Futures · Bars, trades and book
Futures snapshot
/v1/futures/snapshotfuturesSnapshotThe live state of one contract: the last print (price, size, aggressor side), the best bid and ask, and the open, high, low, close and volume of the current Globex session (18:00 to 17:00 Eastern Time) built from one-minute bars. Without contract the front month is used and echoed. Fields are null when nothing has been observed; coverage.session_ohlcv reports when the session bars could not be loaded.
Example request
curl -sS --get "https://api.ordermap.si/v1/futures/snapshot" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=ESconst params = new URLSearchParams({
symbol: "ES",
});
const res = await fetch(`https://api.ordermap.si/v1/futures/snapshot?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
2 parameters, none required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryoptional | stringat most 3 characterspattern ^[A-Za-z0-9]{1,3}$ | 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. |
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 state of one contract.19 fields insideask_pricenumber | nullrequiredBest ask.ask_sizeinteger | nullrequiredSize at the best ask.bid_pricenumber | nullrequiredBest bid.bid_sizeinteger | nullrequiredSize at the best bid.contractstringrequiredDated contract.exchangestringrequiredListing exchange.cmecbotnymexcomexlast_pricenumber | nullrequiredPrice of the last print.last_sidestring | nullrequiredAggressor side of the last print.buysellunknownnulllast_sizeinteger | nullrequiredContracts in the last print.last_timestampinteger | nullunix-msrequiredTime of the last print. Unix epoch milliseconds (UTC).quote_timestampinteger | nullunix-msrequiredTime the quote was captured. Unix epoch milliseconds (UTC).session_closenumber | nullrequiredClose of the latest one-minute bar of the session.session_highnumber | nullrequiredSession high.session_lownumber | nullrequiredSession low.session_opennumber | nullrequiredSession open (first one-minute bar).session_start_timeintegerunix-msrequiredStart of the current session. Unix epoch milliseconds (UTC).session_volumeinteger | nullrequiredContracts traded this session.symbolstringrequiredProduct root.tick_sizenumberrequiredMinimum price increment.
metaobjectrequiredMeta object
Example response
{
"data": {
"ask_price": 6021.5,
"ask_size": 96,
"bid_price": 6021.25,
"bid_size": 118,
"contract": "ESZ6",
"exchange": "cme",
"last_price": 6021.5,
"last_side": "buy",
"last_size": 3,
"last_timestamp": 1792159200123,
"quote_timestamp": 1792159200125,
"session_close": 6021.5,
"session_high": 6030,
"session_low": 6004.5,
"session_open": 6008.75,
"session_start_time": 1792101600000,
"session_volume": 412837,
"symbol": "ES",
"tick_size": 0.25
},
"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.