YM Historical OHLC Data (E-mini Dow Jones Futures) — Intraday, RTH & Overnight (ET)
This page provides historical intraday OHLCV data for E-mini Dow Jones (YM) futures, built around clear trading session logic.
The dataset includes RTH-only, Overnight (ETH), and 24-hour continuous (Globex + RTH) OHLC views, with all timestamps standardized to New York time (ET) and automatically adjusted for daylight saving time.
Available Intraday Timeframes (RTH, Overnight & 24-Hour)
1-Minute OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (ET).
5-Minute OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (ET).
15-Minute OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (ET).
30-Minute OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (ET).
1-Hour OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (ET).
Daily OHLC Bars
Intraday resolution
High-resolution OHLC bars including RTH, Overnight (ETH),
and 24-hour continuous sessions in New York time (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:
Date
Trading date (ET)
Time
Bar timestamp (ET)
Open
Date, Time, Open, High, Low, Close, Volume
Open
Open price
High
High price
Low
Low price
Close
Close price
YM RTH OHLC Data (Regular Trading Hours)
YM RTH OHLC data includes intraday price bars filtered strictly to Regular Trading Hours, excluding all overnight and extended Globex trading.
This view preserves the core U.S. cash-session behavior of Dow Jones futures without overnight volatility distortion.
- Session: 09:30 – 16:15
- Days: Monday–Friday
- Timezone: New York time (ET, EST/EDT adjusted)
Why traders use YM RTH OHLC data
Common use cases include:
- Initial Balance (IB) and Opening Range research
- Intraday range and volatility studies
- VWAP-based and mean-reversion strategies
- Time-of-day performance analysis
- Professional intraday backtesting workflows
YM RTH OHLC Data (Regular Trading Hours)
YM Overnight OHLC data represents price action during Electronic Trading Hours (ETH) on CME Globex, capturing market behavior outside the U.S. daytime session.
ETH Trading Hours (ET)
- Session: 18:00 – 09:29
- Timezone: New York time (ET)
- Excludes: All RTH trading
Overnight session bars are assigned to the following RTH trading date, ensuring consistent alignment between ETH activity and the next U.S. session.
Why traders analyze YM overnight OHLC
Typical research applications:
- Overnight range statistics and distribution analysis
- Gap formation and gap-fill probability modeling
- Asia / Europe session impact on U.S. open
- ETH high/low interaction with the RTH open
- Pre-market volatility and directional bias studies
YM 24-Hour Continuous OHLC Data (Globex + RTH)
YM 24-Hour Continuous OHLC data combines overnight Globex trading and Regular Trading Hours into a single uninterrupted intraday time series.
This view eliminates artificial session breaks and is designed for strategies and studies that depend on continuous market context.
Why use 24-hour continuous YM data
This dataset is commonly used for:
- Gap research (prior session close → next session open)
- Overnight-to-RTH transition analysis
- Continuous intraday backtesting across sessions
- Volatility regime detection and session comparison
- Studying liquidity shifts around NY open and close
Unlike RTH-only datasets, the continuous view preserves true price discovery across global trading hours.
Available Intraday Timeframes
YM historical OHLC data is organized around intraday resolutions commonly used in futures research:
1-minute bars
5-minute bars
15-minute bars
30-minute bars
1-hour bars
Daily bars
Related OHLC Datasets:
Frequently Asked Questions
What are YM trading hours?
YM trades nearly 24 hours via CME Globex, with Regular Trading Hours from 09:30–16:15 ET.
Are timestamps adjusted for daylight saving time?
Yes. All data uses New York time (ET) with automatic EST/EDT adjustment.
Should I use RTH or overnight data?
RTH data is best for intraday execution research, while overnight data is essential for gap and session-transition studies.
What is the difference between YM RTH and Overnight (ETH) data?
RTH data covers the primary U.S. trading session with the highest liquidity, while Overnight (ETH) data reflects Globex trading activity outside regular hours, often driven by global macro events and index futures arbitrage.
What are YM Globex (24-Hour) trading hours?
YM futures trade nearly 24 hours per day on CME Globex, typically from 18:00 ET to 17:00 ET the following day, with a short daily maintenance break.
Is overnight (ETH) price action relevant for the RTH session?
Yes. Overnight highs, lows, and ranges often act as reference levels during the RTH session, especially around the New York open and during high-impact economic releases.
Can YM overnight data be used for gap analysis?
Yes. Overnight data is essential for studying futures gaps, including gap formation, partial fills, and full gap closures during the RTH session.
Is YM OHLC data suitable for intraday backtesting?
Yes. YM intraday OHLC data is suitable for statistical research, strategy development, and intraday backtesting across RTH, Overnight, or full 24-hour sessions.