	5,575,602	59.2 MB	parquet
M2KZ5	2024-10 to 2025-12	4,167,774	47.9 MB	parquet
M2KU5	2024-07 to 2025-09	2,908,108	34.3 MB	parquet
M2KM5	2024-06 to 2025-06	4,606,278	51.5 MB	parquet
M2KH5	2024-04 to 2025-03	4,468,944	49.2 MB	parquet
M2KU4	2024-01 to 2024-09	4,719,582	49.8 MB	parquet
M2KZ4	2023-12 to 2024-12	4,432,837	48.2 MB	parquet
M2KM4	2023-06 to 2024-06	3,914,144	42.5 MB	parquet
M2KH4	2023-01 to 2024-03	4,700,061	50.1 MB	parquet
M2KZ3	2023-01 to 2023-12	3,512,733	38.4 MB	parquet
M2KM3	2022-09 to 2023-06	4,480,754	48.1 MB	parquet
M2KU3	2022-08 to 2023-09	3,358,125	37.6 MB	parquet
M2KH3	2022-01 to 2023-03	3,986,369	44.7 MB	parquet
M2KZ2	2021-12 to 2022-12	5,613,560	61.7 MB	parquet
M2KM2	2021-11 to 2022-06	6,365,754	68.6 MB	parquet
M2KU2	2021-08 to 2022-09	4,966,633	54.5 MB	parquet
M2KH2	2021-01 to 2022-03	9,589,290	98.4 MB	parquet
M2KM1	2020-12 to 2021-06	7,551,239	76.1 MB	parquet
M2KZ1	2020-09 to 2021-12	9,399,471	93.0 MB	parquet
M2KU1	2020-07 to 2021-09	6,053,233	63.2 MB	parquet
M2KZ0	2020-04 to 2020-12	4,037,542	45.6 MB	parquet
M2KH1	2020-02 to 2021-03	9,282,186	93.3 MB	parquet
M2KM0	2019-09 to 2020-06	6,673,512	68.5 MB	parquet
M2KH0	2019-09 to 2020-03	3,062,297	33.1 MB	parquet
M2KU0	2019-08 to 2020-09	5,148,439	55.7 MB	parquet
M2KZ9	2019-06 to 2019-12	1,731,891	20.2 MB	parquet
M2KU9	2019-05 to 2019-09	1,706,822	20.5 MB	parquet
M2KM9	2019-05 to 2019-06	486,665	6.8 MB	parquet

Latest 20 rolls

Latest 20 of 30 rolls. Download the full JSON ledger.

M2K latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-14	M2KU26-CME	M2KZ26-CME	19.8	38,727	61,930
2026-06-15	M2KM26-CME	M2KU26-CME	20.9	37,771	74,302
2026-03-16	M2KH26-CME	M2KM26-CME	15.3	24,775	93,750
2025-12-15	M2KZ25-CME	M2KH26-CME	20.3	30,658	55,007
2025-09-15	M2KU25-CME	M2KZ25-CME	17.9	19,226	28,194
2025-06-16	M2KM25-CME	M2KU25-CME	16.5	23,257	38,350
2025-03-17	M2KH25-CME	M2KM25-CME	17.1	30,709	46,852
2024-12-16	M2KZ24-CME	M2KH25-CME	27.2	34,319	45,734
2024-09-16	M2KU24-CME	M2KZ24-CME	21.3	28,697	38,914
2024-06-17	M2KM24-CME	M2KU24-CME	22.1	21,095	34,310
2024-03-11	M2KH24-CME	M2KM24-CME	23.6	19,290	47,680
2023-12-11	M2KZ23-CME	M2KH24-CME	21.3	18,546	34,495
2023-09-11	M2KU23-CME	M2KZ23-CME	19.4	13,817	29,904
2023-06-12	M2KM23-CME	M2KU23-CME	18.2	19,443	56,830
2023-03-13	M2KH23-CME	M2KM23-CME	13.3	54,201	144,083
2022-12-12	M2KZ22-CME	M2KH23-CME	14.4	27,173	49,513
2022-09-12	M2KU22-CME	M2KZ22-CME	7.2	34,149	46,886
2022-06-10	M2KM22-CME	M2KU22-CME	-1	68,255	88,181
2022-03-11	M2KH22-CME	M2KM22-CME	-5.8	62,198	92,450
2021-12-13	M2KZ21-CME	M2KH22-CME	-3.1	58,384	100,023

M2K Instrument specifications

Exchange: CME
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 0.10
Point value: 5.00 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.

M2K Quick start

View Python example

curl -LO https://historicalfuturesdata.com/M2K/bars/10s/cme.m2k.bars.10s.2026.parquet

import pandas as pd
df = pd.read_parquet("cme.m2k.bars.10s.2026.parquet")

import polars as pl
df = pl.read_parquet("cme.m2k.bars.10s.2026.parquet")

Frequently asked questions about M2K historical data

What period does M2K cover?

2019-05-05 → 2026-10-23. This range comes from the current instrument catalog.

Which M2K timeframes are published?

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

How do I get a M2K sample?

Download cme.m2k.bars.10s.2026.parquet using the free sample button. No account or API key is needed for this 10-second sample.