Trades
GET
/futures/vX/trades/{ticker}Futures REST access is currently in beta and coming soon.
Retrieve comprehensive, tick-level trade data for a specified futures contract ticker over a defined time range. Each record includes the trade price, size, session start date, and precise timestamps, capturing individual trade events throughout the period. This granular data is essential for constructing aggregated bars and performing detailed analyses of intraday price movements, making it a valuable tool for backtesting, algorithmic strategy development, and market research.
Use Cases: Intraday analysis, algorithmic trading, backtesting, market research.
Futures BetaFree
Futures BasicFree
Futures Starter$29/mo
Futures Developer$79/mo
Futures Advanced$199/mo
Futures BetaFree
Futures BasicFree
Futures Starter$29/mo
Futures Developer$79/mo
Futures Advanced$199/mo
Plan Accessloading..
Futures BetaFree
Real-time
Futures BasicFree
Not included
Futures Starter$29/mo
Not included
Futures Developer$79/mo
10-minute delayed
Futures Advanced$199/mo
Real-time
Futures BetaFree
Real-time
Futures BasicFree
Not included
Futures Starter$29/mo
Not included
Futures Developer$79/mo
10-minute delayed
Futures Advanced$199/mo
Real-time
Plan Recencyloading..
Futures BetaFree
All history
Futures BasicFree
Not included
Futures Starter$29/mo
Not included
Futures Developer$79/mo
5 years
Futures Advanced$199/mo
All history
Futures BetaFree
All history
Futures BasicFree
Not included
Futures Starter$29/mo
Not included
Futures Developer$79/mo
5 years
Futures Advanced$199/mo
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
timestamp
string
The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').
session_end_date
string
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
limit
integer
Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'.
sort
string
A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page.
request_id
string
A request id assigned by the server.
results
array (object)
The results for this request.
channel
integer
The CME multicast channel this event was sourced from.
price
number
optional
The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.
report_sequence
integer
The reporting sequence number.
sequence_number
integer
The unique sequence number assigned to this trade.
session_end_date
string
optional
Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
size
integer
optional
The total number of contracts exchanged between buyers and sellers on a given trade.
ticker
string
The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).
timestamp
integer
The time when the trade was generated at the exchange to nanosecond precision.
status
enum (OK)
The status of this request's response.
Code Examples
Query URL
GET
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Response Object