E-mini Dow ($5) (YM) Futures Historical Data

Historical data for E-mini Dow ($5) futures (YM, CBOT): 79 individual contracts with daily bars since March 16, 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 YM bars. Every bar size and full history: $29 one-time, with no API call limit.

YM futures data coverage

MarketE-mini Dow ($5) (YM), CBOT, Equity Index
Daily barsMarch 16, 2007 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts79 individual YM 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 September 13, 2007; timestamps are bar start in US Eastern time

Download YM futures historical data in Python

import finzdata as fd

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

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

YM futures data: questions

How far back does YM futures historical data go?

Daily bars for E-mini Dow ($5) (YM) contracts start on March 16, 2007; intraday bars start on September 13, 2007.

Does FinzData have a continuous YM futures series?

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

Can I download YM 1-minute futures data?

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

How much does YM futures data cost?

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

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