Quote - Futures API - AxionQuant Docs

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"
  }
]

GET/futures/:ticker

Retrieves detailed metadata for a specific futures contract by its ticker symbol. This endpoint provides comprehensive contract specifications for use in trading systems, risk management, and position tracking. Returns all available fields from the ticker database.

Path Parameters

Parameter	Type	Required	Description
ticker	string	Required	Exact ticker symbol of the futures contract (case-sensitive)

Examples:

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

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

Response Fields

id number

Unique database identifier

ticker string

Contract ticker symbol

name string

Full contract name with expiration

exchange string

Trading exchange abbreviation

currency string

Contract trading currency (e.g., USD)

country string

Country of listing

timezone string

Trading timezone (e.g., EDT)

list string

Listing date (ISO 8601)

expiration string

Contract expiration date (ISO 8601)

lastClose number

Most recent closing price

changePct number

Percentage change since last close

Specific Ticker

Request

Sample code

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

Response

{
  "id": 3,
  "ticker": "ALI",
  "name": "Aluminum Futures",
  "exchange": "CMX",
  "currency": "USD",
  "country": "america",
  "timezone": "EDT",
  "list": "2014-05-06T04:00:00.000Z",
  "expiration": "2026-09-28T00:00:00.000Z",
  "lastClose": 3399,
  "changePct": -11.9601113773231
}