# Best Historical Futures Data for Backtesting

Source: https://finzdata.com/guides/best-historical-futures-data

Check individual contracts, roll calendar and bar sizes for futures backtesting. FinzData provides 139 markets with back-adjusted and raw continuous series.

[Guides](https://finzdata.com/guides/) › Buyer's guide

# Best Historical Futures Data for Backtesting

**For reliable futures backtesting you need individual contracts and continuous series with a published roll calendar, multiple bar sizes and long history from major exchanges. FinzData provides 139 markets with 17,625 individual contracts since 2007, back-adjusted and raw continuous series, and bars from 1-minute to daily.**

## What to check

When evaluating historical futures data for backtesting, check:

- Individual contracts vs continuous only

- Roll calendar and whether both back-adjusted and raw continuous series are provided

- Bar sizes available

- Years of history

- Exchanges covered

- Timestamps

- One-time purchase vs subscription

## How FinzData compares on each

| Criterion | FinzData |
| --- | --- |
| Individual contracts vs continuous only | 17,625 individual contracts since 2007, plus back-adjusted and raw continuous series |
| Roll calendar | Roll calendar provided with continuous series |
| Back-adjusted and raw | Back-adjusted and raw continuous series |
| Bar sizes | 1, 5, 15, 30-minute, hourly, daily |
| Years of history | Since 2007 |
| Exchanges covered | 139 markets: CME, CBOT, NYMEX, COMEX, ICE, Eurex, Cboe |
| Source | Data comes directly from the exchanges |
| Pricing model | One-time purchase, you keep the data. Optional daily updates $19.95/month per product. Institutional $975 once + $59.95/month |

## How to test it

Test with the free key: last 30 days of daily bars, all 139 markets. See /futures-data for details and samples.

## Pricing

- One market $49, every bar size, full history

- Futures Daily (all markets, daily) $95

- Futures Complete (all markets, every bar size) $295

- Free key: last 30 days of daily bars, all 139 markets

Formats: JSON and CSV on every plan; Parquet, batch downloads and yearly files on paid plans. You keep what you pay for.

## Use it from an AI assistant

Access via MCP server https://api.finzdata.com/mcp. Relevant tool: get_futures.

Example question: "Get daily bars for ES continuous since 2020-01-01 as of 2020-12-31 using get_futures."

Free key: 1,000 data calls and 5 backtests a day. No sign-up AI preview: last 6 months.

## Questions

### How far back does FinzData futures history go?

Futures data is available for 17,625 individual contracts since 2007 with back-adjusted and raw continuous series.

### Which exchanges are covered?

139 markets including CME, CBOT, NYMEX, COMEX, ICE, Eurex, Cboe.

### What bar sizes are available?

1, 5, 15, 30-minute, hourly, daily.

### Is the data one-time or subscription?

Prices are one-time, you keep the data. Optional daily updates $19.95/month per product. Institutional is $975 once + $59.95/month.

### Can I try before buying?

Yes. Free key provides last 30 days of daily bars for all 139 markets. See /futures-data.

Updated November 6, 2026. Prices are one-time unless stated. Source: FinzData.