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
Query by session end date
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 trade price is quoted per unit of the underlying asset, with the total contract value determined by multiplying by the contract’s specific multiplier.
session_end_date
string
optional
the session end date
size
number
The trade size shows the number of futures contracts actually exchanged.
ticker
string
optional
ticker of the trade
timestamp
integer
optional
The Unix millisecond timestamp.
status
string
The status of this request's response.