Datasets:

lynx1231
/

historical-interest-rate-futures-data-sample

timestamp int64 1,749B 1,784B	open float64 108 131	high float64 109 131	low float64 108 131	close float64 108 131	volume int64 0 6.27M	open_interest int64 0 5.75M	contract_name large_stringclasses 3 values	dataset large_stringclasses 1 value	exchange large_stringclasses 2 values	contract_code large_stringclasses 12 values
1,750,204,800,000	110.609375	110.609375	110.609375	110.609375	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,377,600,000	110.8125	110.8125	110.8125	110.8125	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,636,800,000	111.296875	111.296875	111.296875	111.296875	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,723,200,000	111.5	111.5	111.5	111.5	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,809,600,000	111.53125	111.53125	111.53125	111.53125	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,896,000,000	111.875	111.875	111.875	111.875	0	0	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,750,982,400,000	112.09375	112.09375	111.671875	111.671875	2	1	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,241,600,000	111.984375	111.984375	111.984375	111.984375	0	1	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,328,000,000	111.71875	111.71875	111.71875	111.71875	0	1	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,414,400,000	111.484375	111.484375	111.484375	111.484375	0	1	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,500,800,000	111.078125	111.578125	111.078125	111.078125	40	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,846,400,000	110.765625	110.765625	110.765625	110.765625	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,751,932,800,000	110.625	110.625	110.625	110.625	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,019,200,000	111.109375	111.109375	111.109375	111.109375	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,105,600,000	111.078125	111.078125	111.078125	111.078125	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,192,000,000	110.546875	110.546875	110.546875	110.546875	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,451,200,000	110.578125	110.578125	110.578125	110.578125	0	41	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,537,600,000	110.578125	110.578125	110.09375	110.09375	4	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,624,000,000	110.421875	110.421875	110.421875	110.421875	0	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,710,400,000	110.328125	110.328125	110.328125	110.328125	0	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,752,796,800,000	110.625	110.625	110.625	110.625	0	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,056,000,000	111.046875	111.046875	111.046875	111.046875	0	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,142,400,000	111.28125	111.28125	111.28125	111.28125	0	43	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,228,800,000	111.28125	111.28125	110.84375	110.875	4	45	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,315,200,000	110.703125	110.703125	110.4375	110.640625	11	50	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,401,600,000	110.5625	110.796875	110.546875	110.796875	1	51	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,660,800,000	110.625	110.625	110.578125	110.578125	2	52	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,747,200,000	111.1875	111.1875	111.1875	111.1875	0	52	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,833,600,000	111.1875	111.1875	110.828125	110.828125	5	54	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,753,920,000,000	110.828125	111.0625	110.8125	110.921875	3	55	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,006,400,000	110.75	112.140625	110.640625	112.078125	18	58	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,265,600,000	112	112.265625	111.5	112.265625	7	58	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,352,000,000	112.484375	112.484375	112.109375	112.1875	8	65	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,438,400,000	112.015625	112.109375	111.78125	112.109375	2	66	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,524,800,000	112	112	111.96875	111.96875	1	67	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,611,200,000	111.96875	111.96875	111.703125	111.703125	12	74	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,870,400,000	111.703125	111.796875	111.703125	111.75	4	74	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,754,956,800,000	111.671875	111.828125	111.546875	111.671875	431	505	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,043,200,000	111.921875	112.109375	111.921875	112.046875	4	507	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,129,600,000	112.328125	112.328125	111.65625	111.65625	274	778	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,216,000,000	111.859375	111.859375	111.453125	111.453125	39	795	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,475,200,000	111.5	111.671875	111.328125	111.390625	4	796	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,561,600,000	111.625	111.65625	111.59375	111.640625	12	803	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,648,000,000	111.5625	111.875	111.546875	111.75	16	803	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,734,400,000	111.75	111.75	111.359375	111.4375	35	803	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,755,820,800,000	111.4375	112.109375	111.390625	112.046875	23	807	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,080,000,000	111.921875	111.921875	111.78125	111.875	17	817	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,166,400,000	111.9375	112.109375	111.734375	112.109375	7	819	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,252,800,000	112.125	112.375	111.984375	112.34375	291	968	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,339,200,000	112.375	112.5625	112.265625	112.5	254	1,076	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,425,600,000	112.59375	112.59375	112.34375	112.421875	160	1,152	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,771,200,000	112.34375	112.34375	111.90625	112.0625	126	1,212	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,857,600,000	112.0625	112.546875	111.96875	112.515625	62	1,232	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,756,944,000,000	112.5	112.8125	112.46875	112.75	61	1,284	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,030,400,000	112.8125	113.53125	112.8125	113.265625	275	1,315	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,289,600,000	113.125	113.453125	113.125	113.421875	17	1,321	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,376,000,000	113.421875	113.484375	113.109375	113.21875	74	1,364	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,462,400,000	113.171875	113.484375	113.078125	113.453125	58	1,387	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,548,800,000	113.296875	113.765625	113.234375	113.53125	107	1,394	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,635,200,000	113.5	113.5	113.03125	113.15625	60	1,396	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,894,400,000	113.03125	113.359375	113	113.34375	92	1,403	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,757,980,800,000	113.328125	113.46875	113.203125	113.421875	530	1,927	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,067,200,000	113.390625	113.625	112.953125	113	243	2,131	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,153,600,000	113.09375	113.21875	112.65625	112.859375	130	2,177	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,240,000,000	112.6875	112.6875	112.59375	112.640625	345	2,490	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,499,200,000	112.640625	112.75	112.546875	112.578125	769	3,085	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,585,600,000	112.59375	112.796875	112.5625	112.734375	294	3,083	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,672,000,000	112.78125	112.84375	112.46875	112.515625	147	3,125	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,758,400,000	112.53125	112.546875	112.078125	112.203125	992	3,755	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,758,844,800,000	112.203125	112.359375	112.109375	112.15625	1,895	4,499	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,104,000,000	112.234375	112.46875	112.234375	112.421875	419	4,674	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,190,400,000	112.40625	112.671875	112.296875	112.390625	647	4,452	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,276,800,000	112.3125	112.859375	112.296875	112.734375	658	4,406	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,363,200,000	112.8125	112.84375	112.59375	112.8125	190	4,298	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,449,600,000	112.84375	112.859375	112.515625	112.5625	116	4,355	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,708,800,000	112.390625	112.46875	112.234375	112.265625	2,799	5,365	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,795,200,000	112.3125	112.609375	112.1875	112.546875	134	5,399	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,881,600,000	112.53125	112.703125	112.4375	112.484375	882	5,295	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,759,968,000,000	112.578125	112.625	112.328125	112.359375	4,879	7,641	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,054,400,000	112.421875	113.140625	112.421875	113.015625	6,784	9,688	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,313,600,000	112.921875	113.0625	112.828125	113.03125	771	10,061	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,400,000,000	112.9375	113.40625	112.9375	113.28125	2,604	10,120	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,486,400,000	113.21875	113.40625	113.109375	113.109375	2,541	11,259	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,572,800,000	113.21875	113.671875	113.078125	113.640625	7,118	14,418	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,659,200,000	113.6875	113.953125	113.328125	113.375	3,254	16,144	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,760,918,400,000	113.3125	113.515625	113.25	113.5	2,327	15,694	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,004,800,000	113.5	113.765625	113.453125	113.65625	5,346	18,382	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,091,200,000	113.671875	113.796875	113.53125	113.703125	7,694	21,216	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,177,600,000	113.71875	113.71875	113.28125	113.390625	6,172	21,709	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,264,000,000	113.34375	113.59375	113.234375	113.34375	10,527	24,437	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,523,200,000	113.203125	113.390625	113.015625	113.3125	9,790	27,094	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,609,600,000	113.390625	113.453125	113.21875	113.375	9,956	26,501	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,696,000,000	113.40625	113.421875	112.6875	112.8125	19,386	28,239	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,782,400,000	112.703125	112.828125	112.4375	112.625	20,665	32,318	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,761,868,800,000	112.65625	112.78125	112.5	112.609375	6,216	32,963	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,762,128,000,000	112.734375	112.765625	112.515625	112.609375	7,193	32,875	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,762,214,400,000	112.59375	112.796875	112.5625	112.71875	14,329	36,058	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,762,300,800,000	112.75	112.96875	112.21875	112.25	35,668	51,511	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,762,387,200,000	112.25	112.859375	112.25	112.75	88,374	97,352	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26
1,762,473,600,000	112.765625	112.96875	112.625	112.78125	34,234	102,997	10-Year U.S. Treasury Note Future	Interest Rate Futures	CBOT	ZNH26

End of preview. Expand in Data Studio

Historical Interest Rate Futures Data Sample

A free evaluation sample of historical interest-rate futures data spanning short-rate, U.S. Treasury, and European government-bond contracts.

Full historical futures catalog, broader contract coverage, downloadable datasets, and pricing:
https://futuresforexandsomeindexes.com/

This repository is a free evaluation sample intended for schema inspection, data-quality evaluation, integration testing, and quantitative research prototyping. It is not the complete commercial dataset.

Sample coverage

This release contains 3 futures roots, 12 individual contract codes, and 655,693 observations across daily and minute frequencies.

Futures root	Exchange	Daily contracts	Minute contracts
10-Year U.S. Treasury Note Future	`CBOT`	`ZNH26, ZNM26, ZNU26, ZNZ26`	`ZNH26, ZNM26, ZNU26, ZNZ26`
30-Year U.S. Treasury Bond Futures	`CBOT`	`ZBH26, ZBM26, ZBU26, ZBZ26`	`ZBH26, ZBM26, ZBU26, ZBZ26`
Euro-Bund Futures	`EUREX`	`FGBLH26, FGBLM26, FGBLU26, FGBLZ26`	`FGBLH26, FGBLM26, FGBLU26, FGBLZ26`

The manifest determines which contracts are included in this evaluation package. Availability in the complete catalog may be substantially broader than this sample.

Package contents

data/daily/*.parquet — normalized daily futures observations.
data/minute/*.parquet — normalized minute-level futures observations.
catalog.csv / catalog.parquet — one row per sampled contract-frequency source file with observation counts, timestamp bounds, output shard, and SHA-256.
metadata.json — release-level coverage and file statistics.
manifest.json — sanitized public sample manifest; internal source IDs are excluded.
schema.json — column definitions and timestamp semantics.
checksums.sha256 — package integrity hashes.
dataset-metadata.json — Kaggle publication metadata.
examples/ — Polars, pandas, and DuckDB loading examples.

Data format

The release uses Apache Parquet with ZSTD compression.

Daily columns

timestamp, open, high, low, close, volume, open_interest, contract_name, dataset, exchange, contract_code

Minute columns

timestamp, open, high, low, close, volume, contract_name, dataset, exchange, contract_code

Daily observations in this release: 1,802
Minute observations in this release: 653,891

Timestamp semantics

timestamp is the original source timestamp integer and is preserved unchanged. The public release builder does not perform timezone conversion. Consumers should not infer UTC/local-time semantics solely from the integer representation without additional source-specific context.

Quick start

Polars

import polars as pl

minute = pl.scan_parquet("data/minute/*.parquet")
print(minute.select(["contract_code", "timestamp", "close"]).head().collect())

pandas

from pathlib import Path
import pandas as pd

files = sorted(Path("data/minute").glob("*.parquet"))
df = pd.concat((pd.read_parquet(p) for p in files), ignore_index=True)
print(df.head())

DuckDB

SELECT contract_code, COUNT(*) AS observations
FROM read_parquet('data/minute/*.parquet')
GROUP BY contract_code
ORDER BY observations DESC;

Typical uses

Yield-curve and rates-market research using selected short-rate and government-bond futures.
Intraday liquidity and price-behavior analysis across SOFR, Treasury, and Euro-Bund contracts.
Backtesting and integration testing for fixed-income derivatives workflows.
Schema and data-quality evaluation before obtaining broader historical coverage.

Integrity and reproducibility

Every release data shard is referenced in the catalog and the package includes checksums.sha256. The release builder validates required columns, manifest identifiers, required non-null fields, and basic OHLC bounds before writing Parquet.

Internal futures root identifiers are excluded from public release metadata.

Complete dataset

This package is intentionally limited to a small set of contracts for evaluation. For the complete futures catalog, broader historical coverage, availability, samples, and pricing, visit:

https://futuresforexandsomeindexes.com/

Release information

Release version: 2026-09-18
Generated: 2026-09-18T06:47:11.622284+00:00
Dataset family: Interest Rate Futures
Compression: zstd
License metadata: other

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