E-mini Russell 2000 (RTY) Futures Historical Data

Historical data for E-mini Russell 2000 futures (RTY, CME): 82 individual contracts with daily bars since November 11, 2007, a back-adjusted continuous series since January 2, 2008, 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 RTY bars. Every bar size and full history: $29 one-time, with no API call limit.

RTY futures data coverage

MarketE-mini Russell 2000 (RTY), CME, Equity Index
Daily barsNovember 11, 2007 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts82 individual RTY contracts
Continuous seriesSince January 2, 2008; back-adjusted or unadjusted, with the roll calendar
Intraday bars1-minute, 5-minute, 15-minute, 30-minute and hourly since December 6, 2007; timestamps are bar start in US Eastern time

Download RTY futures historical data in Python

import finzdata as fd

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

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

RTY futures data: questions

How far back does RTY futures historical data go?

Daily bars for E-mini Russell 2000 (RTY) contracts start on November 11, 2007; intraday bars start on December 6, 2007.

Does FinzData have a continuous RTY futures series?

Yes. The RTY continuous series starts on January 2, 2008, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.

Can I download RTY 1-minute futures data?

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

How much does RTY futures data cost?

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

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