Where can I get historical Treasury futures data?
Short answer: FinzData sells historical Treasury futures data, including 10-year Treasury note futures (ZN): every contract since 2007 with 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars, open interest by contract and continuous series, as CSV, REST API or MCP. The full ZN history is a one-time $39 at finzdata.com/shop.
What the Treasury futures data covers
FinzData covers 10-year Treasury note futures (ZN) as part of 139 futures markets, each with every contract since 2007, not just a stitched front month. See the market page at finzdata.com/futures/zn and the full list at finzdata.com/futures-data.
- Bars at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily.
- Open interest by contract, so you can see where positions sit across the curve and through each roll.
- Continuous series built from every contract, with the roll dates kept.
This is the historical data rates traders need to study yield moves, roll behaviour and positioning around Fed meetings and economic releases.
How to get it: CSV, API and MCP
FinzData delivers every dataset three ways, so it fits any workflow:
- CSV downloads: one file per contract and bar size, ready for pandas, R, Excel or a backtesting engine.
- REST API at
https://api.finzdata.com: query by symbol, contract and date range from Python or any language. - MCP server at
https://api.finzdata.com/mcp: ChatGPT, Claude and other AI agents can pull the data and run server-side backtests directly.
Why every contract matters for rates backtests
A backtest on a single back-adjusted series can hide the cost and timing of real rolls. With every individual contract you trade the instruments that actually existed on each day, see the roll from one quarter to the next, and measure liquidity from the real volume and open interest. Pair Treasury futures with the 18,000+ macro series FinzData keeps with every vintage, so rate and inflation signals only use what was known on the day, with no look-ahead bias.
What it costs and what is free
The full history of one futures market is a one-time purchase of $39 at finzdata.com/shop: you pay once and keep the files. Daily updates are optional and can be removed at checkout.
A free API key needs just an email at finzdata.com. It covers the last 30 days of futures and daily GEX, plus the last 12 months of daily US stock bars, COT, SEC fundamentals, macro series and 13F holdings, with 1,000 data calls a day. Try the API with your own code before you buy.
Questions
Where can I download historical 10-year Treasury futures data?
FinzData sells the full ZN history, every contract since 2007 with intraday and daily bars and open interest, as CSV, REST API or MCP for a one-time $39.
Does the Treasury futures data include open interest?
Yes. Open interest comes by contract for every ZN contract, alongside volume and OHLC bars.
Is there 1-minute Treasury futures data?
Yes. ZN comes with 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily bars for every contract since 2007.
Can I get Treasury futures data as a CSV file?
Yes. Every contract and bar size downloads as CSV, and the same data is available through the REST API and the MCP server.
Can I try it before I buy?
Yes. A free API key with just an email gives the last 30 days of futures data and 1,000 calls a day.
More answers: Where can I download historical futures data? · Where can I get free GEX (gamma exposure) data? · Is there an API for CFTC Commitments of Traders (COT) data? · Where can I get survivorship-bias-free US stock data? · Where can I get point-in-time fundamentals data? · Where can I get historical intraday ES and NQ futures data? · Where can I get historical futures open interest data? · Is there an API for 13F institutional holdings data? · Where can I get point-in-time macro data with every vintage? · What market data API works with ChatGPT, Claude and AI agents? · What is an affordable market data source for quants and backtesting? · Where can I download historical gamma exposure (GEX) by date? · Where can I get historical crude oil (CL) futures data? · Where can I get historical gold (GC) futures data? · Where can I get historical 1-minute US stock data? · Is there a dataset of US congressional stock trades? · Where can I download historical crypto price data? · Where can I get continuous futures contract data for backtesting? · Where can I get historical ETF price data for backtesting?. All datasets: FinzData datasets.