addedInput schema / properties / contract
Added value: +{
+ "description": "Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.",
+ "examples": [
+ "ESZ26",
+ "ESH27"
+ ],
+ "pattern": "^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$",
+ "type": "string"
+}
addedInput schema / properties / symbol
Added value: +{
+ "description": "SPX (default), or ES / MES: each session's levels and close moved by that session's ES basis at its close. Sessions without a measured basis are left out and listed in no_basis; with fewer than two measured, the answer is SPX's and says so.",
+ "examples": [
+ "SPX",
+ "ES",
+ "MES"
+ ],
+ "type": "string"
+}
addedOutput schema / properties / basis
Added value: +{
+ "description": "Present when an ES/MES (or NQ/MNQ) symbol was asked: the futures basis every price here was moved by; null when the day has no measured basis and the answer is the index's",
+ "properties": {
+ "at": {
+ "description": "ET minute the basis belongs to",
+ "type": "string"
+ },
+ "contract": {
+ "description": "The quarterly contract, e.g. ESZ26",
+ "type": [
+ "string",
+ "null"
+ ]
+ },
+ "contracts": {
+ "description": "History only: the contracts the window's sessions were priced as",
+ "items": {
+ "type": "string"
+ },
+ "type": "array"
+ },
+ "expiry": {
+ "type": [
+ "string",
+ "null"
+ ]
+ },
+ "future": {
+ "type": "string"
+ },
+ "index": {
+ "description": "The index whose book was moved: SPX or NDX",
+ "type": "string"
+ },
+ "method": {
+ "type": "string"
+ },
+ "name": {
+ "type": "string"
+ },
+ "passes": {
+ "description": "Basis passes measured that day",
+ "type": "integer"
+ },
+ "points": {
+ "description": "Future minus index, index points, added to every level, strike and spot",
+ "type": "number"
+ },
+ "source": {
+ "format": "uri",
+ "type": "string"
+ }
+ },
+ "type": [
+ "object",
+ "null"
+ ]
+}
addedOutput schema / properties / no_basis
Added value: +{
+ "description": "ES only: sessions in the window with no measured basis, left out of the ES series rather than shown at SPX prices",
+ "items": {
+ "description": "Trading day, YYYY-MM-DD",
+ "type": "string"
+ },
+ "type": "array"
+}
addedOutput schema / properties / note
Added value: +{
+ "description": "Present when a future was asked and its basis is not measured for the day",
+ "type": "string"
+}
addedOutput schema / properties / requested_symbol
Added value: +{
+ "description": "Present when a future was asked but the day has no measured basis, so the answer is SPX's",
+ "type": "string"
+}
addedOutput schema / properties / sessions / items / properties / basis
Added value: +{
+ "description": "ES only: the session's basis at its close, index points, added to its levels and close",
+ "type": "number"
+}
changedOutput schema / properties / sessions / items / properties / levels / description
Previous value: -"Dealer-positioning levels in SPX index points; null when the session did not produce one"New value: +"Dealer-positioning levels in SPX index points (in ES points when `symbol` is ES or MES); null when the session did not produce one"
addedOutput schema / properties / symbol
Added value: +{
+ "description": "What the prices are in: SPX, or ES / MES when asked and the day's basis is measured",
+ "type": "string"
+}