RTY Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

RTY annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free20.4 MB	4.7 MB	2.5 MB	1.1 MB	252.1 KB	138.7 KB	51.2 KB	22.1 KB
2025	23.4 MB	5.6 MB	3.0 MB	1.3 MB	302.6 KB	167.5 KB	62.2 KB	26.9 KB
2024	23.0 MB	5.6 MB	3.0 MB	1.3 MB	303.4 KB	168.3 KB	62.5 KB	27.0 KB
2023	23.4 MB	5.6 MB	3.0 MB	1.3 MB	301.1 KB	167.8 KB	62.8 KB	27.0 KB
2022	24.7 MB	5.7 MB	3.1 MB	1.4 MB	311.7 KB	171.4 KB	63.7 KB	27.0 KB
2021	23.0 MB	5.6 MB	3.0 MB	1.4 MB	306.6 KB	169.3 KB	62.5 KB	26.8 KB
2020	23.7 MB	5.6 MB	3.0 MB	1.4 MB	306.7 KB	169.5 KB	63.1 KB	27.1 KB
2019	19.6 MB	5.1 MB	2.8 MB	1.2 MB	283.5 KB	160.9 KB	61.2 KB	26.9 KB
2018	18.0 MB	4.8 MB	2.7 MB	1.3 MB	285.8 KB	162.1 KB	61.7 KB	26.9 KB
2017	5.4 MB	1.7 MB	1001.4 KB	493.6 KB	122.6 KB	72.3 KB	29.2 KB	13.3 KB

Continuous futures data (10)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

RTY back-adjusted continuous files by year
Year	Size	File
2026	331.6 MB	download
2025	389.3 MB	download
2024	361.4 MB	download
2023	376.7 MB	download
2022	449.2 MB	download
2021	384.6 MB	download
2020	368.9 MB	download
2019	246.2 MB	download
2018	254.4 MB	download
2017	57.0 MB	download

All contracts (39)

RTY per-contract tick datasets
Contract	Coverage	Rows	Size	File
RTYH27	2026-08 to 2026-10	2,153	43.5 KB	parquet
RTYZ26	2026-03 to 2026-10	4,472,033	42.8 MB	parquet
RTYU26	2025-12 to 2026-09	8,261,734	81.7 MB	parquet
RTYM26	2025-10 to 2026-06	10,328,556	102.4 MB	parquet
RTYH26	2025-07 to 2026-03	10,147,979	99.4 MB	parquet
RTYZ25	2025-02 to 2025-12	10,526,358	99.3 MB	parquet
RTYU25	2025-01 to 2025-09	8,617,577	80.2 MB	parquet
RTYH25	2024-09 to 2025-03	8,919,320	85.2 MB	parquet
RTYM25	2024-07 to 2025-06	11,113,063	107.3 MB	parquet
RTYZ24	2024-06 to 2024-12	8,095,919	76.3 MB	parquet
RTYU24	2024-03 to 2024-09	10,042,889	92.4 MB	parquet
RTYM24	2023-09 to 2024-06	9,699,931	88.6 MB	parquet
RTYH24	2023-07 to 2024-03	10,675,277	96.4 MB	parquet
RTYZ23	2023-03 to 2023-12	10,563,134	93.7 MB	parquet
RTYU23	2023-01 to 2023-09	8,638,140	80.0 MB	parquet
RTYH23	2022-07 to 2023-03	9,183,528	90.0 MB	parquet
RTYZ22	2022-06 to 2022-12	11,431,241	109.4 MB	parquet
RTYM23	2022-04 to 2023-06	10,924,541	99.3 MB	parquet
RTYU22	2021-12 to 2022-09	9,982,375	94.5 MB	parquet
RTYM22	2021-11 to 2022-06	10,710,436	103.7 MB	parquet
RTYH22	2021-06 to 2022-03	12,840,315	123.7 MB	parquet
RTYZ21	2021-06 to 2021-12	10,443,467	99.9 MB	parquet
RTYU21	2021-03 to 2021-09	8,204,483	81.0 MB	parquet
RTYM21	2020-11 to 2021-06	8,765,285	85.1 MB	parquet
RTYH21	2020-09 to 2021-03	9,314,564	91.2 MB	parquet
RTYZ20	2020-04 to 2020-12	8,586,701	82.9 MB	parquet
RTYU20	2020-03 to 2020-09	8,810,931	83.3 MB	parquet
RTYM20	2019-10 to 2020-06	10,295,669	98.8 MB	parquet
RTYH20	2019-08 to 2020-03	8,841,594	82.3 MB	parquet
RTYZ19	2019-03 to 2019-12	5,839,412	56.4 MB	parquet
RTYU19	2019-03 to 2019-09	6,675,328	63.1 MB	parquet
RTYM19	2018-12 to 2019-06	7,176,388	68.7 MB	parquet
RTYH19	2018-08 to 2019-03	6,149,670	59.2 MB	parquet
RTYZ18	2018-06 to 2018-12	8,103,714	76.8 MB	parquet
RTYU18	2018-03 to 2018-09	5,949,898	56.6 MB	parquet
RTYM18	2017-12 to 2018-06	5,484,383	52.4 MB	parquet
RTYH18	2017-09 to 2018-03	5,695,678	54.0 MB	parquet
RTYZ17	2017-07 to 2017-12	4,096,285	40.0 MB	parquet
RTYU17	2017-07 to 2017-09	599,918	8.5 MB	parquet

Latest 20 rolls

Latest 20 of 37 rolls. Download the full JSON ledger.

RTY latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-14	RTYU26-CME	RTYZ26-CME	21.6	63,390	120,937
2026-06-15	RTYM26-CME	RTYU26-CME	20.9	53,450	128,113
2026-03-16	RTYH26-CME	RTYM26-CME	16.2	84,157	142,772
2025-12-15	RTYZ25-CME	RTYH26-CME	19.8	62,561	115,187
2025-09-15	RTYU25-CME	RTYZ25-CME	18	50,791	91,233
2025-06-16	RTYM25-CME	RTYU25-CME	17.3	48,357	115,478
2025-03-17	RTYH25-CME	RTYM25-CME	17	61,986	115,378
2024-12-16	RTYZ24-CME	RTYH25-CME	27.8	67,037	103,358
2024-09-16	RTYU24-CME	RTYZ24-CME	21.5	83,291	96,958
2024-06-17	RTYM24-CME	RTYU24-CME	21.9	45,606	139,911
2024-03-11	RTYH24-CME	RTYM24-CME	24.3	49,444	110,244
2023-12-11	RTYZ23-CME	RTYH24-CME	20.5	53,703	114,221
2023-09-11	RTYU23-CME	RTYZ23-CME	18.7	46,534	111,674
2023-06-12	RTYM23-CME	RTYU23-CME	18.2	66,551	143,870
2023-03-13	RTYH23-CME	RTYM23-CME	14.4	203,826	337,379
2022-12-12	RTYZ22-CME	RTYH23-CME	14.3	52,284	124,557
2022-09-09	RTYU22-CME	RTYZ22-CME	6.4	92,860	113,997
2022-06-10	RTYM22-CME	RTYU22-CME	0.3	109,344	155,963
2022-03-11	RTYH22-CME	RTYM22-CME	-4.1	87,636	121,718
2021-12-10	RTYZ21-CME	RTYH22-CME	-2.8	100,170	122,443

RTY Instrument specifications

Exchange: CME
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 0.10
Point value: 50.00 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.

RTY Quick start

View Python example

curl -LO https://historicalfuturesdata.com/RTY/bars/10s/cme.rty.bars.10s.2026.parquet

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

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

Frequently asked questions about RTY historical data

What period does RTY cover?

2017-07-07 → 2026-10-23. This range comes from the current instrument catalog.

Which RTY timeframes are published?

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

How do I get a RTY sample?

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

E-mini Russell 2000 (RTY)