Where can I download historical futures data?
Short answer: FinzData offers point-in-time historical futures data for 139 markets with every contract since 2007 and continuous series. You can download csv, query via REST API or MCP server, and run server-side backtest without look-ahead bias. Data is bought once on the shop.
What the futures data covers
FinzData provides historical futures data for 139 futures markets with every contract since 2007 plus continuous series. Coverage includes open interest by contract and bars at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily frequencies.
Explore the catalog at https://finzdata.com/futures-data with pages like https://finzdata.com/futures/es and https://finzdata.com/futures/nq. The dataset is point-in-time and survivorship-free, built for quants, data scientists and financial analysts.
How to get it via CSV, API and MCP
You can download historical futures data as csv files, use the REST API at https://api.finzdata.com, or connect an AI agent via the MCP server at https://api.finzdata.com/mcp. ChatGPT, Claude and other agents can query directly.
Delivery options include CSV downloads, API access and server-side backtests. Free indicators are also available for TradingView, thinkorswim, NinjaTrader and more at https://finzdata.com/trading-platform-plugins. A free API key with just an email gives the last 30 days of futures and daily GEX with 1,000 data calls a day.
Avoiding backtest pitfalls
All data is point-in-time with no look-ahead bias, so a backtest uses only information available at the time. Macro series keep every vintage, SEC fundamentals are as filed, and futures include every contract with proper roll handling for continuous series.
Point-in-time options gamma exposure is provided for 11,200+ names since 2010 with gamma flip, net, call and put gamma, call wall and put wall, open interest and put/call ratio. Gamma flip is the price where dealer gamma changes sign. Call wall is the strike with the largest call gamma, often resistance. Put wall is the largest put gamma, often support.
Pricing and free tier
FinzData is bought once with a one-time purchase at https://finzdata.com/shop. One futures market with its full history is $39. The free API key includes the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro series and 13F holdings, and the last 30 days of futures and daily GEX.
See the full dataset catalog at https://finzdata.com/datasets and the futures hub at https://finzdata.com/futures-data. Access is a one-time purchase with no recurring fees.
Questions
Can I download historical futures data as CSV?
Yes. FinzData lets you download historical futures data as csv files for every contract since 2007 and continuous series.
Does FinzData include 1-minute futures bars?
Yes. Bars are available at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily for 139 futures markets.
Is the data point-in-time for backtest?
Yes. All futures, fundamentals and macro series are point-in-time with every vintage kept, so backtest results are free of look-ahead bias.
What is continuous futures data?
Continuous series links every contract for a market with proper roll handling, giving a single unbroken historical futures data series for analysis.
How much does one futures market cost?
One futures market with its full history is $39 as a one-time purchase at https://finzdata.com/shop, with a free tier available.
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