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, full contract specifications, and the weekly CFTC Commitments of Traders (COT) report — 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
commitments_of_traders — weekly CFTC positioning: long, short and net positions for managed money, producers, swap dealers, asset managers and more
cot_markets — find the market name and contract code to use with the COT report

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
For trader positioning, search with cot_markets, then pass the contract code to commitments_of_traders