5-Year US Treasury Note (ZF) Futures Historical Data
Historical data for 5-Year US Treasury Note futures (ZF, CBOT): 78 individual contracts with daily bars since January 2, 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 ZF bars. Every bar size and full history: $29 one-time, with no API call limit.
ZF futures data coverage
| Market | 5-Year US Treasury Note (ZF), CBOT, Interest Rate |
|---|---|
| Daily bars | January 2, 2007 to October 19, 2026, every contract: open, high, low, close, volume, open interest |
| Contracts | 78 individual ZF contracts |
| Continuous series | Since January 2, 2008; back-adjusted or unadjusted, with the roll calendar |
| Intraday bars | 1-minute, 5-minute, 15-minute, 30-minute and hourly since October 19, 2007; timestamps are bar start in US Eastern time |
Download ZF futures historical data in Python
import finzdata as fd
c = fd.Client()
daily = c.futures("ZF", continuous=True) # back-adjusted continuous ZF
bars = c.futures("ZF", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")
REST: /v1/futures/daily?root=ZF&continuous=true and /v1/futures/bars?root=ZF&interval=5min.
ZF futures data: questions
How far back does ZF futures historical data go?
Daily bars for 5-Year US Treasury Note (ZF) contracts start on January 2, 2007; intraday bars start on October 19, 2007.
Does FinzData have a continuous ZF futures series?
Yes. The ZF continuous series starts on January 2, 2008, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.
Can I download ZF 1-minute futures data?
Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly ZF bars come with the $29 one-market purchase or Futures Complete ($295).
How much does ZF futures data cost?
The last 30 days of daily ZF bars are free. Full ZF history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.
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