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Datasets:
FinzData
/
futures-sample

Tasks:
Time Series Forecasting
Tabular Regression
Modalities:
Tabular
Text
Formats:
csv
Size:
< 1K
Tags:
finance
futures
cme
commodities
ohlcv
backtesting
Libraries:
Datasets
pandas
Polars
License:
Dataset card Data Studio Files
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root
stringclasses
9 values
date
stringdate
2025-09-17 00:00:00
2025-09-19 00:00:00
contract
stringclasses
9 values
open
float64
1.34
48k
high
float64
1.35
48.2k
low
float64
1.26
47.9k
close
float64
1.29
48.1k
volume
int64
58.3k
2.21M
open_interest
int64
66k
5.4M
status
stringclasses
1 value
ES
2025-09-17
ESZ25
6,911.25
6,928.25
6,852.75
6,900.5
1,702,085
1,920,815
final
ES
2025-09-18
ESZ25
6,906.25
6,961.5
6,905.75
6,935.25
1,532,388
1,962,464
final
ES
2025-09-19
ESZ25
6,941.75
6,973.25
6,921.25
6,964.25
1,369,003
1,936,481
final
NQ
2025-09-17
NQZ25
25,594
25,620.25
25,309.25
25,532.5
610,140
249,531
final
NQ
2025-09-18
NQZ25
25,565.75
25,883.25
25,562.5
25,772.75
557,622
268,282
final
NQ
2025-09-19
NQZ25
25,785
25,955.25
25,722.25
25,933.5
505,600
277,785
final
YM
2025-09-17
YMZ25
47,614
48,111
47,511
47,839
117,117
73,545
final
YM
2025-09-18
YMZ25
47,881
48,196
47,771
47,990
104,380
75,306
final
YM
2025-09-19
YMZ25
48,023
48,212
47,872
48,125
84,965
77,297
final
RTY
2025-09-17
RTYZ25
2,501.8
2,559.1
2,485.5
2,504.6
333,932
367,357
final
RTY
2025-09-18
RTYZ25
2,506.4
2,569.3
2,505.9
2,565.1
259,241
377,485
final
RTY
2025-09-19
RTYZ25
2,567.3
2,576.2
2,540.4
2,543.9
250,587
383,355
final
CL
2025-09-17
CLX25
43.87
43.96
42.99
43.34
193,566
306,229
final
CL
2025-09-18
CLX25
43.31
43.84
42.67
42.9
233,535
319,851
final
CL
2025-09-19
CLX25
42.92
42.99
41.84
42.04
268,022
332,955
final
NG
2025-09-17
NGV25
1.515
1.566
1.466
1.498
132,465
96,144
final
NG
2025-09-18
NGV25
1.474
1.505
1.323
1.337
180,476
79,810
final
NG
2025-09-19
NGV25
1.337
1.347
1.255
1.286
142,217
65,982
final
GC
2025-09-17
GCZ25
3,929.2
3,945.9
3,881.4
3,919.7
256,047
388,882
final
GC
2025-09-18
GCZ25
3,894.4
3,909.2
3,862.4
3,880.2
224,128
387,119
final
GC
2025-09-19
GCZ25
3,879.6
3,921.5
3,866.3
3,907.7
186,954
393,069
final
SI
2025-09-17
SIZ25
45.89
45.955
44.495
45.167
90,893
131,335
final
SI
2025-09-18
SIZ25
45.015
45.265
44.51
45.133
58,344
131,247
final
SI
2025-09-19
SIZ25
45.13
46.42
44.945
45.967
75,303
132,963
final
ZN
2025-09-17
ZNZ25
112.71875
113
112.25
112.328125
2,012,077
5,400,033
final
ZN
2025-09-18
ZNZ25
112.25
112.578125
111.9375
112.1875
2,214,957
5,396,323
final
ZN
2025-09-19
ZNZ25
112.1875
112.1875
111.890625
111.953125
1,279,789
5,391,626
final

US Futures Daily Bars (139 Markets) - Sample

Daily bars for US futures: equity index, energy, metals, rates, currencies and agriculture, as a back-adjusted continuous series.

This repository is a sample: three rows per instrument from 2025-09-17 to 2025-09-19. The full dataset covers 139 futures markets with every individual contract since 2007, continuous series, the roll calendar, and 1-, 5-, 15-, 30-minute, hourly and daily bars.

Columns

Column Type
root str
date datetime64[us]
contract str
open float64
high float64
low float64
close float64
volume int64
open_interest int64
status str

Get the full dataset

Every FinzData dataset is point in time: each row is as it was known on its date, so backtests never see the future.

FinzData is built for AI, quants, data scientists, and financial analysts. Clean Data. Real Insights. Real Alpha.

Our commitment: the best breadth and depth of market data at the best value. We want you to succeed, and we are your partner in your research.
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