Our historical intraday futures data sets are available for the below 38 tickers. Each data-set is comprised of 1-minute intraday bars (high / low / open / close / volume).
Each data-set includes both individual futures contracts and a continuous futures data series. The continuous futures data series is 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).
We update all the historical futures data sets weekly. The updated data from the prior week is available by Monday morning EST for download. Customers are entitled to three months of free updates.
All datasets are available for immediate download and samples are available for each.
Please check out the Bundles Home Page for cost-effective bundles of mutliple tickers.