Futures Market delivers institutional-grade futures data from CME, CBOT, NYMEX, COMEX, and CBOE. Forward curves, back-adjusted price history, open interest, official settlements, Level 2 order book snapshots, and full contract specifications — all in one tool.
Whether you're analyzing contango and backwardation in crude oil, backtesting a strategy on S&P 500 futures, or studying positioning ahead of expiry, this tool gives you the same data professionals use without needing multiple vendor subscriptions.
What you can do
- term_structure — pull the full forward curve for any product with basis and roll yield between front months
- continuous_contract — back-adjusted OHLCV history with calendar, OI-based, or volume-based roll rules
- open_interest — total OI over time or broken down by individual contract
- settlement_prices — official exchange settlements for any date range and contract set
- price_history — OHLCV bars for specific contracts, continuous series, or parent symbols at daily, hourly, or minute resolution
- contract_specs — tick size, multiplier, currency, exchange, and expiry for all listed contracts
- order_book_snapshot — Level 2 bid/ask depth at any historical moment for microstructure research
Who it's for
Quant researchers, derivatives traders, portfolio managers, and data analysts who need clean, structured futures data for analysis, strategy development, or reporting. Covers ES, NQ, CL, GC, ZN, ZB, 6E, RTY, VX, and all listed products.
How to use it
- Use term_structure to see the full forward curve and identify contango or backwardation
- Use continuous_contract with a start date to pull long-term back-adjusted price history
- Use open_interest to track positioning over time and spot roll dynamics
- Connect your account with a data API key to activate all skills.
