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
..
2026-10-09
/2026-10-09.csv.gz
21.6 kB
2026-10-08
/2026-10-08.csv.gz
23.8 kB
2026-10-07
/2026-10-07.csv.gz
23 kB
2026-10-06
/2026-10-06.csv.gz
22.2 kB
2026-10-05
/2026-10-05.csv.gz
22.4 kB
2026-10-02
/2026-10-02.csv.gz
23.8 kB
2026-10-01
/2026-10-01.csv.gz
25.1 kB
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