ES Full Session 1-Minute OHLC Data (New York Time, ET)
This page provides Full Session 1-minute OHLCV data for E-mini S&P 500 (ES) futures, aligned to New York time (ET). Full Session combines overnight electronic trading with the regular daytime session for continuous intraday research.
ES Full Session data is commonly used for gap studies, session transition analysis, and backtests that require complete context from the prior overnight move into the RTH day.
Available Full Session Timeframes for ES Intraday Data:
1-Minute Full Session
Bars
Intraday resolution
Intraday OHLCV bars covering Overnight + RTH as one continuous session (18:00–16:15 ET).
5-Minute Full Session
Bars
Intraday resolution
Aggregated ES OHLCV bars for smoother intraday analysis across the full session (Overnight + RTH).
15-Minute Full Session Bars
Intraday resolution
Medium-term intraday bars for structure, trend, and volatility work that includes overnight context (24 hours).
30-Minute Full Session Bars
Intraday resolution
Higher-level bars for session statistics, range behavior, and day structure with overnight included.
1-Hour Full Session
Bars
Intraday resolution
Coarser intraday bars for directional bias studies and multi-session context.
Daily Bars
Full Session
Intraday resolution
One OHLCV bar per full session day for broad backtesting and historical comparisons.
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)
ES Full Session Definition (New York Time)
- Session: 18:00–16:15 ET
- Days: Monday–Friday (week starts Sunday 18:00 ET)
- Timezone: America/New_York (ET) with automatic EST/EDT adjustment
- Coverage: Overnight (ETH) + RTH combined into one continuous dataset
Only bars inside this Full Session window are included. This dataset is designed to keep the overnight context connected to the regular trading day.
What’s Included in the ES Full Session Dataset
- Full Session intraday OHLCV data for ES futures
- Continuous coverage: Overnight (ETH) + RTH in one dataset
- Timestamps aligned to New York time (ET)
- Consistent file structure across timeframes for research and backtesting
The dataset uses a simple OHLC bar 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
Available timeframes
The ES Full Session dataset is organized around intraday bar resolutions commonly used in futures research.
Available timeframes:
1-minute bars
5-minute bars
15-minute bars
30-minute bars
1-hour bars
Daily bars
How the Full Session Data Is Built
Bars are filtered strictly by Full Session boundaries (18:00–16:15 ET) to keep overnight and daytime trading in a single continuous dataset. Timestamps use the America/New_York timezone and automatically adjust for daylight saving time (EST/EDT). Trading hours may vary on exchange holidays or special schedule days.
Common Use Cases for ES Full Session 1-Minute Data
- Gap studies and gap fill behavior
- Overnight range / volatility research
- Session transition analysis (ETH → RTH)
- Time-of-day statistics with full context
- Intraday backtests that require complete pre-market information
Full Session ES data is a strong default for research where overnight price discovery matters for the next RTH day.
Related OHLC Datasets:
Frequently Asked Questions
What does “Full Session” mean for ES intraday data?
Full Session combines overnight electronic trading plus the regular daytime session into one continuous intraday dataset.
Are timestamps in EST or EDT?
All timestamps are provided in New York time (ET) and automatically adjust between EST and EDT.
Should I use Full Session or RTH-only data for ES?
Use Full Session for gap/overnight research and studies that need overnight context. Use RTH-only data for strategies strictly based on the daytime session.
Is this dataset suitable for intraday backtesting?
Yes. Full Session 1-minute bars are commonly used for robust backtests where overnight price action impacts the next day’s behavior.
Does this dataset include Volume?
Yes. Files include OHLC plus Volume (OHLCV) with a consistent column structure.