Historical Futures Data for Backtesting

Tick-level trades and 10-second to daily bars in Parquet. Back-adjusted continuous series and documented rolls for CME futures.

updated daily · no subscription · loads in pandas, Polars and DuckDB

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curl -LO https://www.historicalfuturesdata.com/MES/bars/10s/cme.mes.bars.10s.2026.parquet

latest MES 10-second bars · download

CME Futures Data in Parquet

Tick data and eight bar timeframes for every instrument. Updated 2026-10-20.

Instrument	Tick	10s	1m	2m	5m	30m	1h	4h	1D	Total
MES	17.1 GB	213.5 MB	43.1 MB	22.9 MB	10.2 MB	2.1 MB	1.2 MB	450.6 KB	195.5 KB	17.4 GB
MNQ	34.8 GB	245.8 MB	48.5 MB	26.4 MB	12.0 MB	2.4 MB	1.3 MB	476.2 KB	197.3 KB	35.1 GB
MGC	4.1 GB	162.4 MB	39.2 MB	21.3 MB	9.7 MB	2.3 MB	1.3 MB	494.0 KB	203.0 KB	4.3 GB
MCL	1.6 GB	37.4 MB	9.2 MB	5.0 MB	2.3 MB	598.2 KB	354.6 KB	156.5 KB	79.3 KB	1.6 GB
All instruments	57.5 GB	659.1 MB	140.0 MB	75.7 MB	34.2 MB	7.4 MB	4.1 MB	1.5 MB	675.2 KB	58.4 GB

Cell values are download sizes. Tick data includes per-contract and continuous files. Bars are one Parquet file per year, per timeframe.

10-second samples with no signup. A free account adds the latest year of 1-minute and daily bars.

Instrument	10-Sec sample	1-Min bars	Daily bars
MES	25.0 MB	4.7 MB	21.5 KB
MNQ	28.4 MB	5.6 MB	21.8 KB
MGC	25.3 MB	5.2 MB	22.5 KB
MCL	5.1 MB	1.1 MB	10.4 KB

10-second samples download instantly. The 1-minute and daily files need a free account.

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Sample files for anyone. The latest year of 1-minute and daily bars for registered users.

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