Futures · Order flow

Futures session profile

Volume profile of the whole current trading session (POC, VAH, VAL).

GET/v1/futures/session-profilefuturesSessionProfile

API Developer Streamable MCP tool: futures_session_profile History-bounded Dataset: futures

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Example request
Parameters
Response
Example response
Related

The full Globex session (18:00 Eastern Time the evening before the trading date to 17:00) built from the canonical record of prints: volume by price row, the point of control and the value area (70 % of the volume). It describes the current trading session only; date, when given, must be that session's trading date or the request answers 422 data_unavailable. While the profile is being rebuilt after a restart the route answers 503 data_pending with Retry-After. Rows are grouped automatically when the session spans more than 10,000 price rows (row_ticks in the response).

Example request

curl -sS --get "https://api.ordermap.si/v1/futures/session-profile" \
  -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/session-profile?${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
`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.
`date`queryoptional	stringdate	Trading date (YYYY-MM-DD); must be the current session's trading date.
`row_ticks`queryoptional	integermin 1max 1000	Group prices into rows of this many ticks; omit for automatic grouping.

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

dataobjectrequiredThe volume profile of a trading session.23 fields inside
- contractstringrequiredDated contract.
- end_timeintegerunix-msrequiredEnd of the session. Unix epoch milliseconds (UTC).
- levelsarray<object>requiredVolume by price, lowest price first.10 fields inside
  - buy_volumeintegerrequiredAggressive buy contracts.
  - deltaintegerrequiredBuy minus sell contracts.
  - in_value_areabooleanrequiredThe row is inside the value area.
  - is_pocbooleanrequiredThe row is the point of control.
  - pricenumberrequiredPrice (lowest price of the row when grouped).
  - price_ticksstringrequiredPrice as an integer count of ticks, as a string.
  - sell_volumeintegerrequiredAggressive sell contracts.
  - total_volumeintegerrequiredAll contracts at the row.
  - trade_countintegerrequiredPrints at the row.
  - unknown_volumeintegerrequiredContracts whose side is unknown.
- pocnumber | nullrequiredPoint of control: the price with the most volume (the lowest on a tie).
- row_ticksintegerrequiredTicks per price row.
- start_timeintegerunix-msrequiredStart of the session. Unix epoch milliseconds (UTC).
- tick_sizenumberrequiredMinimum price increment.
- total_volumeintegerrequiredContracts in the profile.
- trading_datestringdaterequiredTrading date of the session.
- value_area_highnumber | nullrequiredUpper edge of the value area.
- value_area_lownumber | nullrequiredLower edge of the value area.
- value_area_pctnumberrequiredShare of the volume the value area is built to contain, in percent.
- value_area_volumeintegerrequiredContracts inside the value area.
metaobjectrequiredMeta object

Example response

{
  "data": {
    "contract": "ESZ6",
    "end_time": 1792184400000,
    "levels": [
      {
        "buy_volume": 18120,
        "delta": -920,
        "in_value_area": true,
        "is_poc": true,
        "price": 6021.5,
        "price_ticks": "24086",
        "sell_volume": 19040,
        "total_volume": 37160,
        "trade_count": 9010,
        "unknown_volume": 0
      }
    ],
    "poc": 6021.5,
    "row_ticks": 1,
    "start_time": 1792101600000,
    "tick_size": 0.25,
    "total_volume": 1281930,
    "trading_date": "2026-10-16",
    "value_area_high": 6027,
    "value_area_low": 6014.25,
    "value_area_pct": 70,
    "value_area_volume": 897400
  },
  "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.

Example request

Parameters

Response

200 response body

Example response

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