Historical Intraday Natural Gas Henry Hub Last-Day Financial Futures (NYMEX) (HH) Data
Natural Gas Henry Hub Last-Day Financial Futures (NYMEX) (HH) Datasets
Frequency |
Start Date | End Date |
|
|---|---|---|---|
Intraday Bars |
30-Aug-2010 |
30-May-2025 |
Download Sample |
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This dataset contains continuous data series and individual futures contracts in 1-minute, 5-minute, 30-minute, 1-hour, and 1-day timeframes.
Continuous data is from 30-Aug-2010 , Individual contracts start with HHZ10 (December 2010)
The dataset includes both individual futures contracts and continuous futures data series. Continuous futures data series are a single series of chained front-month contracts which are adjusted to avoid price jumps on roll-dates (this series is ideally suited for backtesting trading strategies).
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There are three types of continuous data in the dataset:
Unadjusted - actual historic traded prices with no adjustments
Absolute-Adjusted - prices adjusted for price jumps on contract roll date by using the absolute value of the price movement
Ratio-Adjusted - prices adjusted for price jumps on contract roll date by using the percentage movement.
More details on the adjustments are available at https://firstratedata.com/about/price_adjustment#futures