YM Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

YM annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free20.2 MB	4.6 MB	2.5 MB	1.1 MB	246.2 KB	136.2 KB	49.9 KB	21.7 KB
2025	23.9 MB	5.6 MB	3.0 MB	1.3 MB	297.2 KB	164.9 KB	60.7 KB	26.2 KB
2024	24.6 MB	5.6 MB	3.0 MB	1.3 MB	298.0 KB	165.1 KB	60.9 KB	26.2 KB
2023	25.7 MB	5.6 MB	3.0 MB	1.3 MB	294.6 KB	163.3 KB	60.2 KB	26.2 KB
2022	27.9 MB	5.9 MB	3.2 MB	1.4 MB	311.6 KB	169.6 KB	61.8 KB	26.3 KB
2021	27.0 MB	5.7 MB	3.0 MB	1.3 MB	297.0 KB	163.5 KB	59.9 KB	26.2 KB
2020	29.1 MB	5.8 MB	3.1 MB	1.4 MB	310.7 KB	169.1 KB	61.7 KB	26.3 KB
2019	26.5 MB	5.6 MB	2.9 MB	1.3 MB	293.0 KB	162.6 KB	59.9 KB	26.1 KB
2018	26.6 MB	5.7 MB	3.0 MB	1.3 MB	300.0 KB	164.9 KB	60.5 KB	26.2 KB
2017	19.4 MB	5.0 MB	2.7 MB	1.2 MB	265.8 KB	152.0 KB	58.0 KB	26.0 KB
2016	22.0 MB	5.2 MB	2.8 MB	1.2 MB	275.8 KB	155.6 KB	58.4 KB	26.0 KB
2015	20.5 MB	5.1 MB	2.8 MB	1.2 MB	278.2 KB	160.1 KB	58.7 KB	26.0 KB
2014	18.1 MB	4.8 MB	2.7 MB	1.2 MB	269.7 KB	155.7 KB	57.8 KB	26.0 KB
2013	17.4 MB	4.8 MB	2.7 MB	1.2 MB	269.4 KB	156.9 KB	57.6 KB	26.0 KB
2012	16.2 MB	4.4 MB	2.5 MB	1.1 MB	261.3 KB	154.2 KB	58.6 KB	27.0 KB
2011	1.1 MB	317.3 KB	184.3 KB	92.3 KB	27.6 KB	18.5 KB	8.8 KB	6.0 KB

Continuous futures data (16)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

YM back-adjusted continuous files by year
Year	Size	File
2026	220.9 MB	download
2025	265.5 MB	download
2024	323.8 MB	download
2023	374.0 MB	download
2022	483.1 MB	download
2021	392.1 MB	download
2020	519.6 MB	download
2019	402.9 MB	download
2018	480.3 MB	download
2017	227.3 MB	download
2016	303.1 MB	download
2015	276.4 MB	download
2014	241.1 MB	download
2013	222.2 MB	download
2012	171.0 MB	download
2011	9.2 MB	download

All contracts (64)

YM per-contract tick datasets
Contract	Coverage	Rows	Size	File
YMM27	2026-10 to 2026-10	6	2.3 KB	parquet
YMH27	2026-07 to 2026-10	2,718	56.2 KB	parquet
YMZ26	2026-05 to 2026-10	2,320,583	25.8 MB	parquet
YMU26	2026-01 to 2026-09	4,573,184	50.0 MB	parquet
YMM26	2025-08 to 2026-06	6,248,396	67.6 MB	parquet
YMH26	2025-04 to 2026-03	6,469,576	69.8 MB	parquet
YMZ25	2025-03 to 2025-12	5,805,286	61.5 MB	parquet
YMU25	2024-12 to 2025-09	4,636,375	50.8 MB	parquet
YMM25	2024-07 to 2025-06	6,196,982	66.4 MB	parquet
YMH25	2024-03 to 2025-03	6,943,257	72.3 MB	parquet
YMZ24	2023-12 to 2024-12	6,588,607	67.8 MB	parquet
YMU24	2023-10 to 2024-09	8,183,412	82.3 MB	parquet
YMM24	2023-07 to 2024-06	8,895,634	87.6 MB	parquet
YMH24	2023-04 to 2024-03	7,441,674	73.7 MB	parquet
YMZ23	2023-03 to 2023-12	9,874,124	93.2 MB	parquet
YMU23	2022-11 to 2023-09	8,341,469	80.9 MB	parquet
YMM23	2022-08 to 2023-06	9,715,320	94.3 MB	parquet
YMH23	2022-07 to 2023-03	9,978,264	98.5 MB	parquet
YMZ22	2021-12 to 2022-12	11,742,357	117.4 MB	parquet
YMU22	2021-10 to 2022-09	10,127,533	100.4 MB	parquet
YMM22	2021-07 to 2022-06	10,673,778	107.2 MB	parquet
YMH22	2021-06 to 2022-03	13,551,298	131.2 MB	parquet
YMZ21	2021-01 to 2021-12	10,780,416	102.7 MB	parquet
YMU21	2020-11 to 2021-09	8,311,402	81.1 MB	parquet
YMM21	2020-08 to 2021-06	8,927,745	86.6 MB	parquet
YMH21	2020-06 to 2021-03	10,423,487	101.9 MB	parquet
YMZ20	2020-01 to 2020-12	11,339,647	112.6 MB	parquet
YMU20	2019-12 to 2020-09	11,834,170	113.0 MB	parquet
YMM20	2019-10 to 2020-06	13,036,767	125.6 MB	parquet
YMH20	2019-04 to 2020-03	15,267,693	138.6 MB	parquet
YMZ19	2019-02 to 2019-12	8,789,407	82.2 MB	parquet
YMU19	2018-10 to 2019-09	11,111,603	103.0 MB	parquet
YMM19	2018-08 to 2019-06	12,643,306	115.3 MB	parquet
YMH19	2018-03 to 2019-03	11,854,169	108.4 MB	parquet
YMZ18	2018-01 to 2018-12	14,752,981	134.1 MB	parquet
YMU18	2017-11 to 2018-09	9,553,272	89.3 MB	parquet
YMM18	2017-07 to 2018-06	13,063,718	118.7 MB	parquet
YMH18	2017-06 to 2018-03	11,469,569	104.9 MB	parquet
YMU17	2017-01 to 2017-09	6,066,850	58.0 MB	parquet
YMZ17	2016-12 to 2017-12	5,829,781	55.7 MB	parquet
YMM17	2016-08 to 2017-06	6,383,984	60.9 MB	parquet
YMH17	2016-05 to 2017-03	5,633,886	53.3 MB	parquet
YMZ16	2016-03 to 2016-12	8,378,179	77.8 MB	parquet
YMU16	2015-12 to 2016-09	6,981,427	65.6 MB	parquet
YMM16	2015-07 to 2016-06	6,856,934	64.8 MB	parquet
YMH16	2015-06 to 2016-03	9,828,799	92.3 MB	parquet
YMZ15	2015-02 to 2015-12	7,593,110	71.5 MB	parquet
YMU15	2015-02 to 2015-09	8,063,669	76.3 MB	parquet
YMM15	2014-07 to 2015-06	6,041,149	57.6 MB	parquet
YMH15	2014-07 to 2015-03	6,644,643	64.1 MB	parquet
YMZ14	2014-01 to 2014-12	7,152,524	68.7 MB	parquet
YMU14	2013-11 to 2014-09	5,311,850	51.9 MB	parquet
YMM14	2013-11 to 2014-06	6,316,665	58.4 MB	parquet
YMH14	2013-11 to 2014-03	6,149,665	53.5 MB	parquet
YMZ13	2013-08 to 2013-12	5,785,133	53.3 MB	parquet
YMU13	2013-05 to 2013-09	5,881,502	56.2 MB	parquet
YMM13	2013-02 to 2013-06	7,200,258	67.7 MB	parquet
YMH13	2012-11 to 2013-03	4,484,543	43.4 MB	parquet
YMZ12	2012-08 to 2012-12	5,386,935	49.3 MB	parquet
YMU12	2012-05 to 2012-09	5,726,606	46.9 MB	parquet
YMM12	2012-02 to 2012-06	5,903,159	48.5 MB	parquet
YMH12	2011-11 to 2012-03	4,513,841	37.3 MB	parquet
YMZ09	2009-09 to 2009-09	2	2.2 KB	parquet
YMU09	2009-06 to 2009-06	7	2.3 KB	parquet

Latest 20 rolls

Latest 20 of 59 rolls. Download the full JSON ledger.

YM latest roll records
Session	From	To	Diff	Old volume	New volume
2026-09-14	YMU26-CBOT	YMZ26-CBOT	420	29,225	49,578
2026-06-12	YMM26-CBOT	YMU26-CBOT	371	50,106	64,656
2026-03-16	YMH26-CBOT	YMM26-CBOT	307	33,434	103,627
2025-12-15	YMZ25-CBOT	YMH26-CBOT	372	31,071	59,037
2025-09-15	YMU25-CBOT	YMZ25-CBOT	339	28,996	52,885
2025-06-16	YMM25-CBOT	YMU25-CBOT	326	26,369	53,356
2025-03-17	YMH25-CBOT	YMM25-CBOT	340	44,803	67,171
2024-12-16	YMZ24-CBOT	YMH25-CBOT	485	31,126	57,443
2024-09-16	YMU24-CBOT	YMZ24-CBOT	398	39,949	77,859
2024-06-17	YMM24-CBOT	YMU24-CBOT	412	46,890	105,990
2024-03-11	YMH24-CBOT	YMM24-CBOT	441	61,123	119,742
2023-12-11	YMZ23-CBOT	YMH24-CBOT	366	35,744	82,554
2023-09-11	YMU23-CBOT	YMZ23-CBOT	328	45,061	90,502
2023-06-12	YMM23-CBOT	YMU23-CBOT	303	48,328	111,197
2023-03-13	YMH23-CBOT	YMM23-CBOT	217	164,910	293,610
2022-12-12	YMZ22-CBOT	YMH23-CBOT	252	46,505	101,165
2022-09-12	YMU22-CBOT	YMZ22-CBOT	113	45,447	82,719
2022-06-10	YMM22-CBOT	YMU22-CBOT	-23	122,058	138,829
2022-03-14	YMH22-CBOT	YMM22-CBOT	-104	82,227	182,511
2021-12-13	YMZ21-CBOT	YMH22-CBOT	-106	61,999	139,191

YM Instrument specifications

Exchange: CBOT
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 1.00
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.

YM Quick start

View Python example

curl -LO https://historicalfuturesdata.com/YM/bars/10s/cme.ym.bars.10s.2026.parquet

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

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

Frequently asked questions about YM historical data

What period does YM cover?

2011-11-01 → 2026-10-23. This range comes from the current instrument catalog.

Which YM timeframes are published?

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

How do I get a YM sample?

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

E-mini Dow (YM)