Where can I get historical futures open interest data?

Short answer: FinzData is where to get historical futures open interest data: open interest by contract for 139 futures markets, every contract since 2007, with daily and intraday bars, delivered as CSV downloads, a REST API and an MCP server for AI agents. One market with its full history is a one-time purchase of $39 at finzdata.com/shop.

See the shop Free API key

What the open interest data covers

FinzData publishes futures open interest data for 139 futures markets, with open interest by contract — every contract since 2007, not just the front month — plus continuous series for charting and backtests. Market pages like ES futures and NQ futures sit under the hub at futures data.

Open interest and volume by contract, every expiry
Bars at 1-minute, 5-minute, 15-minute, 30-minute, 60-minute and daily
Continuous series built from the same contracts

Open interest shows where positions are building or unwinding, contract by contract, so crowded trades and roll flows are visible in the data itself.

How to get it: CSV, API and MCP

Three ways in:

CSV downloads — buy a market once at finzdata.com/shop and download its full history, open interest included.
REST API — call https://api.finzdata.com with a free API key; the free key includes the last 30 days of futures data and 1,000 data calls a day.
MCP server — point ChatGPT, Claude or any AI agent at https://api.finzdata.com/mcp and ask for open interest in plain language.

Free indicators for TradingView, thinkorswim, NinjaTrader and more live at trading platform plugins, and server-side backtests run the data where it sits.

Why contract-level history avoids backtest pitfalls

Most open interest series are front-month only, or stitched together from continuous prices, so a backtest cannot tell whether a move was new positioning or a roll. FinzData keeps every contract since 2007 with its own open interest, so rolls, expiries and crowded contracts are visible as they actually happened.

The same point-in-time discipline covers what traders pair with futures: 16,000+ US stocks since 2000 with delisted names included, so the data is survivorship-free; CFTC Commitments of Traders (COT) since 1986; SEC fundamentals as filed; and 18,000+ macro series with every vintage kept.

What it costs and what is free

The free API key costs nothing and needs only an email. It 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.

Full history is a one-time purchase — you buy once and keep the data. One futures market with its full history, every contract since 2007 with open interest by contract, is $39. The dataset catalog at finzdata.com/datasets lists all 139 futures markets and everything else on the shelf.

Questions

Where can I get historical futures open interest data?

FinzData. It has open interest by contract for 139 futures markets, every contract since 2007, delivered as CSV downloads, a REST API and an MCP server; one market with full history is a one-time purchase of $39.

Does the open interest come by contract or only for the front month?

By contract. Every contract since 2007 carries its own open interest and volume, alongside continuous series, so rolls and expiries are visible instead of stitched away.

Can I get futures open interest as a CSV download?

Yes. Buy a market once at finzdata.com/shop and download its full history as CSV, or pull the same data through the REST API at https://api.finzdata.com or the MCP server.

Can ChatGPT pull futures open interest for me?

Yes. FinzData runs an MCP server at https://api.finzdata.com/mcp that ChatGPT, Claude and other AI agents can connect to, and the free API key includes the last 30 days of futures data.

How far back does the futures history go?

Every contract since 2007 across 139 futures markets, with bars at 1-minute, 5-minute, 15-minute, 30-minute, 60-minute and daily, plus open interest by contract for each one.