getFuturesByExchange API

Receive all real-time or delayed, or end-of-day Futures data by exchange through a single onDemand query.

Pricing is based on the number of monthly queries and fields requested. We offer four packages: Small, Medium, Large, Enterprise. Contact us for additional details.


API Documentation

INPUTS:

exchange (required)
The exchange code for which the list of commodities are required. (enum)
Valid values: SIMEX, IOM, CROSS, CME, LME, CBOT, MGEX, NYMEX, CASH, FOREX, LIFFE, KCBT, CBOE, CFE, ICEUS, WCE, GBLX, IMM, BMF, ROFEX, EUIDX, ICEFI, ICE, EUREX, MEFF, COMEX, ENDEX, HKFE, TIFFE, MDEX, SAFEX, DME, OMX, CXMI, NYMI, TFEX, MNTRL, JPX, TAIWA, CBOTM, MATIF, LCE, SHFE, EEX, BSE, NCDEX, NZX, CZCE, DCE, MATBA, DGCX, TOCOM, MCX, INDEX, CFFEX, TURK, NSE
Example: CME

category (optional)
Category of the commodity. (string)
Example: Grains

fields (optional)
Request additonal optional fields. (list)
Example: openInterest


OUTPUTS:

symbol (always returned)
A symbol or code that identifies a financial instrument. (string)
name (always returned)
The type of symbol used. (string)
dayCode (always returned)
The day code for the session. Day codes are "1-9" for days 1 through 9, "0" (zero) for the 10th of the month, and "A - U" for days 11 through 31. (string)
mode (always returned)
An indicator representing if the quote is real-time ("R"), delayed ("I") or end-of-day ("D"). (string)
lastPrice (always returned)
The last price the instrument traded. (double)
tradeTimestamp (always returned)
The exchange timestamp for the last traded price. (dateTime)
netChange (always returned)
The difference between the last traded price and the previous close. (double)
percentChange (always returned)
The percent difference between the last traded price and the previous close. (double)
unitCode (always returned)
open (always returned)
The opening (first) price for the session. (double)
high (always returned)
The highest traded price for the session. (double)
low (always returned)
The lowest traded price for the session. (double)
close (always returned)
The last traded price for the session. (double)
numTrades (always returned)
The number of individual transactions over the course of a trading session. (int)
dollarVolume (always returned)
flag (always returned)
If present, can be one of the following: "c" meaning that the market is closed for this instrument. "p" meaning that the market is in a pre-open state. This occurs when there are bids and offers being placed, but no trade has occured yet. This is normally seen shortly before the official opening time for busy markets, but can also be seen throughout the day for lightly traded markets. "s" meaning that the instrument has settled, and that this is the final, settlement price. (string)
volume (always returned)
The quantity of shares or contracts traded. (int)
previousVolume (always returned)
The quantity of shares or contracts traded from the previous day. (int)
openInterest (as requested)
The quantity of open interest for futures. (double)

STATUS CODE RESPONSES:

200 OK Success
400 Bad Request The request was invalid, please see the message for more information.
500 Internal Server Error Something is not working correctly, please contact support.