Yahoo Finance - Silver Futures (SI=F) Historical Data

It is the default silver chart on the consumer web, rebuilt as analysis-ready rows. The quote page for Silver Sep 26 (SI=F) follows the front-month COMEX silver futures contract - the instrument hedgers transact and the number headlines reach for when white metal moves. Everything the page knows about it lives in two layers.

The quote block holds the current session: open at 68.29, a day's range running 67.96 to 70.08, last printed at 68.11, an offer standing at 69.49, volume displayed as 38.31k contracts - plus trailing performance ranges from one day out to the full series. The bar-history layer serves proper OHLCV: one-minute through one-hour intervals reaching back roughly sixty days, and daily bars stretching across the contract's multi-decade life.

What separates this record from an anonymous price feed is that the contract mechanics arrive as columns rather than captions. shortName names the active month, settlementDate (2026-09-28) fixes when it expires, chartPreviousClose anchors the window, and fiftyTwoWeekHigh against fiftyTwoWeekLow - 121.30 against 38.51 - frames the whole year's argument in two numbers. Datadory scores the record 6 out of 10: indicator breadth is narrow by design, and the value lies in turning the world's most-opened silver screen into a table. Get a sample of this dataset with your date windows named, and it comes back cut to them.

Observed during the August 2026 research pass, exactly as the two surfaces report them:

# quote block - one pull, current session
symbol         : SI=F
shortName      : Silver Sep 26
settlementDate : 2026-09-28        # the active front month, dated
open           : 68.29             # USD per troy ounce
dayLow         : 67.96     dayHigh : 70.08
lastPrice      : 68.11     ask     : 69.49
volume         : 38.31k            # contracts, display-rounded

# bar history - one row per interval
timestamp : 1787284800   # unix epoch seconds, normalized to ISO on delivery
open=68.29  high=70.08  low=67.96  close=69.365  volume=38310

# shape of the series
fiftyTwoWeekHigh  : 121.30    fiftyTwoWeekLow : 38.51
chartPreviousClose: 68.105    priceHint       : 2   # decimals rendered

Three things those lines settle. First, the range is the story: 67.96 to 70.08 spans 2.12 dollars, roughly 3.1 percent of the open - a session with genuine motion in it, not a placeholder print. Second, the surfaces disagree politely: last prints at 68.11 while the window's prior close anchors at 68.105 and the offer stands at 69.49, because quote and bar captures land minutes apart; anchor each calculation on one layer and treat cross-surface arithmetic as approximate. Third, volume arrives twice - display-rounded on the quote side, raw contract counts on the bar side - so dashboards keep their readable string while models keep their integer, and neither has to guess.

Fourteen documented fields form the delivered core, split cleanly across the two surfaces. The bar half is textbook OHLCV: epoch timestamp, then open, high, low, close and volume, all denominated in US dollars per troy ounce except the contract count. The quote half carries identity and mechanics - symbol and shortName, settlementDate, ask, chartPreviousClose and the day's-range pair, with priceHint quietly declaring how many decimals everything renders with. fiftyTwoWeekHigh and fiftyTwoWeekLow stand slightly apart as the year's frame.

Because the upstream surface publishes no data dictionary, every definition above was written against observed payloads during the August 2026 pass and carries a worked example from the same capture. Anything adjacent folds under additional fields on request rather than being promised blind: the performance-range percentages, the completed two-sided quote block, series metadata such as first trade date, and derived builds - a roll-spliced continuous series, annualized volatility, gold-contract pairing for ratio work. Name the ones your analysis needs and they ship as extra columns in the same delivery.

Geography - one instrument, globally priced. SI=F is the COMEX (New York) front-month silver benchmark quoted in US dollars per troy ounce; there is no country dimension and no currency ladder. For local-currency framings or auction benchmarks, the neighbours below cover those jobs.

Temporal - two clocks on one ticker. The intraday intervals (one-, five-, fifteen- and sixty-minute bars) reach back roughly sixty days, which is precisely the horizon an event study wants. The daily bars run across the contract's multi-decade history - enough tape for cycle-length backtests without stitching vendors together. The quote block rides on top as the current session's state, so a single pull yields history and present tense together.

Granularity - one row per interval on the bar side, one snapshot per pull on the quote side. Nothing sits below bar level: there are no individual ticks and no order-book depth beyond the quoted sides. That is the honest boundary of the record - breadth of time at bar grain, not microstructure.

API, files, or your warehouse. Daily, weekly, or hourly.

Name the intervals, the date windows and the quote fields you need, and the sample returns shaped to them - sixty days of one-minute bars for the event study, the full daily run for the backtest, or both stacked on one instrument key.

Every delivery ships flattened rows with ISO-normalized dates beside the epoch timestamps, so joins happen on plain calendar keys instead of scaling arithmetic. Cadence changes are a settings conversation, not a re-integration project, and the field dictionary above travels unchanged through every channel.

• Quant and volatility desks - sixty days of minute bars bracket any recent macro week, feeding range-based volatility estimators that need highs and lows, not just closes; part of the shelf serving quant backtesting.
• Systematic traders - the multi-decade daily record backs cycle-length strategy tests on one consistent dollar-per-ounce convention, with settlementDate available to build honest roll rules instead of pretending the front month never turns over.
• Hedgers and treasury teams - the quote block is the reference leg when pricing forward physical purchases against the exchange-traded benchmark.
• Cross-metal analysts - identically keyed bars exist for the neighbouring gold contract, turning the gold-silver ratio into a two-table join; see price monitoring workflows.
• Dashboard and product teams - current level, day's range and distance from the 52-week extreme arrive precomputed, which is why the record drops into boards without a transformation layer.
• Educators and journalists - a chart every audience already recognizes, now citable with exact dates, ranges and volumes attached.

Ranked by relevance in Datadory's persona tagging:

1. Investors & Quant Researchers (relevance 3) - intraday resolution around events with decades of daily bars behind them, one instrument key throughout - see investors & quants x silver.
2. Data Scientists & ML Engineers (relevance 2) - typed OHLCV with normalized timestamps is clean feature stock for volatility and trend models - data scientists x silver.
3. Developers & Data-Product Builders (relevance 2) - a flat, stable schema keyed on one symbol that caches and diffs cleanly - developers & builders x silver.
4. Market Researchers & Consultants (relevance 1) - quotable extremes and session color for metals commentary - market researchers x silver.
5. Competitive Intelligence & Product Teams (relevance 1) - the metal's level and range as an external yardstick for silver-exposed product decisions.
6. Journalists, Academics & Students (relevance 1) - the familiar public face of silver pricing, with numbers precise enough to cite - journalists & academics x silver.

The silver slice splits along three lines: exchange-traded versus over-the-counter, bar grain versus snapshot, and contract mechanics versus market fundamentals. Stooq XAGUSD owns dollar-pair daily bars on the spot side. Trading Economics' silver series owns the long daily reference reaching back to 1975. LBMA precious metals prices own the institutional auction benchmark the bullion market anchors to. SLV holdings track ETF vault tonnage, and the Silver Institute's supply-and-demand statistics run the industry's own deficit ledger. USGS silver data owns the ground truth of who mined what.

This record occupies the quadrant none of them touch: exchange-traded silver at bar grain. It is the only silver dataset in the slice carrying intraday intervals, and the only one where the instrument itself - active month, settlement date, expiry-driven volume shifts - is part of the data rather than a footnote. Pair it with Stooq for basis work, or with Trading Economics when a 1975 starting line matters more than intraday detail.

Four things, stated upfront.

First, this is a futures price, not spot. SI=F tracks the exchange-traded front month, and the basis against over-the-counter benchmarks widens and narrows with storage, rates and delivery dynamics. Pick one convention and hold it across your whole history - mixing the two manufactures phantom signals.

Second, the front month rolls. shortName and settlementDate change identity as expiries pass, and naive concatenation inherits a jump at every hand-off. Ask for the roll-spliced build under additional fields and the seam is handled for you.

Third, volume arrives in two costumes - display-rounded strings on the quote surface, raw contract counts on the bar surface. Deliveries keep both labeled, so no dashboard ever charts "38.31" as thirty-eight contracts.

Fourth, intraday depth is bounded at roughly sixty days. Deep intraday questions older than that need scoping at sampling rather than discovery later. Start at Get a sample of this dataset with your windows and intervals named; the cadence decision comes after the sample validates.