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AXION

Futures Historical Prices

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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

ParameterTypeRequiredDescription
tickerstringRequiredTicker symbol of the futures contract

Query Parameters

ParameterTypeRequiredDescription
framestringOptional

Time frame for data aggregation. Default: daily.

Value(s)Resolves to
daily, day, ddaily
weekly, wweek
monthly, month, mmonth
quarterly, quarter, qquarter
yearly, year, yyear
fromstring (ISO 8601)OptionalStart date for price data (automatically clamped to available data range)
tostring (ISO 8601)OptionalEnd 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

ParameterTypeRequiredDescription
tickerstringRequiredExact 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
}
GET/futures/list/exchange

Retrieves all unique exchange values available in the futures universe. Filter by exchange code.

Examples:

https://api.axionquant.com/futures/list/exchange
|

List by Exchange

Request

Sample code
1from axion import Axion
2client = Axion(api_key='axn_123')
3
4values = client.futures.list('exchange')
5print(values)

Response

[
  "CBT",
  "CME",
  "CMX",
  "NYB",
  "NYM",
  "SES"
]
GET/futures/list/currency

Retrieves all unique currency values available in the futures universe. Filter by trading currency.

Examples:

https://api.axionquant.com/futures/list/currency
|

List by Currency

Request

Sample code
1from axion import Axion
2client = Axion(api_key='axn_123')
3
4values = client.futures.list('currency')
5print(values)

Response

[
  "CAD",
  "CHF",
  "EUR",
  "GBP",
  "JPY",
  "NOK",
  "SEK",
  "USD",
  "USX"
]
GET/futures/list/timezone

Retrieves all unique timezone values available in the futures universe. Filter by timezone.

Examples:

https://api.axionquant.com/futures/list/timezone
|

List by Timezone

Request

Sample code
1from axion import Axion
2client = Axion(api_key='axn_123')
3
4values = client.futures.list('timezone')
5print(values)

Response

[
  "EDT",
  "SGT"
]
GET/futures/list/country

Retrieves all unique country values available in the futures universe. Filter by country name or code.

Examples:

https://api.axionquant.com/futures/list/country
|

List by Country

Request

Sample code
1from axion import Axion
2client = Axion(api_key='axn_123')
3
4values = client.futures.list('country')
5print(values)

Response

[
  "america",
  "asia"
]