FUTURES
FOREX
FORWARDS
INDEXES
US BONDS
EU BONDS
Futures Contract Samples
30-Year Eris SOFR Swap Futures, June, 2031 (Daily)
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European FOB Dutch Mill Rapeseed Oil Futures, July, 2026 (Daily)
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EURO STOXX 50® Index Dividend Futures, December, 2025 (Minute)
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E-mini Crude Oil Futures, May, 2013 (Minute)
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Futures Schema Overview
When you download a futures root dataset from the Order Redemption page, your browser will receive a ZIP archive containing two items: a top-level metadata.json file and a contracts folder. The metadata.json file contains dataset-level information and summary statistics, as described below. The contracts folder contains individual JSON files named using the format {root}{contractMonth}{expiryYear}. For example, ZCZ26 represents a CBOT Corn futures contract expiring in December 2026. Contract specifications are not currently included in these files. For detailed specifications, consult the website of the relevant exchange or contract operator. Two metadata fields may require additional clarification: canonicalBaseName and canonicalFullName. canonicalBaseName identifies the broader product family, while canonicalFullName identifies the specific product within that family. For example, Austrian Power Base Futures may be used as the canonical base name, while Austrian Power Base Futures Seasonal Strip may identify a specific seasonal product within that broader family. This distinction is also reflected in product roots. A derived seasonal product may use the suffix {root}>S to indicate that it was derived from a base product. [IMPORTANT] Derived product identifiers are synthetic and are not sourced directly from exchanges. Base product roots, however, are aligned with the corresponding exchange symbols. Many contracts, particularly long-dated or deferred contracts, contain a significant number of observations with no reported volume or price range. These observations often reflect settlement-based quotations and commonly appear without trading volume. This behavior is not unusual. However, volume and open-interest coverage may be inconsistent for some roots.
Meta Object Schema Overview
The metadata object contains a set of statistics calculated from the purchased dataset. Some fields are deprecated. [IMPORTANT] In all minute-level files, timestamps are stored as Unix milliseconds but represent daylight-saving-time-aware America/Chicago wall-clock times rather than true UTC instants. Daily timestamps are standard Unix-millisecond date labels set to 00:00:00 UTC. For daily contracts containing dates before the Unix epoch on January 1, 1970, timestamp values will be negative.
Bar Schema
t
Unix timestamp
o
Open value
h
High value
l
Low value
c
Close value
v
Volume, when available
oi
Open interest; daily datasets only
Meta Object Schema
[exchange][D&M]
The exchange channel identifier on which the contract is listed.
[exchangeName][D&M]
The full name of the exchange channel on which the contract is listed.
[operatorid][D&M]
The identifier of the venue or channel operator. These values are synthetic.
[operatorName][D&M]
The name of the venue or channel operator.
[root][D&M]
The base root symbol of the contract.
[productRoot][D&M]
The contract root, including any product sub-identifier.
[operatingMIC][D&M]
The Market Identifier Code associated with the operating venue or channel.
[canonicalBaseName][D&M]
The canonical name of the broader product family.
[canonicalFullName][D&M]
The canonical name of the specific product.
[rootStatistics > totalObservations][D&M]
The total number of unique observations across all contracts in the root dataset at the purchased frequency.
[rootStatistics > totalVolume][D&M]
The total reported volume across all contracts in the purchased root dataset.
[rootStatistics > totalOi][D]
The total reported open interest across all contracts in the purchased root dataset.
[rootStatistics > totalContracts][D&M]
The total number of contracts included in the purchased dataset.
[rootStatistics > yearsCovered][D&M]
The contract expiration years represented in the purchased dataset.
[rootStatistics > avgContractsPerYear][D&M]
[Deprecated] An estimate of the average number of contracts trading during a given year.
[rootStatistics > contractsWithOi][D]
The number of contracts containing at least one observation with open-interest data. This does not guarantee that every observation for those contracts includes an open-interest value.
[rootStatistics > contractsWithVolume][D&M]
The number of contracts containing at least one observation with volume data. This does not guarantee that every observation for those contracts includes a volume value.
[rootStatistics > monthCodesSeen][D&M]
The expiration month codes present in the dataset. Not every expiration year is guaranteed to contain every listed month code.
[rootStatistics > earliestDate][D&M]
The date of the earliest observation in the dataset.
[rootStatistics > latestDate][D&M]
The date of the latest observation in the dataset.
[rootStatistics > totalTenPercentMoves][D&M]
An approximate measure of potential time-series discontinuities. A high number of moves relative to the total observation count may indicate anomalous or broken values.
[rootStatistics][D&M]
An object containing aggregate statistics for the purchased root dataset.
[allContracts][D&M]
An array containing summary information for every contract in the purchased dataset.
[allContracts > contractSymbol][D&M]
The contract symbol.
[allContracts > totalObservations][D&M]
The total number of observations for the contract.
[allContracts > totalVolume][D&M]
The sum of all reported volume observations for the contract.
[allContracts > totalOi][D]
The sum of all reported open-interest observations for the contract.
Series Object Schema Overview
For daily contracts, bars are grouped by year. For minute-level datasets, bars are grouped by day. Each contract includes a small set of summary statistics.
Series Object Schema
[meta > schema][D&M]
The bar schema used by the contract.
[meta > totalYears][D&M]
The approximate number of years over which the contract has observations, rounded upward.
[meta > totalDays][D&M]
The total number of calendar days containing observations for the contract.
[meta > totalObservations][D&M]
The total number of unique observations for the contract.
[meta > avgInterBarDurationTimeSeconds][D&M]
The average number of seconds between consecutive observations.
[meta > volume (boolean)][D&M]
[Deprecated] Indicates whether volume data is present.
[meta > openInterest (boolean)][D&M]
[Deprecated] Indicates whether open-interest data is present.
[meta > noRangeBars][D&M]
The number of bars with no price range, where open, high, low, and close are equal.
[meta > totalVolume][D&M]
The sum of all reported volume observations.
[meta > avgPerBarVolume][D&M]
The average volume across bars containing reported volume.
[meta > avgPerDayVolume][D&M]
The average daily volume across days containing reported volume.
[meta > firstDayVolume][D&M]
The reported volume on the first day containing observations.
[meta > lastDayVolume][D&M]
The reported volume on the final day containing observations.
[meta > totalOpenInterest][D]
The sum of all reported open-interest observations.
[meta > avgPerBarOpenInterest][D]
The average open interest across bars containing reported open interest.
[meta > avgPerDayOpenInterest][D]
The average daily open interest across days containing reported open interest.
[meta > firstDayOpenInterest][D]
The reported open interest on the first day containing observations.
[meta > lastDayOpenInterest][D]
The reported open interest on the final day containing observations.