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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.

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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)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, 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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