ES ETH Overnight OHLC Historical Data
(Electronic Trading Hours)
This page provides historical ES ETH (overnight) OHLC data for E-mini S&P 500 (ES) futures, filtered exclusively to Electronic Trading Hours (ETH). All timestamps are standardized to New York time (ET) with automatic adjustment for daylight saving time.
Overnight market behavior often differs from Regular Trading Hours (RTH) in liquidity, volatility, and participation. This dataset is designed for overnight range analysis, gap studies, and session-based futures research.
ES ETH Session Definition
- ETH session: 18:00 – 09:29 ET
- Timezone: New York (ET)
- Adjusts automatically for EST / EDT
- Excludes RTH completely
Available ETH Timeframes for NQ Intraday Data:
1-Minute ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
5-Minute ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
15-Minute ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
30-Minute ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
1-Hour ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
Daily ETH Bars
Aggregated ETH OHLC bars
Aggregated ETH OHLC bars
High-resolution overnight OHLC data
ETH only (18:00–09:29 ET)
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)
Dataset Format & Structure
The dataset uses a simple OHLC bar structure:
Date
Trading date (ETH session date)
Time
Bar open time (ET)
Colums
Date, Time, Open, High, Low, Close, Volume
Open
Open price
High
High price
Low
Low price
Close
Close price
Overnight sessions are assigned to the following RTH trading date.
Available timeframes
The ES ETH dataset is organized around intraday bar resolutions commonly used in futures research.
Available ETH timeframes:
1-minute bars
5-minute bars
15-minute bars
30-minute bars
1-hour bars
Daily ETH bars
What This ETH Dataset Is Used For:
- Overnight range statistics (ES ETH high/low behavior)
- Gap formation & fill probability (overnight → NY open)
- Asia / Europe session behavior for ES
- Pre-market volatility modeling
- ETH high/low interaction with RTH open
ETH vs RTH: Why Overnight Data Requires Separate Analysis
ETH and RTH sessions can exhibit fundamentally different market characteristics. Combining both sessions in a single dataset may distort volatility metrics, range statistics, and probabilistic models.
This ETH dataset is designed to be analyzed independently or in conjunction with RTH data for multi-session research workflows.
Related OHLC Datasets:
Frequently Asked Questions
What are ES ETH trading hours?
ES ETH (overnight) hours are 18:00–09:29 ET, Monday through Friday (New York time, ET).
Are ETH timestamps adjusted for daylight saving time?
Yes. All timestamps are provided in New York time (ET) with automatic adjustment between EST and EDT.
Is overnight liquidity lower than during RTH?
Often yes. Overnight sessions can have different liquidity and volatility conditions than the main daytime session.
Can overnight highs and lows act as RTH reference levels?
Yes. Many traders use ETH highs/lows as reference levels for the RTH open and early session behavior.
Is this dataset suitable for gap analysis?
Yes. ETH-only data is commonly used for overnight range and gap studies (prior session close vs next session open behavior).