Session Aggregates - CME

S3
us_futures_cme/session_aggs_v1
Candlestick data for CME futures with open, high, low, close, and volume aggregated from all trades during each trading session.
Plan AccessIncluded in select Futures plans
Not included
End-of-day
End-of-day
End-of-day
Plan RecencyUpdated at 11a ET to include the previous day
Not included
2 years
5 years
All history
Plan HistoryRecords date back to April 3, 2017
NameSizeSelect
..
2017-09-29
/2017-09-29.csv.gz
15.3 kB
2017-09-28
/2017-09-28.csv.gz
15.3 kB
2017-09-27
/2017-09-27.csv.gz
15 kB
2017-09-26
/2017-09-26.csv.gz
14.5 kB
2017-09-25
/2017-09-25.csv.gz
14.6 kB
2017-09-22
/2017-09-22.csv.gz
14.1 kB
2017-09-21
/2017-09-21.csv.gz
15.4 kB
2017-09-20
/2017-09-20.csv.gz
15.6 kB
2017-09-19
/2017-09-19.csv.gz
14.1 kB
2017-09-18
/2017-09-18.csv.gz
14.7 kB
2017-09-15
/2017-09-15.csv.gz
15.5 kB
2017-09-14
/2017-09-14.csv.gz
16.9 kB
2017-09-13
/2017-09-13.csv.gz
16.9 kB
2017-09-12
/2017-09-12.csv.gz
17.1 kB
2017-09-11
/2017-09-11.csv.gz
15.7 kB
2017-09-08
/2017-09-08.csv.gz
16.3 kB
2017-09-07
/2017-09-07.csv.gz
16.6 kB
2017-09-06
/2017-09-06.csv.gz
15.2 kB
2017-09-05
/2017-09-05.csv.gz
15.8 kB
2017-09-01
/2017-09-01.csv.gz
15.9 kB
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