Futures · Bars, trades and book

Futures quotes

Retained best bid and ask samples of a futures contract.

GET/v1/futures/quotesfuturesQuotes

API Developer Paginated History-bounded Dataset: futures

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Example request
Parameters
Response
Example response
Related

The retained top of book in time order. timestamp is the time the quote was captured. One request reads at most 24 hours (default: the last hour) and history is retained for the current and the previous trading session only; a start_time before that is refused with 422 data_unavailable naming the floor. Invalid samples written when the feed disconnected are not returned. Page with cursor_id.

Example request

curl -sS --get "https://api.ordermap.si/v1/futures/quotes" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode symbol=ES

const params = new URLSearchParams({
  symbol: "ES",
});
const res = await fetch(`https://api.ordermap.si/v1/futures/quotes?${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);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

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
`symbol`queryoptional	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.
`contract`queryoptional	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_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Start of the window (inclusive).
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the window (exclusive).
`limit`queryoptional	integerdefault 1000min 1max 5000	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

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>required7 fields inside
- ask_pricenumberrequiredBest ask.
- ask_sizeintegerrequiredSize at the best ask.
- bid_pricenumberrequiredBest bid.
- bid_sizeintegerrequiredSize at the best bid.
- contractstringrequiredDated contract.
- idstringrequiredStable identifier of the sample; unique within a contract.
- timestampintegerunix-msrequiredTime the quote was captured. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "ask_price": 6021.5,
      "ask_size": 96,
      "bid_price": 6021.25,
      "bid_size": 118,
      "contract": "ESZ6",
      "id": "1792159200125000000",
      "timestamp": 1792159200125
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "cme"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 1000,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.

Example request

Parameters

Response

200 response body

Example response

Related