NQ OHLC Data — E-mini Nasdaq 100 Futures

Q: What is included in the NQ OHLCV dataset?

Each dataset includes Date, Time, Open, High, Low, Close, and Volume (OHLCV). Files are delivered in clean CSV and TXT formats with consistent structure across all timeframes and sessions.

Q: Is this data for E-mini NQ or Micro NQ (MNQ)?

This dataset is for the E-mini Nasdaq 100 futures (NQ). If you need Micro Nasdaq (MNQ) data, it should be offered as a separate product/dataset.

Q: What is the difference between RTH, Overnight, and Full Session data?

RTH includes regular trading hours only. Overnight covers the session outside RTH. Full Session combines Overnight + RTH to form a continuous session dataset for complete backtests.

Q: Which timeframes are available?

You can download multiple intraday and daily timeframes (for example: 1m, 5m, 15m, 30m, 1h, Daily). Timeframes can be purchased individually or as an All-Timeframes Bundle.

Q: In which formats are the files delivered?

Files are provided in CSV and TXT formats. CSV uses comma as a delimiter. Both formats follow the same column order and dataset structure.

Q: What time zone are timestamps in?

Timestamps are provided in New York time (ET, EST/EDT) with daylight saving time observed, aligned to the selected session boundaries.

This page provides NQ (E-mini Nasdaq 100) futures OHLCV data designed for backtesting, quantitative research, and systematic trading analysis.

Datasets are available across RTH, Overnight, or Full Session coverage, delivered in CSV and TXT formats with a transparent and consistent structure.

Continuous OHLC candles

Continuous futures OHLC for NQ with clean, research-ready structure.

Session-based datasets

Separate RTH and Overnight sessions, or Full Session coverage

Multiple timeframes

Multiple timeframes available individually or as a bundle (all timeframes pack).

CSV & TXT formats

Clean CSV & TXT files for research and backtesting workflows

Choose your trading session:

NQ datasets are organized by trading session to ensure accurate statistical analysis and reproducible results.

RTH Session Data

Use RTH-only candles for strategies built around regular trading hours and cash-session behavior.

ON Session Data

Overnight candles help analyze ETH behavior, gaps, and session transitions before RTH open.

Full Session Data

Full-session candles combine overnight + RTH for complete continuous-session backtests.

Data Coverage:

Start date: January 2014
End date: Present (continuously updated)
Trading calendar: CME equity index futures
Adjusted for exchange holidays and daylight saving time (DST)

Parameter

Specification

Market

E-mini Nasdaq 100 Futures (NQ)

Data type

OHLCV (Open, High, Low, Close, Volume)

Columns

Date, Time, Open, High, Low, Close, Volume

Session coverage

RTH, Overnight, or Full Session

Contract structure

Continuous futures

Rollover method

Date-based rollover

Time zone

New York time (EST / EDT, daylight saving time observed)

File formats

CSV, TXT

Delimiter

Comma-separated values (CSV), plain text format (TXT)

Use cases

Backtesting, quantitative research, volume-based analysis

Volume reflects traded contracts during the corresponding bar interval and is aligned with session boundaries.

Available timeframes

NQ OHLCV datasets are available across multiple timeframes to support intraday, swing, and long-term analysis.
You can download individual timeframes or choose the All-Timeframes Bundle for full coverage.

1 minute

5 minutes

15 minutes

30 minutes

1 hour

Daily

All timeframes include identical columns, volume data, and session logic.

All-Timeframes Bundle

Get access to all available NQ timeframes in a single package.
Ideal for multi-resolution testing, robustness checks, and long-term research workflows.

Get all timeframes

Includes all intraday and daily timeframes
Consistent OHLCV structure across files
Available for RTH, Overnight, or Full Session

Frequently Asked Questions

What is included in the NQ OHLCV dataset?

The dataset includes OHLCV bars (Open, High, Low, Close, Volume) for E-mini Nasdaq 100 futures (NQ).
Data is provided as continuous futures with consistent formatting across all files.

Is this data for E-mini NQ or Micro NQ (MNQ)?

This dataset is based on E-mini Nasdaq 100 futures (NQ) traded on CME.
Micro Nasdaq futures (MNQ) are not included.

What is the difference between RTH, Overnight, and Full Session data?

RTH includes regular U.S. trading hours only.

Overnight covers trading activity outside RTH.

Full Session combines RTH and Overnight into a single continuous series.

Separating sessions allows more accurate statistical analysis.

Which timeframes are available?

NQ datasets are available in multiple timeframes, including 1m, 5m, 15m, 30m, 1h, and Daily.
You can download individual timeframes or choose the All-Timeframes Bundle.

In which formats are the files delivered?

All datasets are delivered in CSV and TXT formats.
Both formats include identical OHLCV data and are easy to import into Python, Excel, Sierra Chart, and other research tools.

What time zone are timestamps in?

All timestamps are provided in New York time (EST / EDT) with daylight saving time observed.