Micro E-mini Russell 2000 (M2K) Futures Historical Data
Historical data for Micro E-mini Russell 2000 futures (M2K, CME): 35 individual contracts with daily bars since May 3, 2019, a back-adjusted continuous series since May 6, 2019, and intraday bars at 1-minute, 5-minute, 15-minute, 30-minute and hourly resolution. Download as CSV, JSON or Parquet, or pull it into Python with one line.
Free: the last 30 days of daily M2K bars. Every bar size and full history: $29 one-time, with no API call limit.
M2K futures data coverage
| Market | Micro E-mini Russell 2000 (M2K), CME, Equity Index |
|---|---|
| Daily bars | May 3, 2019 to October 19, 2026, every contract: open, high, low, close, volume, open interest |
| Contracts | 35 individual M2K contracts |
| Continuous series | Since May 6, 2019; back-adjusted or unadjusted, with the roll calendar |
| Intraday bars | 1-minute, 5-minute, 15-minute, 30-minute and hourly since May 5, 2019; timestamps are bar start in US Eastern time |
Download M2K futures historical data in Python
import finzdata as fd
c = fd.Client()
daily = c.futures("M2K", continuous=True) # back-adjusted continuous M2K
bars = c.futures("M2K", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")
REST: /v1/futures/daily?root=M2K&continuous=true and /v1/futures/bars?root=M2K&interval=5min.
M2K futures data: questions
How far back does M2K futures historical data go?
Daily bars for Micro E-mini Russell 2000 (M2K) contracts start on May 3, 2019; intraday bars start on May 5, 2019.
Does FinzData have a continuous M2K futures series?
Yes. The M2K continuous series starts on May 6, 2019, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.
Can I download M2K 1-minute futures data?
Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly M2K bars come with the $29 one-market purchase or Futures Complete ($295).
How much does M2K futures data cost?
The last 30 days of daily M2K bars are free. Full M2K history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.
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