NQ Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

NQ annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free27.9 MB	5.5 MB	3.0 MB	1.4 MB	274.6 KB	147.0 KB	53.0 KB	21.9 KB
2025	32.8 MB	6.5 MB	3.5 MB	1.6 MB	327.6 KB	175.9 KB	63.5 KB	26.4 KB
2024	32.3 MB	6.4 MB	3.5 MB	1.6 MB	325.6 KB	175.4 KB	63.2 KB	26.3 KB
2023	31.8 MB	6.3 MB	3.4 MB	1.5 MB	322.2 KB	173.7 KB	62.5 KB	26.3 KB
2022	33.3 MB	6.6 MB	3.6 MB	1.6 MB	331.4 KB	177.3 KB	63.6 KB	26.4 KB
2021	31.3 MB	6.2 MB	3.3 MB	1.5 MB	321.7 KB	173.5 KB	62.8 KB	26.2 KB
2020	31.8 MB	6.2 MB	3.4 MB	1.5 MB	325.3 KB	174.6 KB	63.5 KB	26.4 KB
2019	29.4 MB	5.8 MB	3.1 MB	1.4 MB	306.6 KB	167.0 KB	61.3 KB	26.2 KB
2018	28.7 MB	5.9 MB	3.1 MB	1.4 MB	308.4 KB	168.4 KB	61.7 KB	26.2 KB
2017	22.1 MB	5.3 MB	2.8 MB	1.2 MB	277.7 KB	156.9 KB	59.0 KB	26.1 KB
2016	22.5 MB	5.3 MB	2.9 MB	1.3 MB	282.7 KB	159.0 KB	59.6 KB	26.2 KB
2015	21.5 MB	5.3 MB	2.9 MB	1.3 MB	288.2 KB	163.2 KB	59.7 KB	26.2 KB
2014	19.2 MB	5.0 MB	2.8 MB	1.2 MB	276.8 KB	160.4 KB	59.0 KB	26.1 KB
2013	17.7 MB	4.8 MB	2.7 MB	1.2 MB	265.8 KB	154.0 KB	57.4 KB	26.0 KB
2012	18.2 MB	4.9 MB	2.7 MB	1.2 MB	271.8 KB	158.7 KB	59.5 KB	27.2 KB
2011	18.5 MB	4.8 MB	2.7 MB	1.2 MB	272.0 KB	157.6 KB	58.9 KB	26.5 KB
2010	240.1 KB	135.2 KB	108.9 KB	83.2 KB	42.8 KB	33.2 KB	21.1 KB	14.6 KB

Continuous futures data (17)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

NQ back-adjusted continuous files by year
Year	Size	File
2026	1.1 GB	download
2025	1.3 GB	download
2024	1.3 GB	download
2023	1.4 GB	download
2022	1.5 GB	download
2021	1.2 GB	download
2020	1.2 GB	download
2019	848.5 MB	download
2018	897.6 MB	download
2017	418.8 MB	download
2016	426.7 MB	download
2015	405.2 MB	download
2014	383.4 MB	download
2013	293.3 MB	download
2012	275.4 MB	download
2011	296.1 MB	download
2010	2.6 MB	download

All contracts (67)

NQ per-contract tick datasets
Contract	Coverage	Rows	Size	File
NQH27	2026-05 to 2026-10	16,379	296.9 KB	parquet
NQM27	2026-04 to 2026-10	150	10.7 KB	parquet
NQU26	2025-10 to 2026-09	30,952,633	302.2 MB	parquet
NQZ27	2025-05 to 2026-10	5	6.0 KB	parquet
NQM26	2025-04 to 2026-06	34,295,716	323.3 MB	parquet
NQH26	2025-03 to 2026-03	30,865,520	288.2 MB	parquet
NQZ25	2024-12 to 2025-12	34,287,410	314.9 MB	parquet
NQU25	2024-08 to 2025-09	27,834,323	254.5 MB	parquet
NQM25	2024-06 to 2025-06	34,405,667	323.7 MB	parquet
NQH25	2024-01 to 2025-03	34,894,451	323.6 MB	parquet
NQZ24	2023-12 to 2024-12	29,595,091	274.5 MB	parquet
NQZ26	2023-10 to 2026-10	16,352,316	156.5 MB	parquet
NQU24	2023-09 to 2024-09	36,424,580	333.5 MB	parquet
NQM24	2023-07 to 2024-06	39,201,007	350.7 MB	parquet
NQH24	2023-03 to 2024-03	35,849,809	318.0 MB	parquet
NQZ23	2022-12 to 2023-12	39,337,835	349.7 MB	parquet
NQU23	2022-09 to 2023-09	35,672,455	320.0 MB	parquet
NQM23	2022-06 to 2023-06	36,825,805	323.9 MB	parquet
NQH23	2021-12 to 2023-03	35,098,013	323.7 MB	parquet
NQZ22	2021-10 to 2022-12	40,672,266	375.6 MB	parquet
NQU22	2021-06 to 2022-09	36,117,696	332.9 MB	parquet
NQH22	2021-05 to 2022-03	39,958,295	369.1 MB	parquet
NQM22	2021-03 to 2022-06	38,141,373	356.0 MB	parquet
NQZ21	2020-12 to 2021-12	33,763,589	303.6 MB	parquet
NQU21	2020-12 to 2021-09	26,870,415	243.1 MB	parquet
NQM21	2020-09 to 2021-06	29,171,960	271.7 MB	parquet
NQH21	2020-03 to 2021-03	29,976,067	284.8 MB	parquet
NQZ20	2019-12 to 2020-12	31,396,872	300.9 MB	parquet
NQU20	2019-07 to 2020-09	30,652,940	276.4 MB	parquet
NQM20	2019-04 to 2020-06	26,615,210	240.0 MB	parquet
NQH20	2019-03 to 2020-03	35,563,955	304.1 MB	parquet
NQZ19	2018-11 to 2019-12	21,985,130	189.7 MB	parquet
NQU19	2018-07 to 2019-09	24,970,179	214.7 MB	parquet
NQM19	2018-04 to 2019-06	27,714,490	237.3 MB	parquet
NQH19	2018-02 to 2019-03	24,023,205	206.4 MB	parquet
NQU18	2017-12 to 2018-09	21,060,816	180.8 MB	parquet
NQZ18	2017-09 to 2018-12	33,987,867	290.8 MB	parquet
NQM18	2017-08 to 2018-06	22,509,776	194.8 MB	parquet
NQH18	2017-01 to 2018-03	18,522,069	163.5 MB	parquet
NQZ17	2016-09 to 2017-12	13,242,997	117.9 MB	parquet
NQU17	2016-08 to 2017-09	14,450,267	127.9 MB	parquet
NQM17	2016-04 to 2017-06	10,359,465	93.3 MB	parquet
NQH17	2016-03 to 2017-03	7,875,428	72.9 MB	parquet
NQU16	2015-12 to 2016-09	9,586,271	87.3 MB	parquet
NQZ16	2015-10 to 2016-12	11,388,707	103.1 MB	parquet
NQH16	2015-07 to 2016-03	15,317,097	137.7 MB	parquet
NQM16	2015-06 to 2016-06	10,357,849	93.9 MB	parquet
NQZ15	2014-10 to 2015-12	12,063,078	109.0 MB	parquet
NQU15	2014-06 to 2015-09	12,042,572	108.7 MB	parquet
NQM15	2014-03 to 2015-06	8,830,013	80.5 MB	parquet
NQH15	2014-01 to 2015-03	10,691,876	97.5 MB	parquet
NQU14	2013-12 to 2014-09	8,625,738	80.0 MB	parquet
NQZ14	2013-11 to 2014-12	12,525,954	113.3 MB	parquet
NQM14	2013-11 to 2014-06	11,591,751	100.3 MB	parquet
NQH14	2013-11 to 2014-03	9,282,774	76.9 MB	parquet
NQZ13	2013-08 to 2013-12	8,522,343	78.0 MB	parquet
NQU13	2013-05 to 2013-09	8,074,292	73.7 MB	parquet
NQM13	2013-02 to 2013-06	8,618,159	78.9 MB	parquet
NQH13	2012-11 to 2013-03	6,737,183	62.9 MB	parquet
NQZ12	2012-08 to 2012-12	9,426,140	79.5 MB	parquet
NQU12	2012-05 to 2012-09	8,839,177	68.6 MB	parquet
NQM12	2012-02 to 2012-06	9,649,434	72.3 MB	parquet
NQH12	2011-11 to 2012-03	7,259,445	57.4 MB	parquet
NQZ11	2011-08 to 2011-12	11,466,206	88.4 MB	parquet
NQU11	2011-02 to 2011-09	11,029,127	82.0 MB	parquet
NQM11	2010-09 to 2011-06	9,118,885	68.7 MB	parquet
NQH11	2010-05 to 2011-03	6,788,763	52.3 MB	parquet

Latest 20 rolls

Latest 20 of 63 rolls. Download the full JSON ledger.

NQ latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-14	NQU26-CME	NQZ26-CME	294.75	312,278	341,924
2026-06-15	NQM26-CME	NQU26-CME	303.5	147,791	337,967
2026-03-16	NQH26-CME	NQM26-CME	217.5	249,341	280,694
2025-12-15	NQZ25-CME	NQH26-CME	246.5	241,982	304,939
2025-09-16	NQU25-CME	NQZ25-CME	238	94,412	320,651
2025-06-16	NQM25-CME	NQU25-CME	226.75	169,373	262,263
2025-03-18	NQH25-CME	NQM25-CME	205.5	247,688	467,061
2024-12-17	NQZ24-CME	NQH25-CME	299.75	158,229	453,103
2024-09-16	NQU24-CME	NQZ24-CME	230.5	225,657	265,970
2024-06-17	NQM24-CME	NQU24-CME	271.75	269,534	504,018
2024-03-11	NQH24-CME	NQM24-CME	244.5	314,245	570,959
2023-12-11	NQZ23-CME	NQH24-CME	212.5	240,416	394,928
2023-09-11	NQU23-CME	NQZ23-CME	198.75	258,306	459,520
2023-06-12	NQM23-CME	NQU23-CME	184	244,740	385,572
2023-03-13	NQH23-CME	NQM23-CME	122.5	546,788	651,370
2022-12-12	NQZ22-CME	NQH23-CME	117	235,644	276,912
2022-09-12	NQU22-CME	NQZ22-CME	82.75	313,361	367,205
2022-06-13	NQM22-CME	NQU22-CME	28.75	387,941	610,767
2022-03-14	NQH22-CME	NQM22-CME	-3.25	319,415	467,073
2021-12-10	NQZ21-CME	NQH22-CME	1.5	332,438	360,582

NQ Instrument specifications

Exchange: CME
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 0.25
Point value: 20.00 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.

NQ Quick start

View Python example

curl -LO https://historicalfuturesdata.com/NQ/bars/10s/cme.nq.bars.10s.2026.parquet

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

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

Frequently asked questions about NQ historical data

What period does NQ cover?

2010-05-25 → 2026-10-23. This range comes from the current instrument catalog.

Which NQ timeframes are published?

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

How do I get a NQ sample?

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

E-mini Nasdaq-100 (NQ)