OHLC Datasets Download
This catalog provides OHLC datasets for download, designed for backtesting and statistical research.
All datasets are built as continuous futures series, use session-based filtering, and are delivered as clean CSV/TXT files.
Each dataset includes clearly documented rollover and session methodology.
How to choose an OHLC dataset?
Datasets in this catalog are organized by market, trading session, and timeframe. This structure allows you to select data that exactly matches your trading or research requirements.
- Choose a market (e.g. index futures or equities)
- Select a trading session (RTH or Overnight)
- Pick the required timeframe for your strategy
- Download the dataset in CSV/TXT format
Available markets:
Index Futures OHLC Data
Session-aware OHLC datasets with back-adjusted continuous futures pricing.
Methodology overview
All OHLC datasets in this catalog are constructed as continuous futures series.
Contracts are rolled using a date-based rollover rule, and prices are back-adjusted to ensure continuity for historical analysis and backtesting.
This methodology is applied consistently across all datasets in the catalog.
FAQ
What are OHLC datasets used for?
OHLC datasets are commonly used for backtesting trading strategies, statistical market analysis, and research based on historical price behavior.
In which format are datasets delivered?
All datasets are delivered as CSV/TXT files, making them easy to use in Python, Excel, Sierra Chart, and other research tools.
Are these raw or processed market data?
Datasets are constructed as continuous futures OHLC series with clearly defined session logic and documented rollover methodology.