ES RTH 1-Minute OHLC Data (New York Time, ET)
This page provides RTH-only 1-minute OHLCV data for E-mini S&P 500 (ES) futures, filtered strictly to Regular Trading Hours (RTH) and aligned to New York time (ET).
ES RTH data is widely used for Initial Balance analysis, opening range behavior, and session-based intraday research, where overnight volatility must be excluded to preserve accurate daytime structure.
Available RTH Timeframes for ES Intraday Data:
1-Minute RTH Bars
Intraday resolution
High-resolution intraday OHLC bars filtered to Regular Trading Hours (09:30–16:15 ET).
5-Minute RTH Bars
Intraday resolution
Aggregated OHLC bars filtered to
Regular Trading Hours (09:30–16:15 ET).
15-Minute RTH Bars
Intraday resolution
Medium-term intraday OHLC bars for analyzing session structure, range and momentum.
30-Minute RTH Bars
Intraday resolution
Higher-level intraday bars for studying RTH range,
volatility and session bias.
1-Hour RTH Bars
Intraday resolution
Coarser intraday OHLC bars designed for market structure and directional bias analysis.
Daily RTH Bars
Intraday resolution
One OHLC bar per RTH session representing the open, high, low and close of the trading day.
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 RTH Session Hours (New York Time)
Regular Trading Hours (RTH) for this dataset are defined as:
- Session: 09:30–16:15 ET
- Days: Monday–Friday
- Timezone: America/New_York (ET) with automatic EST/EDT daylight saving adjustment
Only bars inside this window are included. Overnight and extended electronic hours are excluded.
What’s Included in the ES RTH Dataset
- RTH-only intraday OHLC data for ES futures
- 1-minute bars aligned to New York time (ET)
- No overnight/ETH session bars (RTH only)
- Consistent structure for statistical 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 RTH dataset is organized around intraday bar resolutions commonly used in futures research.
Available RTH timeframes:
1-minute bars
5-minute bars
15-minute bars
30-minute bars
1-hour bars
Daily RTH bars
How the RTH Data Is Built
Bars are filtered strictly by RTH session boundaries (09:30–16:15 ET) to prevent session mixing and keep results consistent across years.
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 RTH 1-Minute Data
This dataset is commonly used for:
- Initial Balance (IB) and opening range research
- Intraday range and volatility studies
- VWAP-based strategy testing
- Session statistics and time-of-day analysis
- RTH-only intraday backtesting frameworks
Because ES is one of the most actively traded index futures contracts, RTH data remains a core input for professional intraday research.
Related OHLC Datasets:
Frequently Asked Questions
What are ES RTH trading hours in New York time?
ES Regular Trading Hours run from 09:30 to 16:15 ET, Monday through Friday.
Is ES RTH data suitable for Initial Balance analysis?
Yes. ES is one of the most commonly studied instruments for Initial Balance and opening range research, and RTH-only data is essential for accurate results.
Does this dataset include overnight or Globex trading?
No. This dataset excludes all overnight (ETH) trading and contains Regular Trading Hours (RTH) data only.
Are timestamps adjusted for daylight saving time?
Yes. All timestamps are provided in New York time (ET) with automatic adjustment between EST and EDT.
Can ES RTH data be used for intraday backtesting?
Yes. The dataset is designed specifically for session-based intraday backtesting and statistical research.