| --- |
| 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](https://finzdata.com/mcp)), 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. |
|
|
