Historical Futures Data: Daily, Intraday and Continuous Contracts

Historical futures data coverage: daily and intraday

Intraday timestamps mark the start of each bar in US Eastern time, the same convention as our equity bars.

Futures markets: index, rates, energy, metals, grains, FX

Equity index: E-mini S&P 500 (/ES), E-mini Nasdaq-100 (/NQ), E-mini Dow (YM), E-mini Russell 2000 (RTY), the Micro E-mini S&P 500, Nasdaq-100 and Russell 2000 (MES, MNQ, M2K), DAX (FDAX), Euro Stoxx 50 (FESX), Nikkei 225. Rates: Treasury futures (ZT, ZF, /ZN, UB, US), SOFR futures, Bund, Bobl, Schatz and Buxl (FGBL, FGBM, FGBS, FGBX). Energy: WTI crude (/CL), Brent (B), natural gas (NG), heating oil (HO), RBOB gasoline (RB). Metals: gold (/GC), silver (SI), copper (HG), platinum (PL), palladium (PA). Agriculture: corn (ZC), soybeans (ZS), wheat (ZW), coffee (KC), sugar (SB), cotton (CT), cocoa (CC), live and feeder cattle, lean hogs. Currencies: euro, British pound and Australian dollar futures and the US Dollar Index (DX). Volatility and crypto: VIX futures (VX) and Bitcoin futures (BTC).

The full list, with first and last dates for every market, comes from GET /v1/futures/roots.

Futures symbols we cover, by asset class

Futures symbols carry a leading slash (/ES, /NQ, /CL) to mark them as futures contracts, not stocks. In the API, pass the root without the slash: root=ES. Every market includes each individual contract month plus a continuous series.

Equity index futures (39)

Interest rate futures (23)

Energy futures (12)

Metals futures (9)

Agricultural futures (27)

Currency (FX) futures (23)

Volatility futures (3)

Crypto futures (3)

Futures data pricing

Daily updates are $19.95/month, the same single subscription that keeps all your FinzData data current. Adding futures to a look-back bundle or a shop order costs less: Futures Daily +$75, Futures Complete +$195. Institutional includes futures. Buy futures data.

Continuous futures data, back-adjusted the transparent way

A continuous series follows the contract in use on each day and switches on the dates in the roll calendar. Back-adjusted prices shift every bar before a roll by the price gap between the new and the old contract on the roll day, so the series has no artificial jumps and the most recent prices equal the live contract. Ask for adjust=none to get the raw prices of each contract instead. Each bar keeps the contract it came from, so you can always trace a price to its source.

Download futures data as CSV, JSON or Parquet, or in Python

import finzdata as fd

c = fd.Client()
c.futures_roots()                                  # every market with its coverage
es = c.futures("ES", continuous=True)              # back-adjusted continuous E-mini S&P 500, daily
cl = c.futures("CL", contract="CLZ26")             # one contract
nq = c.futures("NQ", continuous=True, interval="30min", start="2026-01-01")

REST: /v1/futures/roots, /v1/futures/contracts?root=ES, /v1/futures/daily?root=ES&continuous=true, /v1/futures/bars?root=ES&interval=30min. Every route returns JSON, CSV or Parquet.

Historical futures data: questions

Does FinzData sell historical price data for /ES, /NQ, /CL, /GC and /ZN futures?

Yes. Since October 15, 2026 FinzData sells historical futures price bars for 139 markets, including E-mini S&P 500 (/ES), E-mini Nasdaq-100 (/NQ), WTI crude oil (/CL), gold (/GC) and 10-year Treasury notes (/ZN). Daily bars (open, high, low, close, volume, open interest) cover 17,605 individual contracts since 2007, plus continuous back-adjusted series and a roll calendar. Prices: one market $29, Futures Daily (all 139 markets, daily bars) $95, Futures Complete (adds 1-minute, 5-minute, 15-minute, 30-minute and hourly bars) $295. The last 30 days of daily bars are free. Tick-by-tick trades, quotes and order-book depth are not offered. See ES, NQ, CL, GC and ZN.

What historical futures data does FinzData have?

Daily bars for 139 futures markets and 17,605 individual contracts since 2007, intraday bars at 1-minute, 5-minute, 15-minute, 30-minute and hourly resolution since February 2007, a roll calendar, and continuous series for 131 markets since 2008.

What is back-adjusted continuous futures data?

A continuous series follows the contract in use each day. Back-adjusted prices shift every bar before a roll by the gap between the new and old contract on the roll day, so the series has no artificial jumps and the latest prices equal the live contract. Use adjust=none for raw prices.

Can I download 1-minute futures data?

Yes. 1-minute, 5-minute, 15-minute, 30-minute and hourly bars come with Futures Complete ($295, all 139 markets) or a one-market purchase ($29).

How do I download futures data as CSV?

Every API route returns JSON, CSV or Parquet: add format=csv, for example /v1/futures/daily?root=ES&continuous=true&format=csv. The Python client returns a pandas DataFrame.

Is there free historical futures data?

Yes. The free API key includes the last 30 days of daily bars for all 139 futures markets.

What time zone are intraday futures bars in?

Timestamps mark the start of each bar in US Eastern time, the same convention as FinzData equity bars.