Three columns need a word. Span is the first and last bar in the file; short histories carry a printed caution on the report under ten years. Excluded is the count of lines the loader refused, by kind: almost all are flat placeholder bars (open, high, low and close equal, volume zero) that the vendor emitted for minutes with no trades, concentrated in 2008 to 2011, and excluding them is the same as the gap they should have been; a few are rows that fail the price-bounds check outright. Tick and $/point are what the report's dollars are computed with.
Equity Indices
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| ES · E-mini S&P 500 | 2008-01-02 to 2026-08-14 | 6,514,391 | none | 0.25 / $50 |
| EW · E-mini S&P MidCap 400 | 2008-01-02 to 2026-08-14 | 2,803,193 | 1 flat zero-volume bar | 0.1 / $100 |
| M2K · Micro E-mini Russell 2000 | 2019-05-06 to 2026-08-14 | 2,401,837 | none | 0.1 / $5 |
| MES · Micro E-mini S&P 500 | 2019-05-06 to 2026-08-14 | 2,562,354 | none | 0.25 / $5 |
| MFS · E-mini MSCI EAFE | 2009-09-08 to 2026-08-14 | 1,878,080 | 4 flat zero-volume bars | 0.05 / $50 |
| MME · E-mini MSCI Emerging Mkts | 2009-09-08 to 2026-08-14 | 3,356,049 | 1 flat zero-volume bar | 0.05 / $50 |
| MNQ · Micro E-mini Nasdaq-100 | 2019-05-06 to 2026-08-14 | 2,550,992 | none | 0.25 / $2 |
| NKD · Nikkei 225 (USD) | 2008-03-05 to 2026-08-14 | 3,822,165 | none | 5 / $5 |
| NQ · E-mini Nasdaq-100 | 2008-01-02 to 2026-08-14 | 6,180,656 | none | 0.25 / $20 |
| RTY · E-mini Russell 2000 | 2008-01-02 to 2026-08-14 | 5,187,110 | 506 flat zero-volume bars; caution: density steps up from 2018 (about 400 bars a day in 2008, about 1,000 through 2017, about 1,300 since); lookbacks counted in bars span more clock time in the thin years | 0.1 / $50 |
| VX · VIX Futures | 2008-08-05 to 2026-08-14 | 2,855,376 | 7 flat zero-volume bars | 0.05 / $1,000 |
| VXM · Mini VIX Futures | 2020-08-10 to 2026-08-14 | 641,448 | 33 flat zero-volume bars | 0.05 / $100 |
| YM · E-mini Dow | 2008-01-02 to 2026-08-14 | 6,144,194 | 1,148 flat zero-volume bars | 1 / $5 |
Energy
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| B · Brent Crude (ICE) | 2008-02-25 to 2026-08-14 | 5,274,708 | 262 flat zero-volume bars | 0.01 / $1,000 |
| BZ · Brent Crude (CME) | 2008-02-25 to 2026-08-14 | 2,708,151 | none | 0.01 / $1,000 |
| CL · Crude Oil WTI | 2008-01-02 to 2026-08-14 | 6,396,703 | 287 flat zero-volume bars | 0.01 / $1,000 |
| HH · Natural Gas Last-Day | 2010-08-30 to 2026-08-14 | 241,610 | none | 0.001 / $10,000 |
| HO · NY Harbor ULSD (Heating Oil) | 2008-02-19 to 2026-08-14 | 3,023,500 | 186 flat zero-volume bars | 0.0001 / $42,000 |
| MCL · Micro WTI Crude | 2021-07-11 to 2026-08-14 | 1,758,113 | none | 0.01 / $100 |
| NG · Natural Gas Henry Hub | 2008-02-25 to 2026-08-14 | 5,110,134 | 472 flat zero-volume bars | 0.001 / $10,000 |
| QG · E-mini Natural Gas | 2008-02-25 to 2026-08-14 | 2,152,554 | 191 flat zero-volume bars | 0.005 / $2,500 |
| RB · RBOB Gasoline | 2008-02-10 to 2026-08-14 | 2,811,878 | 136 flat zero-volume bars | 0.0001 / $42,000 |
Metals
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| GC · Gold | 2008-01-28 to 2026-08-14 | 6,488,551 | 960 flat zero-volume bars | 0.1 / $100 |
| HG · Copper | 2008-01-02 to 2026-08-14 | 5,719,413 | 637 flat zero-volume bars | 0.0005 / $25,000 |
| MGC · Micro Gold | 2010-10-03 to 2026-08-14 | 3,345,562 | none | 0.1 / $10 |
| PL · Platinum | 2008-01-02 to 2026-08-14 | 4,317,441 | 230 flat zero-volume bars | 0.1 / $50 |
| SI · Silver | 2008-01-02 to 2026-08-14 | 5,901,673 | 641 flat zero-volume bars | 0.005 / $5,000 |
| SIL · Micro Silver (1,000 oz) | 2013-06-24 to 2026-08-14 | 2,120,635 | none | 0.005 / $1,000 |
Rates
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| TN · Ultra 10-Year T-Note | 2016-01-11 to 2026-08-14 | 2,595,961 | none | 0.015625 / $1,000 |
| UB · Ultra T-Bond | 2010-01-11 to 2026-08-14 | 4,031,603 | none | 0.03125 / $1,000 |
| US · 30-Year T-Bond | 2008-01-02 to 2026-08-14 | 5,485,603 | none | 0.03125 / $1,000 |
| ZF · 5-Year T-Note | 2008-01-02 to 2026-08-14 | 5,420,891 | 1 row failing the OHLC bounds check | 0.0078125 / $1,000 |
| ZN · 10-Year T-Note | 2008-01-02 to 2026-08-14 | 5,616,626 | 3 rows failing the OHLC bounds check | 0.015625 / $1,000 |
| ZT · 2-Year T-Note | 2008-01-02 to 2026-08-14 | 3,865,210 | none | 0.0078125 / $2,000 |
Currencies
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| A6 · Australian Dollar | 2008-01-02 to 2026-08-14 | 6,187,080 | 1 flat zero-volume bar | 5e-05 / $100,000 |
| B6 · British Pound | 2008-01-02 to 2026-08-14 | 5,933,928 | 1 flat zero-volume bar | 0.0001 / $62,500 |
| BR · Brazilian Real | 2008-02-28 to 2026-08-14 | 333,968 | none | 5e-05 / $100,000 |
| DX · US Dollar Index (ICE) | 2008-01-02 to 2026-08-14 | 4,639,647 | 987 flat zero-volume bars | 0.005 / $1,000 |
| E6 · Euro FX | 2008-01-02 to 2026-08-14 | 6,413,289 | 1 row failing the OHLC bounds check | 5e-05 / $125,000 |
| E7 · E-mini Euro FX | 2008-01-02 to 2026-08-14 | 3,715,171 | none | 0.0001 / $62,500 |
| J1 · Japanese Yen | 2008-01-02 to 2026-08-14 | 6,333,521 | none | 5e-07 / $12,500,000 |
| J7 · E-mini Japanese Yen | 2008-01-02 to 2026-08-14 | 1,159,621 | none | 1e-06 / $6,250,000 |
| MP · Mexican Peso | 2008-01-02 to 2026-08-14 | 3,813,520 | 3 flat zero-volume bars | 1e-05 / $500,000 |
Agriculture
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| CC · Cocoa | 2008-02-04 to 2026-08-14 | 2,065,036 | 289 flat zero-volume bars | 1 / $10 |
| CT · Cotton | 2008-02-25 to 2026-08-14 | 1,966,217 | 30 flat zero-volume bars | 0.01 / $500 |
| DC · Class III Milk | 2008-01-02 to 2026-08-14 | 299,675 | 1 flat zero-volume bar | 0.01 / $2,000 |
| GF · Feeder Cattle | 2008-01-10 to 2026-08-14 | 1,081,247 | none | 0.025 / $500 |
| HE · Lean Hogs | 2008-01-18 to 2026-08-14 | 1,373,889 | none | 0.025 / $400 |
| KC · Coffee | 2008-01-02 to 2026-08-14 | 2,302,027 | 337 flat zero-volume bars | 0.05 / $375 |
| KE · KC Hard Red Wheat | 2008-02-24 to 2026-08-14 | 2,071,230 | 3,006 flat zero-volume bars | 0.25 / $50 |
| LBS · Lumber (Random Length, to May 15, 2023) | 2008-10-20 to 2023-05-15 (engine window) | 366,703 in the file | none; the random-length contract (110,000 board feet, $110 a point) last traded May 15, 2023, and the chained series runs past that date carrying the 27,500-board-foot contract listed August 8, 2022 (LBR, $27.50 a point). Since Sep 9, 2026 the engine reads LBS only to 2023-05-15 and prices the later bars as LBR (the next row), so dollars are right on both sides of the cut; the file is thin throughout (about 80 bars a day). Sources: firstratedata.com/i/futures/LBS; barchart.com LSK23 contract specifications; CME Group via madisonsreport.com, read Sep 6, 2026; the two-instrument window from instruments.py v0.2, Sep 9, 2026 | 0.1 / $110 to May 2023 |
| LBR · Lumber (27,500 board feet, from May 16, 2023) | 2023-05-16 to 2026-08-14 (engine window on the LBS file) | the LBS file's later bars | none; the same FirstRate series as LBS, read from 2023-05-16 at $27.50 a point (tick $0.50). Three years of history, so the short-history caution fires on every LBR run. Source: CME lumber (LBR) contract specifications; instruments.py v0.2, Sep 9, 2026 | — |
| LE · Live Cattle | 2008-01-15 to 2026-08-14 | 1,535,808 | none | 0.025 / $400 |
| OJ · Orange Juice | 2008-02-25 to 2026-08-14 | 634,762 | 151 flat zero-volume bars | 0.05 / $150 |
| SB · Sugar No. 11 | 2008-02-25 to 2026-08-14 | 2,470,019 | 102 flat zero-volume bars | 0.01 / $1,120 |
| XC · Mini Corn | 2008-02-25 to 2026-08-14 | 849,247 | none | 0.125 / $10 |
| ZC · Corn | 2008-02-19 to 2026-08-14 | 3,244,104 | 1,925 flat zero-volume bars | 0.25 / $50 |
| ZL · Soybean Oil | 2008-01-02 to 2026-08-14 | 3,118,724 | 2,068 flat zero-volume bars | 0.01 / $600 |
| ZM · Soybean Meal | 2008-02-25 to 2026-08-14 | 2,812,414 | 696 rows failing the OHLC bounds check; 2,620 flat zero-volume bars; caution: 696 rows failed the OHLC bounds check in 2008 and 2009 and were dropped, along with 2,620 flat zero-volume bars | 0.1 / $100 |
| ZO · Oats | 2008-02-25 to 2026-08-14 | 430,385 | 1,320 flat zero-volume bars | 0.25 / $50 |
| ZR · Rough Rice | 2008-02-25 to 2026-08-14 | 487,421 | 608 flat zero-volume bars | 0.005 / $2,000 |
| ZS · Soybeans | 2008-03-03 to 2026-08-14 | 3,472,325 | 1,844 flat zero-volume bars | 0.25 / $50 |
| ZW · Chicago Wheat | 2008-01-02 to 2026-08-14 | 3,360,127 | 1,776 flat zero-volume bars | 0.25 / $50 |
Crypto
| Contract | Span | One-minute bars | Excluded | Tick / $ per point |
|---|
| BTC · Bitcoin (CME, 5 BTC) | 2017-12-26 to 2026-08-14 | 1,821,784 | none | 5 / $5 |
| MBT · Micro Bitcoin | 2021-05-03 to 2026-08-14 | 1,313,364 | none | 5 / $0.1 |
| MET · Micro Ether | 2021-12-06 to 2026-08-14 | 639,584 | none | 0.5 / $0.1 |
Where this comes from
The loader is firstrate_loader.py, the same code that reads the file before every run. Its rules: every line must parse; high at or above open and close, low at or below; high at or above low; volume at least one; timestamps strictly increasing. A line that fails any of them is excluded and reported with its reason. The engine never fills a gap, never smooths a bar, never adjusts a price. The full loader output for this table is filed as data-dispositions-2026-09-03-bundle.txt, and the review of the first four contracts loaded (with the RTY density caution) as data-dispositions-2026-09-03.txt.
Micro contracts (MES, MNQ, M2K, MGC, SIL, MCL, MBT, MET, VXM) start in 2019 to 2021 because that is when they were listed; the report's short-history caution says so on their runs.
Measured on this file
Questions a trading forum asks of the file, answered on the whole file with the measurement written down before it ran, published either way. Does the Sunday gap fill on Monday? ES, 923 Mondays: Monday came back to Friday's close 53.1% of the time and went the same distance the other way 53.8%.