Finance
Futures term-structure curve
Term-structure (forward curve) snapshot: last price across consecutive expirations for a futures root, with a contango / backwardation label. Volatility roots (VX) price the curve from daily settlement values (price_type=settlement, settlement_date declared); weekly expirations join via include_weeklies=true.
get/api/v2/futures/{root}/curve
Path parameters
rootstring required
Futures root symbol.
Futures root symbol.
Query parameters
max_contractsinteger
Maximum consecutive expirations to return.
Maximum consecutive expirations to return.
include_weekliesboolean
Include weekly expirations in the curve (settlement-basis volatility roots only).
Include weekly expirations in the curve (settlement-basis volatility roots only).
Response
Price across consecutive expirations on the latest snapshot.
Example response
{
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}