NQ ETH Overnight OHLC Historical Data
(Electronic Trading Hours)
This page provides historical NQ ETH (overnight) OHLC data for E-mini Nasdaq-100 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 differs significantly from Regular Trading Hours (RTH) in terms of liquidity, volatility, and participant structure. This dataset is designed for overnight range analysis, gap studies, and session-based futures research.
NQ 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
High-resolution overnight
OHLC data
ETH only (18:00–09:29 ET)
5-Minute ETH 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
High-resolution overnight
OHLC data
ETH only (18:00–09:29 ET)
30-Minute ETH 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
High-resolution overnight
OHLC data
ETH only (18:00–09:29 ET)
Daily ETH 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)
Open
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 NQ 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
- Gap formation & fill probability
- Asia / Europe session behavior
- Pre-market volatility modeling
- ETH high/low interaction with RTH open
ETH vs RTH: Why Overnight Data Requires Separate Analysis
ETH and RTH sessions exhibit fundamentally different market characteristics.
Combining both sessions in a single dataset can 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 NQ ETH trading hours?
NQ ETH trading hours represent the Electronic Trading Hours (Globex) session for
E-mini Nasdaq-100 futures. The ETH session runs from 18:00 ET to 09:29 ET and
excludes all Regular Trading Hours (RTH) data.
Are ETH timestamps adjusted for daylight saving time?
Yes. All ETH timestamps are provided in New York time (ET) and automatically
adjust between EST and EDT. No manual time shifts or UTC conversions are required.
Is overnight liquidity lower than during RTH?
Yes. Overnight liquidity during the ETH session is generally lower than during
Regular Trading Hours. ETH trading is characterized by thinner order books,
different participant composition, and distinct volatility regimes.
Can overnight highs and lows act as RTH reference levels?
Yes. Overnight highs and lows are commonly used as reference levels during the
subsequent RTH session. These levels often influence opening behavior, early
volatility, and directional bias after the RTH open.
Is this dataset suitable for gap analysis?
Yes. This ETH dataset is well suited for gap analysis, including gap formation,
gap size measurement, and gap fill behavior between the overnight session and
the RTH open.