---
title: "Aggregates"
method: GET
path: "/futures/v1/aggs/{ticker}"
tags: ["futures:aggregates"]
---

# Aggregates

`GET /futures/v1/aggs/{ticker}`

Get aggregates for a contract in a given time range.

## Path parameters

- `ticker` string, required

## Query parameters

- `resolution` string
- `window_start` string
- `limit` integer
- `window_start.gte` string
- `window_start.gt` string
- `window_start.lte` string
- `window_start.lt` string
- `sort` 'window_start.asc' | 'window_start.desc'

## Response `200`

A list of aggregates.

- object
  - `next_url` string — If present, the URL to the next page of results.
  - `results` object[], required
    - `close` number, double, required — The last price within the timeframe.
    - `dollar_volume` number, double, required — The sum of price × size across all trades in the window, expressed in the contract's quoted price units, which are the same units as the bar's open, high, low, and close. Despite the field name, no contract multiplier is applied, so this is not a notional dollar value. See the <a href="/docs/rest/futures/products">Products endpoint</a> for contract multiplier details. Because dollar_volume is a raw sum, you can use it to compute a volume-weighted average price (VWAP) over any span of bars: sum dollar_volume across the bars in the window and divide by the summed volume.
    - `high` number, double, required — The highest price within the timeframe.
    - `low` number, double, required — The lowest price within the timeframe.
    - `open` number, double, required — The opening price within the timeframe.
    - `session_end_date` string, required — Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. Sessions are named by this end date, while window_start holds the session's start date, which for session candles is the day before.
    - `settlement_price` number, double — The price the contract settled at for this session. Included for session, week, month, quarter, and year candles; for multi-session candles it is the settlement of the final session in the period. Not returned for intraday candles (sec, min, hour).
    - `ticker` string, required — The ticker for the contract.
    - `transactions` integer, required — The number of transactions that occurred within the timeframe.
    - `volume` integer, required — The number of contracts that traded within the timeframe.
    - `window_start` integer, required — The timestamp of the beginning of the candlestick’s aggregation window.
  - `status` string, required — The status of the response.

---

[API](https://skmtc.net/massive/apis/polygon-api.md) · [All operations](https://skmtc.net/massive/apis/polygon-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/massive/polygon-api/revisions/ad6f143e43aa/schema)