NQ RTH 1-Minute OHLC Data (New York Time)
This page describes RTH-only intraday OHLC data for E-mini Nasdaq-100 (NQ) futures. All timestamps are provided in New York time.
The dataset is built for intraday backtesting and session-based research using NQ 1-minute bars, including ORB, Initial Balance and VWAP-focused strategies.
Available RTH Timeframes for NQ 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)
NQ 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 NQ RTH Dataset
- RTH-only intraday OHLC data for NQ 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 NQ 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 NQ RTH 1-Minute Data
- Intraday backtesting using NQ 1-minute bars
- Opening Range Breakout (ORB) studies based on NY open
- Initial Balance (IB) range and breakout analysis
- VWAP-based intraday strategies
- RTH gap and session open behavior research
- Comparing RTH vs Full Session behavior
Related OHLC Datasets:
Frequently Asked Questions
Frequently Asked Questions
What are NQ RTH session hours in New York time?
09:30–16:15 ET, Monday through Friday
Is this dataset RTH-only intraday data?
Yes. Overnight/ETH session bars are excluded.
Are timestamps in EST or EDT?
All timestamps are in New York time (ET) and automatically adjust between EST and EDT.
Is this suitable for intraday backtesting?
Yes. The dataset is designed for RTH-based intraday research (ORB, IB, VWAP).