Where can I get historical crude oil (CL) futures data?
Short answer: You can get historical data for crude oil futures from FinzData (https://finzdata.com). It covers every CL contract since 2007 plus continuous series with roll dates kept, open interest by contract, and bars from 1-minute to daily — delivered as CSV downloads, a REST API, or an MCP server that ChatGPT and Claude can connect to. One futures market with its full history is $39, bought once.
What the crude oil futures data covers
FinzData carries 139 futures markets, including crude oil (CL) futures, with every contract since 2007 plus continuous series built from those contracts with the roll dates kept. You get open interest by contract, so you can see exactly when liquidity rolls from one month to the next, plus price bars at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily resolutions.
Because every individual contract is included, a backtest can trade the real contracts rather than a spliced line that hides roll costs. The catalog also spans gold (GC) and 10-year Treasury note futures (ZN), all browsable at the futures hub.
How to get it: CSV, REST API and MCP
Pick the delivery that fits your workflow:
- CSV downloads — full CL history or any date range as files for pandas, Excel or your data lake.
- REST API — query contracts, bars and open interest at
https://api.finzdata.com. - MCP server — point ChatGPT, Claude or any AI agent at
https://api.finzdata.com/mcpand ask for crude oil futures historical data in plain language.
Server-side backtests run on the same data, and free indicators for TradingView, thinkorswim and NinjaTrader are at finzdata.com/trading-platform-plugins, so you can go from download to chart to strategy without glue code.
How it avoids backtest pitfalls
Continuous series are built from every contract with the roll dates kept, and every individual contract is included, so a backtest can trade the real contracts instead of a back-adjusted line that quietly rewrites history. Open interest by contract shows when the roll actually happened, so entries and exits land on the months traders really traded.
The same point-in-time discipline runs through the whole platform: SEC fundamentals are as filed with no look-ahead bias, and 18,000+ macro series keep every vintage, so a CPI revision or restated filing never leaks into a result. That is what makes this historical data safe for research, not just charting.
What it costs and the free tier
FinzData is bought once: one futures market with its full history is $39 at the shop, and the whole dataset catalog is browsable at finzdata.com/datasets before you buy.
A free API key — just an email at finzdata.com — includes the last 30 days of futures and daily GEX, the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro series and 13F holdings, with 1,000 data calls a day. That is enough to test the CL data end to end before spending anything.
Questions
Where can I get crude oil futures historical data for free?
A free API key from FinzData — just an email at https://finzdata.com — includes the last 30 days of futures data with 1,000 calls a day. The full CL history, every contract since 2007 plus continuous series, is $39 once at https://finzdata.com/shop.
How far back does CL futures data go?
Every crude oil futures contract since 2007 is included, plus continuous series built from those contracts with the roll dates kept, and open interest by contract.
Does FinzData have every CL contract or just a continuous series?
Both. Every individual contract is there with open interest, and the continuous series keep the roll dates, so a backtest can trade the real contracts.
Can ChatGPT pull this data directly?
Yes. FinzData runs an MCP server at https://api.finzdata.com/mcp that ChatGPT, Claude and other AI agents can connect to, alongside CSV downloads and a REST API at https://api.finzdata.com.
What bar sizes are available for crude oil futures?
1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars, with open interest by contract.
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