Aggregate Bars (OHLC)

GET

/futures/vX/aggs/{ticker}

This is a draft endpoint and viewable only in staging environments.

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., ESZ4 for the December 2024 S&P 500 E-mini contract).

Query Parameters

resolution

string

required

The resolution of the aggregates. Possible values are 1Min, 5Min, 15Min, 30Min, 1H, 1D.

window_start

string

Query by window start timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.

order

enum (string)

Order results based on the `sort` field.

limit

integer

Limit the number of results returned, default is 1000 and max is 50000.

sort

enum (string)

Sort field used for ordering.

Code Examples

Query URL

GET

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