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
..
2026-06-30
/2026-06-30.csv.gz
20.8 kB
2026-06-29
/2026-06-29.csv.gz
21.5 kB
2026-06-26
/2026-06-26.csv.gz
22.1 kB
2026-06-25
/2026-06-25.csv.gz
22.2 kB
2026-06-24
/2026-06-24.csv.gz
22.5 kB
2026-06-23
/2026-06-23.csv.gz
21.3 kB
2026-06-22
/2026-06-22.csv.gz
22.6 kB
2026-06-19
/2026-06-19.csv.gz
98 B
2026-06-18
/2026-06-18.csv.gz
22.1 kB
2026-06-17
/2026-06-17.csv.gz
24.3 kB
2026-06-16
/2026-06-16.csv.gz
23 kB
2026-06-15
/2026-06-15.csv.gz
23.5 kB
2026-06-12
/2026-06-12.csv.gz
24.1 kB
2026-06-11
/2026-06-11.csv.gz
24.1 kB
2026-06-10
/2026-06-10.csv.gz
23.3 kB
2026-06-09
/2026-06-09.csv.gz
23.4 kB
2026-06-08
/2026-06-08.csv.gz
23.3 kB
2026-06-05
/2026-06-05.csv.gz
24.4 kB
2026-06-04
/2026-06-04.csv.gz
21.9 kB
2026-06-03
/2026-06-03.csv.gz
22.6 kB
2026-06-02
/2026-06-02.csv.gz
22 kB
2026-06-01
/2026-06-01.csv.gz
23 kB
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