Aggregate Bars (OHLC)
GET
/futures/vX/aggs/{ticker}Futures REST access is currently in beta and coming soon.
Retrieve aggregated historical OHLC (Open, High, Low, Close) and volume data for a specified futures contract ticker over a custom date range and time interval in Central Time (CT). Aggregates are constructed from all trades during the period. If no trades occur within a given timeframe, no aggregate bar is produced, indicating a period of inactivity. Users can tailor their data by adjusting the multiplier and timespan parameters (e.g., a 5-minute bar), supporting a wide range of analytical and visualization needs.
Use Cases: Market monitoring, technical analysis, backtesting, trading strategy development.
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Plan
Recency
Real-time
8-hour historical
10-minute delayed
10-minute delayed
Real-time
Real-time
Real-time
Real-time
Real-time
Plan Recencyloading..
Plan
History
All history
2 years
2 years
5 years
All history
All history
All history
All history
All history
Plan Historyloading..
Path Parameters
ticker
string
required
The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).
Query Parameters
resolution
string
This sets the size of the aggregate windows. It accepts custom values that specify the granularity and the duration of the window.
For example: 15mins, 30secs, 12hours, or 7days.
There are maximum allowable candle sizes. For example, you can request "1min" to "59mins", but after that you will need to use "1hr". If you make a request for a candle size that is not supported, we will return a 400 "Bad Request - resolution value is not allowed."
window_start
string
Specifies the start time of the aggregate (OHLC) candles you want returned (YYYY-MM-DD date or nanosecond Unix timestamp).
How it works - If not provided, the API returns the most recent candles available, up to the limit you set. - If provided, the value determines which candle(s) to return. The timestamp or date is “snapped” to the start time of the matching candle interval. - You can use comparison operators to form ranges:
- `window_start.gte` – greater than or equal to
- `window_start.gt` – greater than
- `window_start.lte` – less than or equal to
- `window_start.lt` – less than
Examples 1. Most recent minute candles `/vX/aggs/ESU5?resolution=1min&limit=5`
2. Daily candle for August 5, 2025 `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05`
3. Daily candles from July 1–31, 2025 `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31`
4. 1,000 one-second candles after a specific timestamp `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`
Examples 1. Most recent minute candles `/vX/aggs/ESU5?resolution=1min&limit=5`
2. Daily candle for August 5, 2025 `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05`
3. Daily candles from July 1–31, 2025 `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31`
4. 1,000 one-second candles after a specific timestamp `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`
limit
integer
The number of results to return per page (default=1000, maximum=50000, minimum=1).
sort
enum (string)
Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').
Response Attributes
next_url
string
optional
If present, the URL to the next page of results.
results
array (object)
close
number
The last price within the timeframe.
dollar_volume
number
The total dollar volume of the transactions that occurred within the timeframe.
high
number
The highest price within the timeframe.
low
number
The lowest price within the timeframe.
open
number
The opening price within the timeframe.
session_end_date
string
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
settlement_price
number
optional
The price the contract would have cost to settle for this session.
ticker
string
The ticker for the contract.
transaction_count
integer
The number of transactions that occurred within the timeframe.
volume
integer
The number of contracts that traded within the timeframe.
window_start
integer
The timestamp of the beginning of the candlestick’s aggregation window.
status
string
The status of the response.
Code Examples
Query URL
GET
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Response Object