Futures Market Data

Futures Market Data Interfaces.

Currently, access to futures data via the OpenAPI requires a paid market-data subscription, which grants the necessary authorization. This subscription module is under active development and will be released soon—please stay tuned.

📄️ Tick

Get tick-by-tick trade data for a security. Returns detailed tick trade records within a specified time range for a given security, including trade time, price, volume, direction. Data is sorted in reverse chronological order (latest first). <br/>Frequency limit: 1 call per second per App Key.

📄️ Snapshot

Get real-time market snapshot data for a security. Returns key market indicators such as latest price, price change, volume, turnover rate, etc. <br/>Frequency limit: 1 call per second per App Key.

📄️ Footprint

• Function description: Query the most recent N footprint records based on futures symbol, and category, time granularity.<br/>• Frequency limit: Market-data Interfaces Rate limit 600 requests per minute

📄️ Depth of Book

Get the latest bid/ask data for a security with a level-2 subscription.. Returns bid/ask information for a specified depth, including price, quantity. <br/>Frequency limit: 1 call per second per App Key.

📄️ Historical Bars

Batch query interface. Query the recent N bars of data based on futures symbols, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc. Currently, daily bars (D) and above only provide forward-adjusted bars; minute bars provide unadjusted bars.<br/>Frequency limit: 1 call per second per App Key.