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
..
2021-05-31
/2021-05-31.csv.gz
98 B
2021-05-28
/2021-05-28.csv.gz
17.9 kB
2021-05-27
/2021-05-27.csv.gz
18.1 kB
2021-05-26
/2021-05-26.csv.gz
17.8 kB
2021-05-25
/2021-05-25.csv.gz
17.3 kB
2021-05-24
/2021-05-24.csv.gz
16.5 kB
2021-05-21
/2021-05-21.csv.gz
17.1 kB
2021-05-20
/2021-05-20.csv.gz
17.2 kB
2021-05-19
/2021-05-19.csv.gz
19.4 kB
2021-05-18
/2021-05-18.csv.gz
17.4 kB
2021-05-17
/2021-05-17.csv.gz
16.6 kB
2021-05-14
/2021-05-14.csv.gz
18.3 kB
2021-05-13
/2021-05-13.csv.gz
17.8 kB
2021-05-12
/2021-05-12.csv.gz
20.1 kB
2021-05-11
/2021-05-11.csv.gz
18 kB
2021-05-10
/2021-05-10.csv.gz
17.5 kB
2021-05-07
/2021-05-07.csv.gz
19.8 kB
2021-05-06
/2021-05-06.csv.gz
17.9 kB
2021-05-05
/2021-05-05.csv.gz
17.5 kB
2021-05-04
/2021-05-04.csv.gz
18.6 kB
2021-05-03
/2021-05-03.csv.gz
18.1 kB
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