Aggregate Bars (OHLC)
GET
/futures/vX/aggs/{ticker}Futures REST access is currently in beta and coming soon.
Retrieve aggregated historical OHLC (Open, High, Low, Close) and volume data for a specified futures contract ticker over a custom date range and time interval in Central Time (CT). Aggregates are constructed from all trades during the period. If no trades occur within a given timeframe, no aggregate bar is produced, indicating a period of inactivity. Users can tailor their data by adjusting the multiplier and timespan parameters (e.g., a 5-minute bar), supporting a wide range of analytical and visualization needs.
Use Cases: Market monitoring, technical analysis, backtesting, trading strategy development.
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
resolution
string
required
The range and resolution of an aggregate. The range is any positive whole number. Possible resolutions are sec, min, hour, day, week, month, quarter and year. (e.g., 1min, 30min, 12hour).
window_start
string
Query by window start timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.
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, the URL to the next page of results.
results
array (object)
optional
close
number
optional
The last price within the timeframe.
dollar_volume
number
optional
The total dollar volume of the transactions that occurred within the timeframe.
high
number
optional
The highest price within the timeframe.
low
number
optional
The lowest price within the timeframe.
open
number
optional
The opening price within the timeframe.
session_end_date
string
optional
The session end date for this aggregate.
settlement_price
number
optional
The price the contract would have cost to settle for this session.
ticker
string
optional
The ticker for the contract.
transaction_count
integer
optional
The number of transactions that occurred within the timeframe.
volume
integer
optional
The number of contracts that traded within the timeframe.
window_start
integer
optional
The start of the window for this aggregate.
status
string
optional
The status of the response.