Futures · Bars, trades and book

Futures trades

Retained trade prints of a futures contract.

GET/v1/futures/tradesfuturesTrades

API Developer Paginated History-bounded Dataset: futures

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Example request
Parameters
Response
Example response
Related

Every retained print of a contract in time order with price, size and aggressor side (buy, sell or unknown when the side could not be determined). One request reads at most 24 hours; the window defaults to the last hour. History is retained for the current and the previous trading session only: a start_time before the retention floor is refused with 422 data_unavailable naming the floor. Rows are ordered by time and then by id, and paging with cursor_id neither repeats nor skips a print, however many share a timestamp. Filters apply before paging: a page can hold fewer than limit rows while more remain (pagination.has_more).

Example request

curl -sS --get "https://api.ordermap.si/v1/futures/trades" \
  -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/trades?${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

8 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).
`min_size`queryoptional	integermin 1max 1000000	Only prints of at least this many contracts.
`side`queryoptional	array<string>comma-separated in one parameterbuysellunknown1 to 3 items	Only prints with these aggressor sides.
`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
- contractstringrequiredDated contract.
- idstringrequiredStable identifier of the print; unique within a contract.
- pricenumberrequiredPrice.
- price_ticksstringrequiredPrice as an integer count of ticks, as a string (it can exceed 2^53 for fine-tick products).
- sidestringrequiredAggressor side; unknown when it could not be determined.buysellunknown
- sizeintegerrequiredContracts.
- timestampintegerunix-msrequiredTime of the print. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "contract": "ESZ6",
      "id": "9f2c1d0e8a7b6c5d4e3f2a1b0c9d8e7f6a5b4c3d2e1f0a9b8c7d6e5f4a3b2c1d",
      "price": 6021.5,
      "price_ticks": "24086",
      "side": "buy",
      "size": 3,
      "timestamp": 1792159200123
    }
  ],
  "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