Futures · Order flow
Futures CVD
Cumulative volume delta of a futures session.
GET
/v1/futures/cvdfuturesCvdRunning total of buy volume minus sell volume, one point per print, over a trading session; prints with an unknown side are not counted. The series starts at zero at the start of the selected window. A window of more than 10,000 prints is refused with 413 range_too_large: narrow start_time and end_time. Reads the live capture; a window it no longer holds answers 422 data_unavailable.
Example request
curl -sS --get "https://api.ordermap.si/v1/futures/cvd" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=ESconst params = new URLSearchParams({
symbol: "ES",
});
const res = await fetch(`https://api.ordermap.si/v1/futures/cvd?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
6 parameters, none required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryoptional | stringat most 3 characterspattern ^[A-Za-z0-9]{1,3}$ | Futures product root, for example ES, NQ, CL or GC. Without contract the current front month is used and returned in the response. |
contractqueryoptional | stringat most 6 characterspattern ^[A-Za-z0-9]{1,3}[FGHJKMNQUVXZfghjkmnquvxz][0-9]{1,2}$ | Exact dated contract: root, month code and year, for example ESZ6 (December 2026). Two-digit years are accepted and returned in the one-digit form (ESZ26 is ESZ6). Only the front month and the contracts listed by /v1/futures/contracts are served. |
sessionqueryoptional | stringrthglobexgthcurbcombineddefault rth | Trading session to read. rth is 09:30 to 16:00 Eastern Time; globex the full 18:00 to 17:00 session; gth the overnight window (20:15 to 09:25); curb 16:15 to 17:00; combined gth plus rth. Futures trade through the night, so every session is available on every plan. |
datequeryoptional | stringdate | Trading date (YYYY-MM-DD) of the session; default the current or most recent one. |
start_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Narrow the session to start at or after this time. |
end_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Narrow the session to end at or before this time. |
Response
| Status | Meaning | Body |
|---|---|---|
200 | Successful response. | Schema below |
400 | Invalid, unknown or repeated parameters, or an invalid cursor. | Error object |
401 | Missing or invalid API key. | Error object |
403 | The plan, dataset release or account state does not allow this request. | Error object |
422 | The request is valid but no data exists for it. | Error object |
429 | Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After | Error object |
500 | Internal error. | Error object |
503 | Data temporarily unavailable; retry after Retry-After seconds.Retry-After | Error object |
504 | The request timed out. | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.
200 response body
dataarray<object>required3 fields insidecontractstringrequiredDated contract.timestampintegerunix-msrequiredTime of the print. Unix epoch milliseconds (UTC).valuenumberrequiredCumulative buy minus sell contracts after the print.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"contract": "ESZ6",
"timestamp": 1792159200123,
"value": 1842
}
],
"meta": {
"as_of": 1760659200123,
"coverage": {
"complete": true
},
"delay_ms": 0,
"delayed": false,
"request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
"source": "cme"
}
}Values are illustrative. Missing values are null, never 0.