Futures Overview
At Polygon.io, we provide real-time streaming access to U.S. futures market data through WebSockets, delivering a continuous flow of updates directly to your applications. Our WebSocket feeds include aggregates (per minute and per second), trades, and quotes, enabling traders, analysts, and developers to receive live, push-based data with minimal latency. By leveraging these streaming endpoints, you can power dynamic dashboards, feed algorithmic trading strategies, and monitor market conditions as they evolve without the overhead of repeated polling.
Exchanges
Futures websocket feeds include data from the following exchanges.
- CME
- CBOT
- COMEX
- NYMEX
Business users can subscribe to per-exchange feeds, while individual plans include access to data from all exchanges.
Market Hours and Timezone
All futures market data is provided in Central Time (CT), the standard timezone used by major U.S. futures exchanges. This unified approach ensures that trading schedules, contract details, and market events are consistently aligned. For specific trading hours and daily maintenance periods for each product, please refer to our schedules endpoint for detailed information.
CME and CBOT Products
- Trading Hours:
- Start: Sunday 5:00 p.m. CT
- End: Friday 5:45 p.m. CT
- Daily Maintenance Period: Varies per product (refer to the schedules endpoint for details)
COMEX and NYMEX Products
- Trading Hours:
- Start: Sunday 5:00 p.m. CT
- End: Friday 4:00 p.m. CT
- Daily Maintenance Period: Varies per product (refer to the schedules endpoint for details)
Infrastructure and Reliability
Our WebSocket infrastructure is engineered for speed, stability, and scalability. We maintain direct connections to major U.S. futures exchanges, including CME, CBOT, COMEX, and NYMEX, ensuring minimal latency and reliable data delivery. Our robust systems process raw exchange feeds in real-time, enabling us to distribute live market data continuously to your subscribed applications even during periods of high trading activity.
Data Flow: From Exchanges to You
Futures market data originates directly from the major exchanges where contracts are defined and traded. We establish and maintain direct relationships with these exchanges to capture every trade, quote, and market event as it occurs. The raw data is normalized and processed by our advanced infrastructure before being pushed over WebSocket channels, ensuring that you receive timely, accurate market insights directly from the source.
Available WebSocket Feeds for futures
Our WebSocket channels deliver a broad range of streaming data, covering all critical aspects of market activity:
- Aggregates (Per Minute): Receive OHLC (Open, High, Low, Close) and volume bars updated every minute. Ideal for monitoring intraday trends and performing technical analysis.
- Aggregates (Per Second): Obtain second-by-second OHLC bars for ultra-fine-grained analysis, suited for high-frequency trading and liquidity assessment.
- Trades: Stream every executed trade in real time, including trade price, size, session details, and timestamps. This tick-level data is essential for granular market analysis and backtesting.
- Quotes: Access live quote data reflecting the prevailing best bid and offer for a futures contract, supporting effective price discovery and spread analysis.
By subscribing to these WebSocket feeds, you gain uninterrupted, event-driven data flow, eliminating the overhead of polling for updates and ensuring that your applications always stay in sync with the latest market conditions.
Next Steps
Explore our detailed documentation to integrate these WebSocket feeds into your applications. With our flexible subscription model, you can selectively choose the data streams that meet your needs—whether for powering live dashboards, driving algorithmic models, or conducting real-time market analysis. By leveraging Polygon.io’s futures WebSocket feeds, you gain access to a continuous, low-latency data pipeline that empowers agile, data-driven decision-making in the dynamic futures markets.