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
..
2021-04-30
/2021-04-30.csv.gz
16.6 kB
2021-04-29
/2021-04-29.csv.gz
17.4 kB
2021-04-28
/2021-04-28.csv.gz
17.3 kB
2021-04-27
/2021-04-27.csv.gz
13.2 kB
2021-04-26
/2021-04-26.csv.gz
17.2 kB
2021-04-23
/2021-04-23.csv.gz
17.3 kB
2021-04-22
/2021-04-22.csv.gz
16.6 kB
2021-04-21
/2021-04-21.csv.gz
17.1 kB
2021-04-20
/2021-04-20.csv.gz
18 kB
2021-04-19
/2021-04-19.csv.gz
17.3 kB
2021-04-16
/2021-04-16.csv.gz
16.7 kB
2021-04-15
/2021-04-15.csv.gz
18.2 kB
2021-04-14
/2021-04-14.csv.gz
17.6 kB
2021-04-13
/2021-04-13.csv.gz
18.4 kB
2021-04-12
/2021-04-12.csv.gz
16.5 kB
2021-04-09
/2021-04-09.csv.gz
18.2 kB
2021-04-08
/2021-04-08.csv.gz
17.6 kB
2021-04-07
/2021-04-07.csv.gz
18.2 kB
2021-04-06
/2021-04-06.csv.gz
18.1 kB
2021-04-05
/2021-04-05.csv.gz
17 kB
2021-04-02
/2021-04-02.csv.gz
10.1 kB
2021-04-01
/2021-04-01.csv.gz
16.9 kB
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