Trades
GET
/futures/vX/trades/{ticker}Futures REST access is currently in beta and coming soon.
Retrieve comprehensive, tick-level trade data for a specified futures contract ticker over a defined time range. Each record includes the trade price, size, session start date, and precise timestamps, capturing individual trade events throughout the period. This granular data is essential for constructing aggregated bars and performing detailed analyses of intraday price movements, making it a valuable tool for backtesting, algorithmic strategy development, and market research.
Use Cases: Intraday analysis, algorithmic trading, backtesting, market research.
Path Parameters
ticker
string
required
The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).
Query Parameters
timestamp
string
Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.
session_end_date
string
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
limit
integer
The number of results to return per page (default=1000, maximum=50000, minimum=1).
sort
enum (string)
Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page of data.
results
array (object)
optional
price
number
The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.
session_end_date
string
optional
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
size
number
The total number of contracts exchanged between buyers and sellers on a given trade.
ticker
string
optional
ticker of the trade
timestamp
integer
optional
The time when the trade was generated at the exchange to nanosecond precision.
status
string
The status of this request's response.