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MCX natural gas data download
MCX natural gas data at 1-minute is sold on Options Data (optionsdata.shop): NATURALGAS futures cover JAN 2023 → OCT 2026 and NATGASMINI MAR 2023 → OCT 2026, with OHLC, volume and open interest. Natural gas options cover SEP 2025 → OCT 2026. Files are Parquet or CSV.
MCX futures, 3 yearsAll MCX packs Get free sample by email File schema
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Dates on this page are read from the live file catalog, not typed by hand. Full matrix: /coverage.
Why natural gas needs minute data
Natural gas moves sharply around scheduled inventory reports that land in the Indian evening. Daily bars hide those moves; 1-minute bars through the evening session show them.
Files are named like crude oil: NATURALGAS_FUT_1min_<day>_exp<expiry>.parquet and NATGASMINI_FUT_1min_…. Every contract listed that day is kept.
Evening-session returns
import glob, pandas as pd
ng = pd.concat(pd.read_parquet(f) for f in sorted(glob.glob("NATURALGAS_FUT_1min_*.parquet")))
ng["ts"] = pd.to_datetime(ng["timestamp"])
eve = ng.set_index("ts").between_time("17:00", "23:59")
print(eve["close"].resample("1D").ohlc().dropna().tail())
Which pack
MCX futures, 3 years, or MCX futures and options, 1 year to add natural gas options.
Exactly which fields are in the files
Futures files
| Column (layout A · layout B) | Type | Meaning |
|---|---|---|
| datetime · timestamp | timestamp | Bar start time, IST wall-clock |
| stock_code · symbol | string | Underlying / contract code |
| expiry_date · expiry | string | Futures contract expiry |
| open / high / low / close | float | Traded price OHLC within the bar |
| volume | int | Volume traded in the bar |
| open_interest · oi | int | Open interest at that bar |
Options files
| Column (layout A · layout B) | Type | Meaning |
|---|---|---|
| datetime · timestamp | timestamp | Bar start time, IST wall-clock (e.g. 2026-09-10 09:15:00) |
| stock_code · — | string | Underlying code: NIFTY, or BSESEN for SENSEX |
| exchange_code · — | string | NFO (NSE F&O) or BFO (BSE F&O) |
| product_type · — | string | Options |
| expiry_date · expiry | string | Contract expiry (A: 15-SEP-2026, B: 2026-09-15) |
| strike_price · strike | number | Strike price |
| right · option_type | string | A: Call / Put, B: CE / PE |
| open / high / low / close | float | Traded premium OHLC within the bar |
| volume | int | Volume traded in the bar |
| open_interest · oi | int | Open interest at that bar |
Each futures row is one contract in one minute: traded OHLC, volume and open interest, with the contract expiry on every row.
Format: Parquet. Validate on the free sample and the schema page before buying.
FAQ
Is NATGASMINI included?
Yes, alongside the standard NATURALGAS contract.
How far back does natural gas data go?
NATURALGAS futures: JAN 2023 → OCT 2026.
Are natural gas options available?
Yes, in the MCX futures and options pack: SEP 2025 → OCT 2026.
Get the data
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Index and commodity data only.