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
..
2017-11-30
/2017-11-30.csv.gz
15.2 kB
2017-11-29
/2017-11-29.csv.gz
15.7 kB
2017-11-28
/2017-11-28.csv.gz
14.8 kB
2017-11-27
/2017-11-27.csv.gz
14.8 kB
2017-11-24
/2017-11-24.csv.gz
11.4 kB
2017-11-22
/2017-11-22.csv.gz
15.8 kB
2017-11-21
/2017-11-21.csv.gz
16.2 kB
2017-11-20
/2017-11-20.csv.gz
14.5 kB
2017-11-17
/2017-11-17.csv.gz
14.6 kB
2017-11-16
/2017-11-16.csv.gz
14.3 kB
2017-11-15
/2017-11-15.csv.gz
15.3 kB
2017-11-14
/2017-11-14.csv.gz
14.5 kB
2017-11-13
/2017-11-13.csv.gz
14.2 kB
2017-11-10
/2017-11-10.csv.gz
15.6 kB
2017-11-09
/2017-11-09.csv.gz
16.1 kB
2017-11-08
/2017-11-08.csv.gz
15.9 kB
2017-11-07
/2017-11-07.csv.gz
16 kB
2017-11-06
/2017-11-06.csv.gz
15 kB
2017-11-03
/2017-11-03.csv.gz
15.5 kB
2017-11-02
/2017-11-02.csv.gz
15.1 kB
2017-11-01
/2017-11-01.csv.gz
15.7 kB
Did you find this page helpful?
Do you still need help with something?