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
| Market | Micro WTI Crude Oil (MCL), NYMEX, Energy |
|---|---|
| Daily bars | August 8, 2011 to October 19, 2026, every contract: open, high, low, close, volume, open interest |
| Contracts | 189 individual MCL contracts |
| Continuous series | Since July 12, 2021; back-adjusted or unadjusted, with the roll calendar |
| Intraday bars | 1-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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