TQQQ Historical Prices and CSV
The latest year is selected by default. Verify dates, record count, and period change online before downloading the same filtered data.
Download scope: The CSV is generated by the unified daily-price layer and includes date, adjusted close, and OHLC/volume when available upstream.
Select a Range and Preview
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Data range
—
First → latest trading day
Trading days
—
Within the current filter
Latest adjusted close
—
adjusted_close
Period price change
—
From first and last adjusted close
Latest 10 Trading Days
| Date | Open | High | Low | Adjusted close | Volume |
|---|---|---|---|---|---|
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Data Scope and Leverage Risk
CSV fields
- date: trading date
- open / high / low: raw prices when available
- adjusted_close: adjusted close for historical research
- volume: daily trading volume
Risks that matter
- TQQQ targets 3x the daily Nasdaq-100 return
- Multi-day return is not simply index return times three
- Daily reset creates path dependence and volatility decay
- Drawdowns can be extreme in volatile markets
The preview's period price change excludes taxes and costs and is not a forecast. Long-horizon analysis must account for daily reset and the realized volatility path.