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Historical Intraday E-Mini Financial Select Sector Futures (XAF) Data

E-Mini Financial Select Sector Futures (XAF) Datasets

Frequency
Start Date End Date
Intraday Bars
27-Apr-2011
1-Jul-2022
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Data is updated weekly and all customers receive 1 month of free updates (thereafter, an annual subscription of $49.95 is required for the updates)


This dataset contains both a continuous data series and individual futures contracts in 1-minute, 5-minute, 30-minute and 1-hour timeframes.


Continuous data is from 27-Apr-2011 , Individual contracts start with XAFM11 (June 2011)

The continuous series is created by chaining together front-month contracts and rolling to the next month on the final day of the contract. Prices are also back-adjusted (ie adjusted for the price differential on the roll date).

Our intraday data and tick data are sourced direct from major exchanges and tested for completeness and consistency. The files are in comma-separated (csv) format, zipped and available for immediate download
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