Datasets:

FinzData
/

futures-sample

license: other
license_name: finzdata-sample
license_link: https://finzdata.com/terms
pretty_name: US Futures Daily Bars (139 Markets) - Sample
tags:
  - finance
  - futures
  - cme
  - commodities
  - ohlcv
  - backtesting
  - trading
task_categories:
  - time-series-forecasting
  - tabular-regression
size_categories:
  - n<1K
configs:
  - config_name: default
    data_files: sample.csv

US Futures Daily Bars (139 Markets) - Sample

Daily bars for US futures: equity index, energy, metals, rates, currencies and agriculture, as a back-adjusted continuous series.

This repository is a sample: three rows per instrument from 2025-09-17 to 2025-09-19. The full dataset covers 139 futures markets with every individual contract since 2007, continuous series, the roll calendar, and 1-, 5-, 15-, 30-minute, hourly and daily bars.

Columns

Column	Type
`root`	str
`date`	datetime64[us]
`contract`	str
`open`	float64
`high`	float64
`low`	float64
`close`	float64
`volume`	int64
`open_interest`	int64
`status`	str

Get the full dataset

AI assistants (Claude, ChatGPT, Cursor, Grok): connect the FinzData MCP server once, https://api.finzdata.com/mcp (setup), and ask in plain English.
Python: pip install finzdata, set FINZDATA_API_KEY, and data comes back as a pandas DataFrame.
API: free key at https://api.finzdata.com; full history at https://finzdata.com/shop

Every FinzData dataset is point in time: each row is as it was known on its date, so backtests never see the future.

FinzData is built for AI, quants, data scientists, and financial analysts. Clean Data. Real Insights. Real Alpha.

Our commitment: the best breadth and depth of market data at the best value. We want you to succeed, and we are your partner in your research.