Futures
Futures are served as contract families on their venues, each with one continuous front-month price series. Positioning is on positioning, supply and demand on physical supply and demand.
Families span equity index, rate, currency, crypto, energy, metal, agricultural, and livestock futures, each with
instrument_type future
(asset class and instrument type).
Routes
| you need | route |
|---|---|
| a family: venue, name, its continuous series | GET /v1/futures/{root} |
| the continuous series' quote | GET /v1/futures/{root}/continuous/quote |
| its daily bars | GET /v1/futures/{root}/continuous/history |
| its technical indicators | GET /v1/futures/{root}/continuous/technicals |
| the family's CFTC positioning | GET /v1/futures/{root}/positioning (positioning) |
| a commodity's supply and demand | GET /v1/markets/commodity/{root}/supply-demand (physical supply and demand) |
| the commodity views | GET /v1/markets/commodity/energy, /metals, /agriculture, /livestock, /benchmarks |
Every parameter and response schema is in the API reference.
curl "https://api.tauric.ai/v1/futures/XCME:ES" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/futures/XCME:ES/continuous/quote" \
-H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/futures/XNYM:CL/continuous/history?period=1y" \
-H "Authorization: Bearer $TAURIC_API_KEY"
Families and continuous series
A family (future:XCME:ES) is priced only through its continuous series (future:XCME:ES/continuous;
dated_contracts: not_served). The family's continuous block names the series' key and says whether it is
maintained; when it is not, its routes answer 404 not_maintained. The series follows the front month, and its roll
dates are not published.
A bar-to-bar change or an indicator window across a roll mixes two contracts and is not marked.
The previous close is on quotes, the session calendar on price history.
Price quotation
A continuous series' prices are in the contract's own quotation, stated by instrument.currency and
instrument.price_scale (values and data quality):
| quotation | families | price_scale |
|---|---|---|
| US dollars per unit of the commodity | energy, metals, cocoa, soybean meal, Class III milk | 1 |
| US cents per unit | the other grains, softs, and livestock | 0.01 |
| index points | the equity-index e-minis (ES, NQ, YM, RTY) | null, quoted_in_points |
| percent of par, as a decimal | the Treasury futures (ZT, ZF, ZN, ZB) | null, quoted_in_points |
The commodity unit (barrel, troy ounce, bushel) is not stated.
A Treasury futures price is a price, not a yield: "price": 106.15625 for ZN is 106.15625% of par (106-05 in 32nds
is not used), and its change_percent is a percent of that price. A Treasury yield is a rate series, such as
series:us.treasury.yield_index.10y (economic and market series).
Commodity views
GET /v1/markets/commodity/energy, /metals, /agriculture, and /livestock list each subclass's maintained
continuous series; /benchmarks lists OVX, GVZ, the S&P GSCI, and the DBC and DBA funds. Each member is a
quote; shared rules are on
batch quotes and market views.