The U.S. Futures Trade-Only dataset provides tick-level intraday trade data for CME-listed futures contracts, constructed by filtering quote events from the consolidated trade and quote (TAQ) feed. Each record represents an executed trade and includes core execution attributes such as price, quantity, trade aggressor flag (indicating whether the buyer or seller initiated the trade), and exchange condition codes, which provide additional context about trade execution. Trades are timestamped with millisecond resolution, enabling high-precision sequencing and detailed intraday analysis. The dataset covers major futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX. Data is organized in UTC, with local exchange timestamps in Chicago time (CT) included to align with standard futures-market conventions. By excluding quote updates, the dataset offers a focused view of pure trade activity, suitable for execution analysis, volume studies, and trade-based signal research.