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
..
2017-12-29
/2017-12-29.csv.gz
13.6 kB
2017-12-28
/2017-12-28.csv.gz
13.7 kB
2017-12-27
/2017-12-27.csv.gz
13.5 kB
2017-12-26
/2017-12-26.csv.gz
12.2 kB
2017-12-22
/2017-12-22.csv.gz
13.7 kB
2017-12-21
/2017-12-21.csv.gz
14.6 kB
2017-12-20
/2017-12-20.csv.gz
15.2 kB
2017-12-19
/2017-12-19.csv.gz
15.2 kB
2017-12-18
/2017-12-18.csv.gz
15.8 kB
2017-12-15
/2017-12-15.csv.gz
15.2 kB
2017-12-14
/2017-12-14.csv.gz
16.8 kB
2017-12-13
/2017-12-13.csv.gz
18.1 kB
2017-12-12
/2017-12-12.csv.gz
16.9 kB
2017-12-11
/2017-12-11.csv.gz
16 kB
2017-12-08
/2017-12-08.csv.gz
16.1 kB
2017-12-07
/2017-12-07.csv.gz
16.2 kB
2017-12-06
/2017-12-06.csv.gz
15.9 kB
2017-12-05
/2017-12-05.csv.gz
16.8 kB
2017-12-04
/2017-12-04.csv.gz
16.8 kB
2017-12-01
/2017-12-01.csv.gz
16.4 kB
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