2+ Years of Historical Futures Data
Complete OHLC data for major energy futures contracts. All data sourced directly from official exchanges with 100% accuracy guarantee.
Brent Crude Futures
ICE Brent Crude Oil Futures
WTI Crude Futures
NYMEX WTI Crude Oil Futures
Gas Oil Futures
ICE Gas Oil (Heating Oil) Futures
Natural Gas Futures
NYMEX Henry Hub Natural Gas
What is OHLC Data?
OHLC (Open, High, Low, Close) is the standard format for historical price data in financial markets. Each trading day includes four critical price points that traders and analysts use for technical analysis, charting, and backtesting.
OHLC Components
- Open: First traded price of the day
- High: Highest traded price during the session
- Low: Lowest traded price during the session
- Close: Final settlement price at day's end
Additional Fields
- Volume: Total contracts traded
- Settlement: Official exchange settlement price
- Date: Trading date in ISO 8601 format
- Contract: Specific contract month identifier
Real-World Use Cases
1. Trading Algorithm Backtesting
Validate your trading strategies with historical data before risking capital
Before deploying a trading algorithm in live markets, quant traders backtest strategies using historical OHLC data. Our API provides 500+ days of clean, exchange-verified data perfect for testing moving average crossovers, mean reversion strategies, and momentum indicators.
Example: A prop trading firm uses our historical Brent futures data to backtest a spread trading strategy between Brent and WTI. By analyzing 2 years of data, they discovered their strategy would have generated a 23% annual return with a Sharpe ratio of 1.8.
2. Risk Analysis and VaR Calculations
Calculate portfolio risk metrics using historical volatility
Risk managers use historical futures data to calculate Value at Risk (VaR), Expected Shortfall, and volatility metrics. Our OHLC data provides the foundation for Monte Carlo simulations and stress testing energy portfolios.
Example: An energy trading desk calculates 30-day rolling volatility for Natural Gas futures using our historical data. This helps them size positions appropriately and set stop-loss levels based on actual market volatility patterns.
3. Spread Trading Strategies
Analyze historical spreads between different contracts and maturities
Spread traders profit from price differentials between related contracts. Our historical data enables analysis of Brent-WTI spreads, calendar spreads (nearby vs. deferred months), and crack spreads (crude oil vs. refined products).
Example: A commodity hedge fund identifies that the Brent-WTI spread historically widens during geopolitical tensions in the Middle East. Using 2 years of our historical data, they built a predictive model that generates trade signals when the spread deviates from its statistical mean.
4. Research and Academic Analysis
Publish research papers with credible, exchange-sourced data
Academic researchers and PhD students studying energy markets need reliable historical data for econometric analysis. Our API provides institutional-quality data at a fraction of Bloomberg Terminal costs.
Example: A PhD candidate at MIT researching the impact of OPEC+ announcements on crude oil futures used our historical data to analyze price reactions across 47 policy announcements. The resulting paper was published in the Journal of Energy Economics.
API Request & Response Examples
Example: Fetch 2 Years of Brent Futures Data
cURL Request:
curl "https://api.oilpriceapi.com/v1/futures/brent/historical?from=2022-11-01&to=2024-11-11" \ -H "Authorization: Token YOUR_API_KEY" \ -H "Content-Type: application/json"
Python Example:
from oilpriceapi import Client
from datetime import datetime, timedelta
client = Client(api_key="YOUR_API_KEY")
# Fetch 2 years of historical data
end_date = datetime.now()
start_date = end_date - timedelta(days=730)
data = client.get_futures_historical(
contract="brent",
start_date=start_date.isoformat(),
end_date=end_date.isoformat()
)
print(f"Retrieved {len(data['data'])} trading days")
print(f"First day: {data['data'][0]}")
# Output shows OHLC data for each dayResponse Format:
{
"status": "success",
"data": [
{
"date": "2024-11-11",
"contract": "BRENT_JAN25",
"open": 76.45,
"high": 77.82,
"low": 76.12,
"close": 77.34,
"settlement": 77.30,
"volume": 185420,
"currency": "USD",
"unit": "barrel"
},
// ... 500+ more days
],
"count": 523
}Historical Data vs. Live Prices
| Feature | Historical Data | Live Prices |
|---|---|---|
| Data Format | Daily OHLC + Volume | Single current price |
| Update Frequency | Daily (end of day) | Every 1-5 minutes |
| Data Coverage | 2022-Present (500+ days) | Current day only |
| Best For | Backtesting, analysis, research | Live trading, monitoring |
| Pricing | Paid plans ($15/month+) | Free tier available |
Frequently Asked Questions
How much historical data is available?
We provide 2+ years of data (500+ trading days) for Brent, WTI, Gas Oil, and Natural Gas futures contracts. Each day includes complete OHLC prices, volume, and settlement information sourced directly from official exchanges.
What futures contracts are supported?
We support Brent Crude (ICE), WTI Crude (NYMEX), Natural Gas (Henry Hub), and Gas Oil (ICE) futures contracts. All data comes from official exchange sources with 100% accuracy.
What is OHLC data?
OHLC stands for Open, High, Low, Close - the four standard price points for each trading day. This format is essential for technical analysis, charting, and backtesting trading strategies.
Can I download CSV format?
Yes! The API returns JSON by default, but you can easily convert to CSV using our Python or Node.js SDKs. You can also add ?format=csv to your API request for direct CSV export.
How far back does data go?
Historical futures data is currently available from 2022 to present (2+ years). We continuously backfill older data and plan to extend coverage to 2014 for major contracts.
Is there intraday data?
Currently we provide daily OHLC data, which is sufficient for most backtesting and analysis needs. Intraday tick data and 1-minute bars are available for Enterprise plan customers upon request.
How accurate is historical data?
All data comes directly from official exchange sources (ICE, NYMEX). Data accuracy is 100% as we use the official settlement prices published by exchanges. No adjustments or estimations are made.
What's the pricing for historical data?
Historical data is available on paid plans starting at $15/month (Exploration tier with 10,000 requests). Free tier includes 100 lifetime requests to test the API and see sample data.