Micro WTI Crude Oil (MCL) Futures Historical Data

Historical data for Micro WTI Crude Oil futures (MCL, NYMEX): 189 individual contracts with daily bars since August 8, 2011, a back-adjusted continuous series since July 12, 2021, 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 MCL bars. Every bar size and full history: $29 one-time, with no API call limit.

MCL futures data coverage

MarketMicro WTI Crude Oil (MCL), NYMEX, Energy
Daily barsAugust 8, 2011 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts189 individual MCL contracts
Continuous seriesSince July 12, 2021; back-adjusted or unadjusted, with the roll calendar
Intraday bars1-minute, 5-minute, 15-minute, 30-minute and hourly since July 11, 2021; timestamps are bar start in US Eastern time

Download MCL futures historical data in Python

import finzdata as fd

c = fd.Client()
daily = c.futures("MCL", continuous=True)                       # back-adjusted continuous MCL
bars = c.futures("MCL", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")

REST: /v1/futures/daily?root=MCL&continuous=true and /v1/futures/bars?root=MCL&interval=5min.

MCL futures data: questions

How far back does MCL futures historical data go?

Daily bars for Micro WTI Crude Oil (MCL) contracts start on August 8, 2011; intraday bars start on July 11, 2021.

Does FinzData have a continuous MCL futures series?

Yes. The MCL continuous series starts on July 12, 2021, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.

Can I download MCL 1-minute futures data?

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

How much does MCL futures data cost?

The last 30 days of daily MCL bars are free. Full MCL history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.

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