Data
15 years of
1-minute futures data.
Every test runs on real CME futures history at 1-minute resolution, from June 2010 to last week, on our servers. You get statistics back — the raw bars never leave the server.
Instruments
| Symbol | Contract | Tick size | Tick value | Point value | Regular hours (ET) |
|---|---|---|---|---|---|
| NQ | E-mini Nasdaq-100 | 0.25 | $5.00 | $20 | 9:30–16:00 |
| ES | E-mini S&P 500 | 0.25 | $12.50 | $50 | 9:30–16:00 |
| GC | Gold (COMEX) | 0.10 | $10.00 | $100 | 8:20–13:30 |
Values are per contract. Stops, targets and slippage are set in ticks of the instrument you pick, and P&L uses its point value. Tests run on 1-minute, 5-minute, 15-minute, 30-minute or 1-hour bars.
How the history is built
- Every contract month, 1-minute bars from licensed CME Globex market data.
- One continuous series per instrument. The front contract is the one with the most volume in the previous session, and history is back-adjusted at each roll, so there are no artificial price jumps.
- Intraday tests only, so contract rolls never touch a trade's P&L.
- Gaps are explained, not hidden. The few sessions missing at the source, mostly in 2013–2014, are each documented.
- Updated every week with the latest sessions.
How fills are simulated
- Signals are read at a bar's close; entries fill at the next bar's open, with slippage against you.
- Inside a bar, the stop is checked before the target — the conservative assumption.
- A bar that opens through your stop fills at that open: gaps don't fill at your price.
- Targets fill as limit orders; stops and time exits pay slippage. Commission comes off every trade.
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