Futures · Order flow
Futures order flow
/v1/futures/order-flowfuturesOrderFlowThe prints of a window in time order. When the window holds more than 4,000 prints, prints at the same price, side and second are grouped into one row with aggregated true; size and trade_count always add up to every print in the window, so no volume is dropped. The window defaults to the last 15 minutes and is at most 24 hours; windows beyond the live capture are read from retained history (current and previous trading session). For every print use /v1/futures/trades.
Example request
curl -sS --get "https://api.ordermap.si/v1/futures/order-flow" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=ESconst params = new URLSearchParams({
symbol: "ES",
});
const res = await fetch(`https://api.ordermap.si/v1/futures/order-flow?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
4 parameters, none required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryoptional | stringat most 3 characterspattern ^[A-Za-z0-9]{1,3}$ | 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. |
start_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Start of the window (inclusive). |
end_queryoptional | integerunix-msmin 946684800000max 4102444800000 | End of the window (exclusive). |
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>required9 fields insideaggregatedbooleanrequiredThe row groups several prints.contractstringrequiredDated contract.idstringrequiredIdentifier of the print; grouped rows carry an aggregate identifier.pricenumberrequiredPrice.price_ticksstringrequiredPrice as an integer count of ticks, as a string.sidestringrequiredAggressor side.buysellunknownsizeintegerrequiredContracts.timestampintegerunix-msrequiredTime of the print (the last print of a group). Unix epoch milliseconds (UTC).trade_countintegerrequiredPrints in the row.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"aggregated": false,
"contract": "ESZ6",
"id": "9f2c1d0e8a7b6c5d4e3f2a1b0c9d8e7f6a5b4c3d2e1f0a9b8c7d6e5f4a3b2c1d",
"price": 6021.5,
"price_ticks": "24086",
"side": "buy",
"size": 3,
"timestamp": 1792159200123,
"trade_count": 1
}
],
"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.