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ES OHLC Data — E-mini S&P 500 Futures

Session-based OHLC datasets for ES futures designed for Initial Balance analysis, range behavior studies, and intraday mean reversion research.

These ES OHLC datasets focus on session structure rather than raw price movement.
Ideal for traders researching RTH balance, overnight development, and range-based behavior in the S&P 500 futures market.

Continuous ES Futures

Continuous ES OHLC candles built using a date-based rollover rule, ensuring clean historical continuity for statistical research.

Session-Based Structure

Separate datasets for RTH, Overnight (ETH), and Full Session allow precise analysis of session-specific behavior.

Range & Balance Focus

ES price behavior is often driven by balance and range dynamics, making these datasets suitable for Initial Balance and mean reversion studies.

Research-Ready Formats

Delivered as clean CSV and TXT files compatible with Python, Excel, Sierra Chart, and quantitative research workflows.

Choose your trading session:

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

RTH Session Data
  • RTH-only ES candles filtered to U.S. cash market hours.
  • Designed for Initial Balance, range extension, and intraday structure analysis.
ON Session Data
  • Overnight ES candles covering Globex trading hours before the RTH open.
  • Useful for studying overnight balance, pre-market structure, and session transitions.
Full Session Data
  • Full-session ES OHLC data combining overnight and RTH trading into a continuous daily structure.
  • Full-session backtests
  • Multi-session range analysis

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 S&P 500 Futures (ES)

Data type

OHLCV

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

Use cases

Initial Balance, range analysis, mean reversion

Available timeframes

ES OHLC datasets are available across multiple timeframes to support both intraday and higher-timeframe structural research.

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 ES timeframes in a single package.
Ideal for Initial Balance research, multi-resolution testing, and range-based strategy development.

Get all timeframes
  • Includes all intraday and daily timeframes (1m → Daily)
  • Consistent OHLCV structure across files
  • Available for RTH, Overnight (ETH), or Full Session

Frequently Asked Questions

What is ES OHLC data mainly used for?

ES OHLC data is commonly used for Initial Balance analysis, range behavior studies, and intraday mean reversion strategies rather than pure momentum trading.

Is this data suitable for Initial Balance research?

Yes. ES futures are widely used for Initial Balance and range-based analysis, and these datasets are structured specifically around session boundaries.

What is the difference between ES RTH and Overnight data?

RTH data covers U.S. cash market hours, while Overnight (ETH) data includes Globex trading before the open. Separating them allows clearer analysis of session-specific behavior.

Are timestamps adjusted for daylight saving time?

Yes. All timestamps are provided in New York time and automatically adjust between EST and EDT.

Is this ES data suitable for gap analysis?

Yes. Overnight and Full Session datasets can be used to analyze gap context, overnight balance, and pre-RTH price development.