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

Market5-Year US Treasury Note (ZF), CBOT, Interest Rate
Daily barsJanuary 2, 2007 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts78 individual ZF 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 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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