ad6f143e43aa
Retrieve quote data for a specified futures contract ticker. Each record includes the best bid and offer prices, sizes, and timestamps, reflecting the prevailing quote environment at each moment. This endpoint supports detailed analysis of price dynamics and liquidity conditions to inform trading decisions and market research.
Use Cases: Liquidity analysis, price discovery, trading strategy refinement, market research.
Path parameters
The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).
Query parameters
The time when the quote was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.
A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.
Response
A list of results.