NQ Full Session 1-Minute OHLC Data (New York Time)
This page describes full session intraday OHLC data for E-mini Nasdaq-100 (NQ) futures, covering the electronic trading hours (nearly 24/5). All timestamps are provided in New York time (ET, America/New_York).
Use this dataset if you need overnight + regular session behavior in a single continuous intraday feed. If you only need the main daytime session, see NQ RTH 1-Minute OHLC Data
Available Full Session Timeframes for NQ Intraday Data
1-Minute Full Session
Bars
Intraday resolution
High-resolution intraday OHLCV bars for the Full Session (Overnight + RTH) in New York time (ET).
Designed for overnight volatility.
5-Minute Full Session
Bars
Intraday resolution
Aggregated Full Session OHLCV bars (Overnight + RTH) in ET.
Useful for continuous intraday backtests.
15-Minute Full Session Bars
Intraday resolution
Aggregated Full Session OHLCV bars in ET for structure, volatility regimes, and session-to-session behavior.
30-Minute Full Session Bars
Intraday resolution
Higher-level intraday bars for studying RTH range,
volatility and session bias.
1-Hour Full Session
Bars
Intraday resolution
Coarser intraday OHLC bars designed for market structure and directional bias analysis.
Daily Full Session
Intraday resolution
One daily bar per trading day based on the Full Session feed (ET).
If you need RTH use the RTH datasets.
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)
What “Full Session” Means for NQ Futures
“Full Session” refers to electronic trading hours that include both overnight trading and the regular daytime session. This dataset is intended for research where overnight moves, gaps, and liquidity transitions matter.
All timestamps use America/New_York (ET) and automatically adjust for EST/EDT daylight saving time.
What’s Included in the NQ Full Session Dataset
- Full session intraday OHLC bars for NQ futures (overnight + regular session)
- 1-minute bars aligned to New York time (ET)
- Suitable for overnight research and continuous intraday backtesting
- Consistent bar structure for analytics
The dataset uses a simple OHLC bar structure:
Date
Trading date (ET)
Time
Bar timestamp (ET)
Columns
Date, Time, Open, High, Low, Close, Volume
Open
Open price
High
High price
Low
Low price
Close
Close price
Available Full Session timeframes
The NQ Full Session dataset is organized around intraday bar resolutions commonly used in futures research.
1-minute bars
5-minute bars
15-minute bars
30-minute bars
1-hour bars
Daily bars
How Full Session Bars Are Built
Bars are built from a continuous intraday feed that includes overnight trading and the regular daytime session in a single series.
This prevents “session stitching” issues and makes it easier to study gaps, overnight range, and transitions into the NY open.
All timestamps use America/New_York (ET) with automatic daylight saving adjustment (EST/EDT).
Common Use Cases for NQ Full Session Data
- Overnight volatility and liquidity regimes
- Gap research (overnight context → NY open behavior)
- Session transition analysis (overnight → RTH open)
- Continuous intraday backtesting across sessions
- Comparing Full Session vs RTH-only behavior
Related OHLC Datasets:
Frequently Asked Questions
Frequently Asked Questions
What does “Full Session” mean for NQ intraday data?
It includes overnight electronic trading plus the regular daytime session, delivered as one continuous intraday dataset.
Are timestamps in EST or EDT?
All timestamps are in New York time (ET) and automatically adjust for daylight saving time.
Should I use Full Session or RTH-only data?
Use Full Session for overnight/gap/session transition research. Use RTH-only for strategies strictly based on the daytime session.