Get futures bars
get_futuresDaily OHLCV and open interest for 139 futures markets (CME, CBOT, NYMEX, COMEX, ICE, Eurex, Cboe): every individual contract since 2007 plus continuous back-adjusted series. Give root (ES, NQ, YM, RTY, CL, GC, SI, NG, ZN, ZB, VX, 6E ...; a leading '/' is fine) for the continuous series, or contract (e.g. ESZ26) for one contract. Clipped to as_of. Free keys get recent days; full history from $49 per market.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| root | Yes | Futures root, e.g. ES, NQ, CL, GC, VX. | |
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). | |
| start | No | ||
| contract | No | Optional single contract, e.g. ESZ26. | |
| continuous | No | Back-adjusted continuous series (default true when no contract). |