Futures API

The Futures API provides comprehensive access to futures contract data including ticker metadata, contract specifications, and historical price data across multiple exchanges. This API is essential for quantitative analysis, trading strategy development, and market research on derivative instruments.

GET/futures/tickers

Retrieves a complete list of all available futures contracts with their metadata. This endpoint supports filtering by exchange to narrow down results. Returns contract specifications including ticker symbol, full contract name, exchange, and unique identifier for detailed lookup operations.

Query Parameters

Parameter	Type	Required	Description
exchange	string	Optional	Filter contracts by exchange. view all values

Examples:

https://api.axionquant.com/futures/tickers

https://api.axionquant.com/futures/tickers?exchange=CMX

Response Fields

id number

Unique database identifier

ticker string

Contract ticker symbol (e.g., "ALI", "M6A")

name string

Full contract name with expiration

exchange string

Trading exchange abbreviation

All Futures Tickers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4tickers = client.futures.tickers(exchange='CME')
5print(tickers)

Response

[
  {
    "id": 12,
    "ticker": "ESG",
    "name": "E-mini S&P 500 ESG Index Future",
    "exchange": "CME"
  },
  {
    "id": 50,
    "ticker": "BTC",
    "name": "Bitcoin Futures",
    "exchange": "CME"
  },
  {
    "id": 53,
    "ticker": "6N",
    "name": "New Zealand Dollar Futures",
    "exchange": "CME"
  },
  {
    "id": 6,
    "ticker": "HUF",
    "name": "Hungarian Forint Futures",
    "exchange": "CME"
  },
  {
    "id": 54,
    "ticker": "6S",
    "name": "Swiss Franc Futures",
    "exchange": "CME"
  },
  {
    "id": 55,
    "ticker": "ESR",
    "name": "EURO SHORT-TERM RATE (ESTR) FUT",
    "exchange": "CME"
  },
  {
    "id": 9,
    "ticker": "QG",
    "name": "E-mini Natural Gas Futures",
    "exchange": "NYM"
  }
]

GET/futures/gainers

Retrieves the top gaining futures contracts over a specified lookback period. Returns contract ticker symbols with their percentage change, sorted from highest gainer to lowest. Useful for identifying commodity and financial futures momentum.

Query Parameters

Parameter	Type	Required	Description
days	integer	Optional	Lookback period in days (default: 5)
limit	integer	Optional	Maximum number of results to return (default: 10)

Examples:

https://api.axionquant.com/futures/gainers

https://api.axionquant.com/futures/gainers?days=30&limit=20

Response Fields

ticker string

Futures contract ticker symbol

pctchange number

Percentage change over the lookback period

Futures Gainers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4gainers = client.futures.gainers(days=5, limit=10)
5print(gainers)

Response

[
  {
    "ticker": "ALI",
    "pctchange": 4.567
  },
  {
    "ticker": "M6A",
    "pctchange": 3.456
  },
  {
    "ticker": "BTC",
    "pctchange": 2.345
  }
]

GET/futures/losers

Retrieves the top losing futures contracts over a specified lookback period. Returns contract ticker symbols with their percentage change, sorted from most negative to least negative. Useful for identifying commodity and financial futures weakness.

Query Parameters

Parameter	Type	Required	Description
days	integer	Optional	Lookback period in days (default: 5)
limit	integer	Optional	Maximum number of results to return (default: 10)

Examples:

https://api.axionquant.com/futures/losers

https://api.axionquant.com/futures/losers?days=30&limit=20

Response Fields

ticker string

Futures contract ticker symbol

pctchange number

Percentage change over the lookback period

Futures Losers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4losers = client.futures.losers(days=5, limit=10)
5print(losers)

Response

[
  {
    "ticker": "CL",
    "pctchange": -5.678
  },
  {
    "ticker": "NG",
    "pctchange": -4.567
  },
  {
    "ticker": "ES",
    "pctchange": -3.456
  }
]

GET/futures/:ticker/quote

Retrieves a comprehensive quote for a specific futures contract. Returns the latest OHLC values, exponential moving averages (EMA30, EMA60, EMA90, EMA120), 52-week range statistics, year-to-date performance, and volume data for comprehensive market analysis.

Path Parameters

Parameter	Type	Required	Description
ticker	string	Required	Futures contract ticker symbol (e.g., "ES", "CL", "ALI")

Examples:

https://api.axionquant.com/futures/ES/quote

https://api.axionquant.com/futures/NQ/quote

Response Fields

latestClose number

Most recent closing price

latestOpen number

Most recent opening price

latestHigh number

Most recent high price

latestLow number

Most recent low price

previousClose number

Previous closing price

week52Range object

52-week high/low range { high: number, low: number }

week52AvgClose number

Average closing price over the trailing 52 weeks

ema30 number

30-period exponential moving average

ema60 number

60-period exponential moving average

ema90 number

90-period exponential moving average

ema120 number

120-period exponential moving average

ytdClosePctChange number

Year-to-date closing price percentage change

volume number

Most recent trading volume

avgVolumeLifetime number

Lifetime average trading volume

Futures Quote

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4quote = client.futures.quote('ES')
5print(quote)

Response

{
  "latestClose": 2964.0,
  "latestOpen": 2920.25,
  "latestHigh": 2965.25,
  "latestLow": 2914.0,
  "previousClose": 2823.75,
  "week52Range": {
    "high": 3200.0,
    "low": 2500.0
  },
  "week52AvgClose": 2850.5,
  "ema30": 2950.75,
  "ema60": 2900.25,
  "ema90": 2850.0,
  "ema120": 2800.5,
  "ytdClosePctChange": 5.678,
  "volume": 327,
  "avgVolumeLifetime": 500
}

GET/futures/:ticker/prices

Retrieves comprehensive historical price data for a specific futures contract. Supports flexible time frame aggregation (daily, weekly, monthly, quarterly, yearly) and date range filtering. Essential for backtesting trading strategies, volatility analysis, and technical indicator calculations.

Path Parameters

Parameter	Type	Required	Description
ticker	string	Required	Ticker symbol of the futures contract

Query Parameters

Parameter Type Required Description

frame

string

Optional

Time frame for data aggregation. Default: daily.

Value(s)	Resolves to
daily, day, d	daily
weekly, w	week
monthly, month, m	month
quarterly, quarter, q	quarter
yearly, year, y	year

from string (ISO 8601) Optional Start date for price data (automatically clamped to available data range)

to string (ISO 8601) Optional End date for price data (inclusive)

Examples:

https://api.axionquant.com/futures/ES/prices

https://api.axionquant.com/futures/NQ/prices?frame=weekly&from=2024-01-01&to=2024-12-31

Response Fields

time string

ISO 8601 timestamp (UTC)

ticker string

Contract ticker symbol

open string

Opening price (decimal as string)

high string

Highest price in period

low string

Lowest price in period

close string

Closing price

volume string

Trading volume (decimal as string)

Historical Price Data

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4prices = client.futures.prices('ALI',
5    frame='daily',
6    from_date='2025-12-01',
7    to_date='2025-12-19'
8)
9print(prices)

Response (Daily Frame)

[
  {
    "time": "2025-12-19T16:02:30.000Z",
    "ticker": "ALI",
    "open": "2920.2500",
    "high": "2965.2500",
    "low": "2914.0000",
    "close": "2964.0000",
    "volume": "327"
  },
  {
    "time": "2025-12-18T05:00:00.000Z",
    "ticker": "ALI",
    "open": "2823.7500",
    "high": "2823.7500",
    "low": "2823.7500",
    "close": "2823.7500",
    "volume": "0"
  }
]

Futures Find Tickers

Futures API

Query Parameters

Examples:

Response Fields

All Futures Tickers

Query Parameters

Examples:

Response Fields

Futures Gainers

Query Parameters

Examples:

Response Fields

Futures Losers

Path Parameters

Examples:

Response Fields

Futures Quote

Path Parameters

Query Parameters

Examples:

Response Fields

Historical Price Data