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.
Futures Business CME$999/mo
Plan AccessIncluded in select Futures plans
Futures BasicFree
Not included
Futures Starter$29/mo
End-of-day
Futures Developer$79/mo
End-of-day
Futures Advanced$199/mo
End-of-day
Futures Business CME$999/mo
End-of-day
Plan RecencyUpdated at 11a ET to include the previous day
Futures BasicFree
Not included
Futures Starter$29/mo
2 years
Futures Developer$79/mo
5 years
Futures Advanced$199/mo
All history
Futures Business CME$999/mo
All history
Plan HistoryRecords date back to April 3, 2017
File Browser
| Name | Files | Size | Last Updated | Select |
|---|---|---|---|---|
.. | ||||
2026-11-05 /2026-11-05.csv.gz | 98 B | |||
2026-11-04 /2026-11-04.csv.gz | 23 kB | |||
2026-11-03 /2026-11-03.csv.gz | 23.5 kB | |||
2026-11-02 /2026-11-02.csv.gz | 23.6 kB |