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GUIDE · MCX GOLD DATA DOWNLOAD · CATALOG VERIFIED 2026-11-11

How do I download MCX GOLD 1-minute historical data?

Download MCX GOLD 1-minute futures from the MCX futures, 3 years pack; add MCX GOLD options from the MCX futures and options, 1 year pack. Options Data (optionsdata.shop) sells those files as Parquet or CSV, one trading day and one contract per file, with traded OHLC, volume and open interest in lots and the expiry on every row. MCX GOLD futures cover JAN 2023 → OCT 2026 and GOLDM JAN 2023 → OCT 2026; MCX GOLD options cover SEP 2025 → OCT 2026.

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Dates on this page are read from the live file catalog, not typed by hand. Full matrix: /coverage.

Front-month MCX GOLD futures (the contract with the most volume that day), Options Data 1-minute files, 31 January 2023 to 16 October 2026. Full sessions only: first traded bar before 10:00 IST and last traded bar from 22:00 IST (897 sessions). Traded bars only (volume above zero). Each session is cut at 23:30 IST on US daylight-saving dates and at 23:55 IST otherwise, using the New York noon daylight-saving flag. Day high (low) time is the start of the first bar that printed the session high (low). Layout-B timestamp was renamed to datetime.

Window (IST)Day high first setDay low first setAt least one extreme
09:00–09:5916.2%22.3%37.9%
10:00–11:598.4%10.0%18.3%
12:00–14:5912.6%10.1%22.5%
15:00–16:595.5%5.7%11.0%
17:00–18:5913.2%9.9%22.3%
19:00–20:5921.0%22.3%41.5%
21:00–close23.3%19.6%42.7%

MCX GOLD futures volume roll, Options Data 1-minute files, 31 January 2023 to 16 October 2026 (952 sessions). Front-month = the expiry with the most volume that day. Nearest expiry = the earliest expiry listed that day. Across 22 complete cycles from the April 2023 expiry through the October 2026 expiry, the next contract first led volume a median of 7 calendar days before the listed expiry (range 6–9). The February 2023 cycle is omitted because the files begin on 31 January 2023.

Days until the nearest listed expirySessionsNearest expiry is also the volume front-month
Expiry day230%
1–3 calendar days480%
4–7 calendar days611.6%
8–14 calendar days10789.7%
15 or more calendar days713100%

How do I download MCX GOLD 1-minute historical data?

Download MCX GOLD 1-minute files from an MCX pack on Options Data (optionsdata.shop). Pay by UPI and collect Parquet or CSV from the order page. The MCX futures, 3 years pack holds MCX GOLD and GOLDM futures with OHLC, volume and open interest; the MCX futures and options, 1 year pack adds MCX GOLD options.

The free MCX 1-minute sample is one US-summer trading day (16 October 2026) for all eight MCX symbols, including MCX GOLD and GOLDM, with the same file names and columns as the paid files. Per-symbol first and last dates are read from the live catalog on the MCX data page.

What files and columns does an MCX GOLD download contain?

Each MCX GOLD futures file covers one trading day and one expiry, named GOLD_FUT_1min_<day>_exp<expiry>.parquet. Rows hold traded OHLC, volume and open interest in lots, plus the contract expiry. Timestamps are IST bar starts, timezone-naive. Some mid-2026 files (layout B) name the time column timestamp instead of datetime.

GOLDM files use the same layout under names like GOLDM_FUT_1min_<day>_exp<expiry>.parquet. Every MCX GOLD contract listed that day is kept, so a backtest can choose its own roll rather than inherit a continuous series. MCX GOLD option rows add strike and call/put next to OHLC, volume and open interest. Both column layouts are listed on the file schema page.

What time does MCX GOLD set its day high and low?

On 897 full MCX GOLD sessions from 31 January 2023 to 16 October 2026, the front-month futures contract set its day high after 17:00 IST on 57.4% of sessions and its day low after 17:00 IST on 51.8%. At least one of the day high or day low printed after 17:00 IST on 89.5% of sessions.

The first hour, 09:00–09:59 IST, held the day high on 16.2% of those sessions and the day low on 22.3%. The quietest window for either extreme was 15:00–16:59 IST (5.5% of highs and 5.7% of lows). After the 09:00–09:29 IST range, the front-month contract later traded both above that range high and below that range low on 68.6% of sessions.

The share of day highs printed after 17:00 IST was 62.1% in 2023, 62.5% in 2024, 57.8% in 2025 and 45.4% in 2026 through 16 October. A download that stops at 15:30 IST, the NSE equity close, therefore misses when MCX GOLD actually printed its high or low on most full sessions in this window.

When does MCX GOLD futures volume roll to the next expiry?

Front-month MCX GOLD volume, defined as the contract with the most volume that day, moved to the next expiry a median of 7 calendar days before the listed expiry date (range 6–9 days) across 22 complete cycles from the April 2023 contract through the October 2026 contract.

On the 23 MCX GOLD expiry days in the window, the expiring contract was never the volume front-month (0%). The same held for all 48 sessions one to three calendar days before expiry. Between eight and 14 calendar days before expiry the nearest contract was still the volume leader on 89.7% of sessions, and from 15 calendar days out it led on every session (713 of 713).

Across all 952 sessions the nearest expiry matched the volume front-month on 85.1% of days; the gap is the last week of each cycle. A continuous series that always keeps the nearest expiry therefore switches about a week later than the contract that actually led volume.

How do I load MCX GOLD 1-minute files in pandas?

Read the GOLD_FUT_1min_*.parquet files and rename layout-B columns (timestamp to datetime, expiry to expiry_date, oi to open_interest). Keep traded bars (volume above zero), pick the highest-volume contract each day as the front month, and cut the session at 23:30 or 23:55 IST using the New York daylight-saving flag.

Method: concatenate the MCX GOLD 1-minute futures files, drop zero-volume bars, keep the highest-volume expiry each day, and discard minutes at or after 23:30 IST when New York is on daylight saving or 23:55 IST otherwise. Full-session high and low stats keep days whose first traded front-month bar is before 10:00 IST and whose last traded bar is from 22:00 IST, which drops evening-only holiday sessions. Run on files from 31 January 2023 to 16 October 2026, the script prints about 0.574.

import glob, pandas as pd
names = {"timestamp": "datetime", "symbol": "stock_code", "expiry": "expiry_date", "oi": "open_interest"}
files = sorted(glob.glob("GOLD_FUT_1min_*.parquet"))
df = pd.concat(pd.read_parquet(f).rename(columns=names) for f in files)
df["datetime"] = pd.to_datetime(df["datetime"])      # IST, bar start
df["expiry_date"] = pd.to_datetime(df["expiry_date"], format="mixed")
df = df[df["volume"] > 0]                             # traded bars only
df["day"] = df["datetime"].dt.normalize()
# front month = the contract with the most volume that day
vol = df.groupby(["day", "expiry_date"])["volume"].sum().reset_index()
df = df.merge(vol.loc[vol.groupby("day")["volume"].idxmax(), ["day", "expiry_date"]])
# US daylight saving on that date sets the close: 23:30 or 23:55 IST
noon_ny = (df["day"] + pd.Timedelta(hours=12)).dt.tz_localize("America/New_York")
df["us_dst"] = noon_ny.map(lambda t: t.dst() > pd.Timedelta(0))
close = df["us_dst"].map({True: "23:30", False: "23:55"})
df = df[df["datetime"].dt.strftime("%H:%M") < close]
span = df.groupby("day")["datetime"].agg(["min", "max"])
full = span[(span["min"].dt.strftime("%H:%M") < "10:00") & (span["max"].dt.strftime("%H:%M") >= "22:00")].index
g = df[df["day"].isin(full)]
hi = g.loc[g.groupby("day")["high"].idxmax(), "datetime"]
print((hi.dt.hour >= 17).mean())   # share of day highs first printed after 17:00 IST

Which MCX pack should I buy for MCX GOLD 1-minute data?

Buy the MCX futures, 3 years pack for a multi-year MCX GOLD and GOLDM futures download at 1-minute; MCX GOLD futures cover JAN 2023 → OCT 2026. Buy the MCX futures and options, 1 year pack when the study also needs MCX GOLD options, which cover SEP 2025 → OCT 2026.

The 3-year futures pack is the match for a multi-year MCX GOLD study: the high, low and roll figures were measured from January 2023 to October 2026. Session times — 09:00 to 23:30 IST while the US observes daylight saving, and 09:00 to 23:55 IST otherwise, including the 23:55 close from 2 November 2026 to 12 March 2027 under MCX circular MCX/TRD/550/2026 — are in the MCX trading hours guide.

Per-symbol coverage is in the MCX intraday data guide. A sibling walkthrough for another metal is the MCX silver data guide. All MCX packs: MCX data. The free MCX sample shows the file layout before buying. MCX GOLD is the rupee futures contract traded on MCX; XAU/USD 1-minute data is a separate series.

Exactly which fields are in the files

Futures files

Column (layout A · layout B)TypeMeaning
datetime · timestamptimestampBar start time, IST wall-clock
stock_code · symbolstringUnderlying / contract code
expiry_date · expirystringFutures contract expiry
open / high / low / closefloatTraded price OHLC within the bar
volumeintVolume traded in the bar
open_interest · oiintOpen interest at that bar

Options files

Column (layout A · layout B)TypeMeaning
datetime · timestamptimestampBar start time, IST wall-clock (e.g. 2026-09-10 09:15:00)
stock_code · —stringUnderlying code: NIFTY, or BSESEN for SENSEX
exchange_code · —stringNFO (NSE F&O) or BFO (BSE F&O)
product_type · —stringOptions
expiry_date · expirystringContract expiry (A: 15-SEP-2026, B: 2026-09-15)
strike_price · strikenumberStrike price
right · option_typestringA: Call / Put, B: CE / PE
open / high / low / closefloatTraded premium OHLC within the bar
volumeintVolume traded in the bar
open_interest · oiintOpen interest at that bar

Each futures row is one contract in one minute: traded OHLC, volume and open interest in lots, with the contract expiry on every row. Timestamps are IST bar starts.

Format: Parquet. Validate on the free sample and the schema page before buying.

FAQ

Where can I download MCX GOLD 1-minute historical data?

On Options Data, in the MCX packs. MCX GOLD futures cover JAN 2023 → OCT 2026 at 1-minute; GOLDM is included alongside MCX GOLD. Download Parquet or CSV from the order page after paying by UPI.

Is GOLDM included with MCX GOLD?

Yes. GOLDM, the mini contract, is included alongside MCX GOLD in the MCX futures packs, in the same 1-minute layout with its own file names.

Are MCX GOLD options included?

Yes, in the MCX futures and options, 1 year pack: SEP 2025 → OCT 2026. The 3-year MCX pack is futures only.

What time does MCX GOLD trade?

MCX GOLD, like other MCX non-agricultural commodities, trades 09:00 to 23:30 IST while the US observes daylight saving, and 09:00 to 23:55 IST otherwise. Circular MCX/TRD/550/2026 sets the 23:55 IST close from 2 November 2026 to 12 March 2027.

When does MCX GOLD volume roll to the next contract?

On Options Data MCX GOLD 1-minute futures from 31 January 2023 to 16 October 2026, the next expiry took over as the volume front-month a median of 7 calendar days before the listed expiry (range 6–9 days, 22 complete cycles). On expiry day the expiring contract was never the volume leader.

Are MCX GOLD 1-minute timestamps in IST or UTC?

IST. Options Data MCX files store timezone-naive IST bar start times, so the 09:00 row covers 09:00:00 to 09:00:59.

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