Futures

Get Futures Exchange List

Corresponding Request Class: FutureExchangeRequest

Parameters

Parameter	Type	Required	Description
secType	string	Yes	Security type. "FUT": Futures, "FOP": Futures Options (futures options quotes not yet provided)
lang	string	No	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

List of FutureExchangeItem objects

FutureExchangeItem object field descriptions:

Name	Type	Description
code	string	Exchange code
name	string	Exchange name
zoneId	string	Trading timezone

Example

FutureExchangeResponse response = client.execute(FutureExchangeRequest.newRequest(SecType.FUT.name()));
System.out.println(response.getFutureExchangeItems());

Return Example

[
  {
    "code": "SGX",
    "name": "SGX",
    "zoneId": "Singapore"
  },
  {
    "code": "HKEX",
    "name": "HKEX",
    "zoneId": "Asia/Hong_Kong"
  },
  {
    "code": "CBOE",
    "name": "CBOE",
    "zoneId": "America/Chicago"
  }
]

Get Tradable Contracts by Exchange

Corresponding Request Class: FutureContractByExchCodeRequest

Parameters

Parameter	Type	Required	Description
exchangeCode	string	Yes	Exchange code
lang	string	No	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

List of FutureContractItem objects

FutureContractItem object field descriptions:

Name	Type	Description
type	string	Futures contract trading variety, e.g., CL
trade	boolean	Whether tradable
continuous	boolean	Whether continuous contract
name	string	Contract name, available in Chinese and English, returned based on lang parameter
currency	string	Trading currency
ibCode	string	Trading contract code used for placing orders, e.g., CL
contractCode	string	Contract code, e.g., CL1901
contractMonth	string	Contract delivery month
lastTradingDate	string	Last trading date of the contract's expiration month. Futures contracts not settled after the last trading date must be closed through related 'spot commodities' or 'cash settlement'. Currently, the last trading date for most futures commodities is usually the settlement date. For some commodities like Euro, the first notice date and last trading date are the same For cash-settled futures, positions can be opened normally as long as the last trading time hasn't passed. For non-cash-settled futures, opening positions is restricted starting three trading days before the earlier of the last trading time and first notice date
firstNoticeDate	string	First notice date, the date when physical delivery contracts can proceed with physical delivery. Contracts cannot open long positions after the first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior). This field is empty for non-physical delivery contracts (e.g., index contracts)
lastBiddingCloseTime	long	Bidding close time
multiplier	double	Contract multiplier. The futures price multiplied by the contract multiplier gives the contract's face value. The reasonable futures price can be estimated by dividing the physical price by the contract multiplier
exchange	string	Exchange code
minTick	double	Minimum price movement unit for futures prices. For example, if the current futures price is 2000 and minTick is 100, then valid quotes include 2100, 2200, while 2005 does not meet requirements
productWorth	string	Contract size
deliveryMode	string	Delivery mode
productType	string	Contract type

Request Example:

FutureBatchContractResponse response = client.execute(FutureContractByExchCodeRequest.newRequest("CME"));
System.out.println(response.getFutureContractItems());

Response Example:

[
  {
    "type": "MEUR",
    "name": "E-Micro EUR/USD - main",
    "ibCode": "M6E",
    "contractCode": "MEURmain",
    "contractMonth": "",
    "exchangeCode": "GLOBEX",
    "multiplier": 12500,
    "minTick": 0.0001,
    "lastTradingDate": "",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "MEUR",
    "name": "E-Micro EUR/USD - Jun 2022",
    "ibCode": "M6E",
    "contractCode": "MEUR2206",
    "contractMonth": "202206",
    "exchangeCode": "GLOBEX",
    "multiplier": 12500,
    "minTick": 0.0001,
    "lastTradingDate": "20220613",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "MEUR",
    "name": "E-Micro EUR/USD - Mar 2022",
    "ibCode": "M6E",
    "contractCode": "MEUR2203",
    "contractMonth": "202203",
    "exchangeCode": "GLOBEX",
    "multiplier": 12500,
    "minTick": 0.0001,
    "lastTradingDate": "20220314",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CHF",
    "name": "Swiss Franc - Jun 2022",
    "ibCode": "CHF",
    "contractCode": "CHF2206",
    "contractMonth": "202206",
    "exchangeCode": "GLOBEX",
    "multiplier": 125000,
    "minTick": 0.0001,
    "lastTradingDate": "20220613",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CHF",
    "name": "Swiss Franc - main",
    "ibCode": "CHF",
    "contractCode": "CHFmain",
    "contractMonth": "",
    "exchangeCode": "GLOBEX",
    "multiplier": 125000,
    "minTick": 0.0001,
    "lastTradingDate": "",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CHF",
    "name": "Swiss Franc - Dec 2022",
    "ibCode": "CHF",
    "contractCode": "CHF2212",
    "contractMonth": "202212",
    "exchangeCode": "GLOBEX",
    "multiplier": 125000,
    "minTick": 0.0001,
    "lastTradingDate": "20221219",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  }
]

Get Futures Contract by Code

Corresponding Request Class: FutureContractByConCodeRequest

How to handle first notice date and last trading date: Whether entering the first notice date or after the last settlement date, the main trading month will shift to the next month contract, making the expiring month's liquidity worse. Therefore, it is recommended to roll over or trade the next month contract before the first notice date and close to the last trading date, regardless of long or short positions.

Parameters

Parameter	Type	Required	Description
contractCode	string	Yes	Contract symbol, e.g., CN1901
lang	string	No	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

FutureContractItem object

FutureContractItem object field descriptions:

Name	Type	Description
type	string	Futures contract trading variety, e.g., CL
trade	boolean	Whether tradable
continuous	boolean	Whether continuous contract
name	string	Contract name, available in Chinese and English, returned based on lang parameter
currency	string	Trading currency
ibCode	string	Trading contract code used for placing orders, e.g., CL
contractCode	string	Contract code, e.g., CL1901
contractMonth	string	Contract delivery month
lastTradingDate	string	Last trading date of the contract's expiration month. Futures contracts not settled after the last trading date must be closed through related 'spot commodities' or 'cash settlement'. Currently, the last trading date for most futures commodities is usually the settlement date. For some commodities like Euro, the first notice date and last trading date are the same For cash-settled futures, positions can be opened normally as long as the last trading time hasn't passed. For non-cash-settled futures, opening positions is restricted starting three trading days before the earlier of the last trading time and first notice date
firstNoticeDate	string	First notice date, the date when physical delivery contracts can proceed with physical delivery. Contracts cannot open long positions after the first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior). This field is empty for non-physical delivery contracts (e.g., index contracts)
lastBiddingCloseTime	long	Bidding close time
multiplier	double	Contract multiplier. The futures price multiplied by the contract multiplier gives the contract's face value. The reasonable futures price can be estimated by dividing the physical price by the contract multiplier
exchange	string	Exchange code
minTick	double	Minimum price movement unit for futures prices. For example, if the current futures price is 2000 and minTick is 100, then valid quotes include 2100, 2200, while 2005 does not meet requirements

Example

FutureContractResponse response = client.execute(FutureContractByConCodeRequest.newRequest("CN2203"));
System.out.println(response.getFutureContractItem());

Response Example

{
  "type": "CL",
  "name": "Light  Crude Oil - Mar 2022",
  "ibCode": "CL",
  "contractCode": "CL2203",
  "contractMonth": "202203",
  "exchangeCode": "NYMEX",
  "multiplier": "1000",
  "minTick": 0.01,
  "lastTradingDate": "20220222",
  "firstNoticeDate": "20220224",
  "lastBiddingCloseTime": 0,
  "currency": "USD",
  "continuous": false,
  "trade": true
}

Query Current Contract for Specified Variety

Corresponding Request Class: FutureCurrentContractRequest

Description

Query the current contract for a specified variety, i.e., the main continuous contract.

Input Parameters:

Parameter	Type	Required	Description
type	string	Yes	Futures contract trading variety, e.g., CL
lang	string	No	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

FutureContractItem object

FutureContractItem object field descriptions:

Name	Type	Description
type	string	Futures contract trading variety, e.g., CL
trade	boolean	Whether tradable
continuous	boolean	Whether continuous contract
name	string	Contract name, available in Chinese and English, returned based on lang parameter
currency	string	Trading currency
ibCode	string	Trading contract code used for placing orders, e.g., CL
contractCode	string	Contract code, e.g., CL1901
contractMonth	string	Contract delivery month
lastTradingDate	string	Last trading date of the contract's expiration month. Futures contracts not settled after the last trading date must be closed through related 'spot commodities' or 'cash settlement'. Currently, the last trading date for most futures commodities is usually the settlement date. For some commodities like Euro, the first notice date and last trading date are the same For cash-settled futures, positions can be opened normally as long as the last trading time hasn't passed. For non-cash-settled futures, opening positions is restricted starting three trading days before the earlier of the last trading time and first notice date
firstNoticeDate	string	First notice date, the date when physical delivery contracts can proceed with physical delivery. Contracts cannot open long positions after the first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior). This field is empty for non-physical delivery contracts (e.g., index contracts)
lastBiddingCloseTime	long	Bidding close time
multiplier	double	Contract multiplier. The futures price multiplied by the contract multiplier gives the contract's face value. The reasonable futures price can be estimated by dividing the physical price by the contract multiplier
exchange	string	Exchange code
minTick	double	Minimum price movement unit for futures prices. For example, if the current futures price is 2000 and minTick is 100, then valid quotes include 2100, 2200, while 2005 does not meet requirements
productWorth	string	Contract size
deliveryMode	string	Delivery mode
productType	string	Contract type

Request Example

FutureContractResponse response = client.execute(FutureCurrentContractRequest.newRequest("CL"));
System.out.println(response.getFutureContractItem());

Return Example

{
  "type": "CL",
  "name": "Light Crude Oil - Mar 2022",
  "ibCode": "CL",
  "contractCode": "CL2203",
  "contractMonth": "202203",
  "exchangeCode": "NYMEX",
  "multiplier": 1000,
  "minTick": 0.01,
  "lastTradingDate": "20220222",
  "firstNoticeDate": "20220224",
  "lastBiddingCloseTime": 0,
  "currency": "USD",
  "continuous": false,
  "trade": true
}

Query All Contracts for Specified Variety

Corresponding Request Class: FutureContractsRequest

Parameters

Parameter	Type	Required	Description
type	string	Yes	Futures contract trading variety, e.g., CL
lang	string	Yes	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

List of FutureContractItem objects

FutureContractItem object field descriptions:

Name	Type	Description
type	string	Futures contract trading variety, e.g., CL
trade	boolean	Whether tradable
continuous	boolean	Whether continuous contract
name	string	Contract name, available in Chinese and English, returned based on lang parameter
currency	string	Trading currency
ibCode	string	Trading contract code used for placing orders, e.g., CL
contractCode	string	Contract code, e.g., CL1901
contractMonth	string	Contract delivery month
lastTradingDate	string	Last trading date of the contract's expiration month. Futures contracts not settled after the last trading date must be closed through related 'spot commodities' or 'cash settlement'. Currently, the last trading date for most futures commodities is usually the settlement date. For some commodities like Euro, the first notice date and last trading date are the same For cash-settled futures, positions can be opened normally as long as the last trading time hasn't passed. For non-cash-settled futures, opening positions is restricted starting three trading days before the earlier of the last trading time and first notice date
firstNoticeDate	string	First notice date, the date when physical delivery contracts can proceed with physical delivery. Contracts cannot open long positions after the first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior). This field is empty for non-physical delivery contracts (e.g., index contracts)
lastBiddingCloseTime	long	Bidding close time
multiplier	double	Contract multiplier. The futures price multiplied by the contract multiplier gives the contract's face value. The reasonable futures price can be estimated by dividing the physical price by the contract multiplier
exchange	string	Exchange code
minTick	double	Minimum price movement unit for futures prices. For example, if the current futures price is 2000 and minTick is 100, then valid quotes include 2100, 2200, while 2005 does not meet requirements
productWorth	string	Contract size
deliveryMode	string	Delivery mode
productType	string	Contract type

Request Example:

FutureContractsResponse contractResponse = client.execute(FutureContractsRequest.newRequest("CN"));
System.out.println(contractResponse.getFutureContractItems());

Response Example:

[
  {
    "type": "CN",
    "name": "China A50 Index - Aug 2022",
    "ibCode": "XINA50",
    "contractCode": "CN2208",
    "contractMonth": "202208",
    "exchangeCode": "SGX",
    "multiplier": 1,
    "minTick": 1,
    "lastTradingDate": "20220830",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CN",
    "name": "China A50 Index - Sep 2022",
    "ibCode": "XINA50",
    "contractCode": "CN2209",
    "contractMonth": "202209",
    "exchangeCode": "SGX",
    "multiplier": 1,
    "minTick": 1,
    "lastTradingDate": "20220929",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CN",
    "name": "China A50 Index - Oct 2022",
    "ibCode": "XINA50",
    "contractCode": "CN2210",
    "contractMonth": "202210",
    "exchangeCode": "SGX",
    "multiplier": 1,
    "minTick": 1,
    "lastTradingDate": "20221028",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CN",
    "name": "China A50 Index - Dec 2022",
    "ibCode": "XINA50",
    "contractCode": "CN2212",
    "contractMonth": "202212",
    "exchangeCode": "SGX",
    "multiplier": 1,
    "minTick": 1,
    "lastTradingDate": "20221229",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  },
  {
    "type": "CN",
    "name": "China A50 Index - Mar 2023",
    "ibCode": "XINA50",
    "contractCode": "CN2303",
    "contractMonth": "202303",
    "exchangeCode": "SGX",
    "multiplier": 1,
    "minTick": 1,
    "lastTradingDate": "20230330",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0,
    "currency": "USD",
    "continuous": false,
    "trade": true
  }
]

Query Continuous Contract for Specified Variety

Corresponding Request Class: FutureContinuousContractRequest

Parameters

Parameter	Type	Required	Description
type	string	Yes	Futures contract trading variety, e.g., CL
lang	string	Yes	Language parameter, affects the "name" field in return values. Valid values: "zh_CN", "en_US"

Return

FutureContractItem object

FutureContractItem object field descriptions:

Name	Type	Description
type	string	Futures contract trading variety, e.g., CL
trade	boolean	Whether tradable
continuous	boolean	Whether continuous contract
name	string	Contract name, available in Chinese and English, returned based on lang parameter
currency	string	Trading currency
ibCode	string	Trading contract code used for placing orders, e.g., CL
contractCode	string	Contract code, e.g., CL1901
contractMonth	string	Contract delivery month
lastTradingDate	string	Last trading date of the contract's expiration month. Futures contracts not settled after the last trading date must be closed through related 'spot commodities' or 'cash settlement'. Currently, the last trading date for most futures commodities is usually the settlement date. For some commodities like Euro, the first notice date and last trading date are the same For cash-settled futures, positions can be opened normally as long as the last trading time hasn't passed. For non-cash-settled futures, opening positions is restricted starting three trading days before the earlier of the last trading time and first notice date
firstNoticeDate	string	First notice date, the date when physical delivery contracts can proceed with physical delivery. Contracts cannot open long positions after the first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior). This field is empty for non-physical delivery contracts (e.g., index contracts)
lastBiddingCloseTime	long	Bidding close time
multiplier	double	Contract multiplier. The futures price multiplied by the contract multiplier gives the contract's face value. The reasonable futures price can be estimated by dividing the physical price by the contract multiplier
exchange	string	Exchange code
minTick	double	Minimum price movement unit for futures prices. For example, if the current futures price is 2000 and minTick is 100, then valid quotes include 2100, 2200, while 2005 does not meet requirements
productWorth	string	Contract size
deliveryMode	string	Delivery mode
productType	string	Contract type

Request Example:

FutureContractResponse cl = client.execute(FutureContinuousContractRequest.newRequest("CL"));
System.out.println(cl.getFutureContractItem());

Response Example:

{
  "type": "ES",
  "name": "E-mini S&P 500 - main",
  "ibCode": "ES",
  "contractCode": "ESmain",
  "contractMonth": "",
  "exchangeCode": "GLOBEX",
  "multiplier": 50,
  "minTick": 0.25,
  "lastTradingDate": "",
  "firstNoticeDate": "",
  "lastBiddingCloseTime": 0,
  "currency": "USD",
  "continuous": false,
  "trade": true
}

Query Historical Contracts of Futures Main Contracts

Corresponding Request Class: FutureHistoryMainContractRequest

Parameters

Parameter	Type	Required	Description
contractCodes	array	Yes	List of futures main contract codes, e.g., ESmain
beginTime	long	Yes	Start time (exclusive)
endTime	long	Yes	End time (inclusive)

Returns

FutureHistoryMainContractItem object

FutureHistoryMainContractItem field descriptions:

Name	Type	Description
contractCode	string	Futures main contract code
mainReferItems	array	Historical contract list of main contract, see `FutureHistoryContractItem` field description below

Historical contract data mainReferItems attributes:

Name	Type	Description
time	long	Date timestamp
referContractCode	string	Futures contract corresponding to main continuous contract

Request Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("ESmain");
FutureHistoryMainContractRequest request = FutureHistoryMainContractRequest.newRequest(contractCodes,
  "2023-06-01", "2023-10-05", TimeZoneId.NewYork);
FutureHistoryMainContractResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println(response.getMessage());
}

Response Example

{
    "code":0,
    "data":[
        {
            "contractCode":"ESmain",
            "mainReferItems":[
                {
                    "referContractCode":"ES2312",
                    "time":1696453200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696366800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696280400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696021200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695934800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695848400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695762000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695675600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695416400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695330000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695243600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695157200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695070800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694811600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694725200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694638800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694552400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694466000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694206800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694120400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694034000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693947600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693602000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693515600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693429200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693342800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693256400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692997200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692910800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692824400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692738000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692651600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692392400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692306000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692219600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692133200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692046800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691787600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691701200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691614800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691528400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691442000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691182800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691096400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691010000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690923600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690837200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690578000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690491600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690405200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690318800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690232400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689973200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689886800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689800400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689714000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689627600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689368400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689282000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689195600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689109200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689022800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688763600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688677200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688590800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688404500000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688158800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688072400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687986000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687899600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687813200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687554000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687467600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687381200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687294800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686949200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686862800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686776400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686690000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686603600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686344400000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686258000000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686171600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686085200000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685998800000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685739600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685653200000
                }
            ]
        }
    ],
    "message":"success",
    "sign":"H/m3GVmsGstQNJxnQrF4nNwkJ3EBJEIBTHMdxzvRKVdM5XtB+PhxlVJBSYclHSRkFn13ckgEr13pzGTrGYjM7cT5zXTTNn0wS0WtVsJoycaUoWqr8KT8P6B6cHq0Sj5LVA5nZlNpno33dplWMWNX3urDf6OiGtQ6J9/ZJcZnvxM=",
    "success":true,
    "timestamp":1696499214141
}

Query Trading Hours for Specified Futures Contract

Corresponding Request Class: FutureTradingDateRequest

Parameters

Parameter	Type	Required	Description
contractCode	string	Yes	Futures contract code, e.g., CL1901
tradingDate	long	Yes	Trading date timestamp

Returns

FutureTradingDateItem object

FutureTradingDateItem field descriptions:

Name	Type	Description
tradingTimes	array	Trading hours
biddingTimes	array	Bidding hours
timeSection	string	Trading timezone

Request Example

FutureTradingDateResponse response = client.execute(FutureTradingDateRequest.newRequest("ES2203", System.currentTimeMillis()));
System.out.println(response.getFutureTradingDateItem());

Response Example

FutureTradingDateItem{biddingTimes=[TimeSection{start=1644873300000, end=1644874200000}], tradingTimes=[TimeSection{start=1644793200000, end=1644873300000}, TimeSection{start=1644874200000, end=1644876000000}], timeSection='America/Chicago'}

Futures Real-time Quotes

Corresponding Request Class: FutureRealTimeQuoteRequest

Description

Get futures real-time quotes

Parameters

Parameter	Type	Required	Description
contractCodes	array	Yes	List of contract codes, supports main contracts, e.g., CL1901/CLmain

Returns

List of FutureRealTimeItem objects

FutureRealTimeItem field descriptions:

Name	Type	Description
contractCode	string	Contract code
latestPrice	double	Latest trade price
latestSize	double	Volume of latest price
latestTime	long	Time of latest price
bidPrice	double	Bid price (level 1)
bidSize	long	Bid quantity (level 1)
askPrice	double	Ask price (level 1)
askSize	long	Ask quantity (level 1)
volume	long	Daily cumulative traded contracts
openInterest	no	Open interest
openInterestChange	no	Change in open interest
open	double	Opening price
high	double	Highest price
low	double	Lowest price
settlement	double	Settlement price, returns 0 when not generated
limitUp	double	Daily limit up price
limitDown	double	Daily limit down price

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureRealTimeQuoteResponse response = client.execute(FutureRealTimeQuoteRequest.newRequest(contractCodes));
System.out.println(response.getFutureRealTimeItems());

Response Example

{
    "code": 0,
    "timestamp": 1545102059229,
    "message": "success",
    "data": [{
        "contractCode": "CN1901",
        "askPrice": 49.4,
        "askSize": 2,
        "bidPrice": 49.39,
        "bidSize": 4,
        "latestSize": 1,
        "latestPrice": 49.39,
        "volume": -18140,
        "openInterest": 72189,
        "openInterestChange": 0,
        "settlement": 49.88,
        "high": 49.59,
        "low": 49.14,
        "latestTime": 1545102035000,
        "open": 49.16,
        "limitUp": 55.88,
        "limitDown": 43.88
    }]
}

Get Futures Market Depth Data

Corresponding Request Class: FutureDepthRequest

Description

Get futures market depth data.

Parameters

Parameter	Type	Required	Description
contractCodes	array	Yes	List of contract codes, supports main contracts, e.g., CL1901/CLmain

Returns

List of FutureDepthItem objects

FutureDepthItem field descriptions:

Name	Type	Description
contractCode	string	Contract code
contractId	string	Contract ID
ask	`List<FutureDepthAskBidItem>`	Ask levels
bid	`List<FutureDepthAskBidItem>`	Bid levels

FutureDepthAskBidItem field descriptions:

Name	Type	Description
price	BigDecimal	Order price
volume	Long	Order volume

Example

FutureDepthRequest request = FutureDepthRequest.newRequest(Collections.singletonList("XWmain"));
FutureRealTimeQuoteResponse response = client.execute(request);
System.out.println(response.getFutureDepthItems());

Response Example

{
  "code" : 0,
  "message" : "success",
  "timestamp" : 1754983558519,
  "sign" : "mfa4bnsB6ZNezDuPzqiKt7fIz/pVVfB/xcXoCPZh7q+4TXeXvAu6FgGd1NmsCMf10JQNXibes/+ayMrVxdT3VVsOqVfOAqaeyyB6cDISdIajArHlIVc16eCtv2s2ceoAL+XGFpNTJNof9TH0b9SzL5RYZy7xhVBe4MGGeXXdFfs=",
  "data" : [ {
    "lang" : null,
    "contractId" : "b1846ff7d24744a3a6b16b11ebeb16ee",
    "contractCode" : "XWmain",
    "ask" : [ {
      "price" : 5.12000,
      "volume" : 4
    }, {
      "price" : 5.12125,
      "volume" : 5
    }, {
      "price" : 5.12250,
      "volume" : 4
    }],
    "bid" : [ {
      "price" : 5.11625,
      "volume" : 7
    }, {
      "price" : 5.11500,
      "volume" : 6
    }, {
      "price" : 5.11375,
      "volume" : 4
    }],
    "account" : null
  } ],
  "success" : true
}

Get Futures Tick-by-Tick Data

Corresponding Request Class: FutureTickRequest

Description

The index resets to 0 every day at 6:00 AM Beijing time. Tick-by-tick data from the previous day is cleared one minute before the earliest trading session (auction or trading) begins. New tick-by-tick data is recorded after the new trading session starts. This reset occurs only once per day, meaning multiple trading sessions within the same trading day do not trigger additional resets.

⚠️
Caution
Once the previous day's tick-by-tick data is cleared, the API can no longer access this data. For example: GC2504 tick data can be accessed before 5:59 AM, but will reset to index 0 at 6:00 AM.

Parameters

Parameter	Type	Required	Description
contractCode	string	Yes	Futures contract code, e.g., CL1901
beginIndex	long	Yes	Start index. For the first request, beginIndex and endIndex can be set to -1. The first request returns the latest tick data. Subsequent requests can pass the last returned index value + 1
endIndex	long	Yes	End index. If the difference between end index and start index is greater than 1000, a maximum of 1000 records will be returned. When either end index or start index is set to -1, the query starts from the non-(-1) end and returns limit tick records.
limit	Int	No	Default is 200, maximum limit is 1000 records

beginIndex and endIndex Parameter Usage

Query Method	beginIndex	endIndex	Description
Query tick records forward	Specific value	-1	Example: beginIndex=10, endIndex=-1, limit=20, returns 20 records from 10 to 29.
Query tick records backward	-1	Specific value	Example: beginIndex=-1, endIndex=29, limit=20, returns 20 records from 10 to 29.
Query latest tick records	-1	-1	Returns limit latest tick records.
Query range index	Specific value	Specific value	Example: beginIndex=10, endIndex=100, returns 91 records from 10 to 100 inclusive. If limit is set to 20, returns 20 records from 10 to 29.

Returns

FutureTickBatchItem object

FutureTickBatchItem field descriptions:

Name	Type	Description
contractCode	string	Contract code
index	integer	Index
price	double	Trade price
volume	long	Trade volume
time	long	Time

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureTickResponse response = client.execute(FutureTickRequest.newRequest("CL2209", 10L, 100L,20));
System.out.println(response.getFutureTickItems());

Response Example

{
	"code": 0,
	"data": {
		"contractCode": "CL2209",
		"items": [{
			"index": 10,
			"price": 87.91,
			"time": 1660600802000,
			"volume": 6
		}, {
			"index": 11,
			"price": 87.90,
			"time": 1660600802000,
			"volume": 1
		}, {
			"index": 12,
			"price": 87.93,
			"time": 1660600802000,
			"volume": 1
		}, {
			"index": 13,
			"price": 87.91,
			"time": 1660600803000,
			"volume": 4
		}, {
			"index": 14,
			"price": 87.89,
			"time": 1660600804000,
			"volume": 1
		}, {
			"index": 15,
			"price": 87.90,
			"time": 1660600804000,
			"volume": 1
		}, {
			"index": 16,
			"price": 87.92,
			"time": 1660600804000,
			"volume": 2
		}, {
			"index": 17,
			"price": 87.91,
			"time": 1660600804000,
			"volume": 1
		}, {
			"index": 18,
			"price": 87.93,
			"time": 1660600805000,
			"volume": 8
		}, {
			"index": 19,
			"price": 87.93,
			"time": 1660600805000,
			"volume": 10
		}, {
			"index": 20,
			"price": 87.93,
			"time": 1660600805000,
			"volume": 7
		}, {
			"index": 21,
			"price": 87.93,
			"time": 1660600805000,
			"volume": 8
		}, {
			"index": 22,
			"price": 87.93,
			"time": 1660600805000,
			"volume": 7
		}, {
			"index": 23,
			"price": 87.95,
			"time": 1660600806000,
			"volume": 1
		}, {
			"index": 24,
			"price": 87.94,
			"time": 1660600806000,
			"volume": 1
		}, {
			"index": 25,
			"price": 87.95,
			"time": 1660600807000,
			"volume": 1
		}, {
			"index": 26,
			"price": 87.98,
			"time": 1660600807000,
			"volume": 1
		}, {
			"index": 27,
			"price": 87.99,
			"time": 1660600807000,
			"volume": 1
		}, {
			"index": 28,
			"price": 88.00,
			"time": 1660600807000,
			"volume": 1
		}, {
			"index": 29,
			"price": 87.97,
			"time": 1660600807000,
			"volume": 2
		}]
	},
	"message": "success",
	"sign": "llqaLoA5mQZN+nx1pGq5/mp1Ds5Z77uCvD+wM4TM7jtyvW",
	"success": true,
	"timestamp": 1660620843648
}

Get Futures K-line Data

Corresponding Request Class: FutureKlineRequest

Description

Provides daily K-line data for popular contracts over the past 10 years, and minute-level data for all contracts from August 2017 to present.

Results are returned in reverse chronological order starting from endTime.

For 1-minute K-line, if there are no trades within that minute, the K-line data for that minute will be missing. The interface can only retrieve K-line data for the latest minute after trades occur within that minute. If the first trade occurs at the 50th second, data cannot be retrieved before the 50th second.

Parameters

Parameter	Type	Required	Description
contractCodes	array	Yes	List of contract codes, supports main contracts, e.g., CL1901/CLmain
period	string	Yes	K-line period, values: "min", "3min", "5min", "10min","15min", "30min", "45min", "60min","2hour", "3hour", "4hour", "6hour","day", "week", "month"
beginTime	long	Yes	Start time (inclusive)
endTime	long	Yes	End time (exclusive)
limit	int	No	Request limit, default 200, maximum limit: 1000
pageToken	string	No	Pagination token (only supports single contract, queries with specified endTime), when using pageToken pagination, other query conditions cannot change

Returns

List of FutureKlineBatchItem objects

FutureKlineBatchItem field descriptions:

Field	Type	Description
contractCode	string	Contract code
nextPageToken	string	Token for querying next page (only valid for single contract code with non-null endTime not equal to -1), returns null if no more data
items	array	K-line array, see field descriptions below

K-line data items attributes:

Name	Type	Description
lastTime	long	Time of latest price trade
volume	long	Traded contracts
openInterest	no	Open interest
open	double	Opening price
close	double	Closing price
time	long	Time
high	double	Highest price
low	double	Lowest price
settlement	double	Settlement price, returns 0 when not generated

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1901");

FutureKlineResponse response = client.execute(
    FutureKlineRequest.newRequest(contractCodes, FutureKType.min15, 1535634249489L,
        1538807049489L, 200));
System.out.println(response.getFutureKlineItems());

Response Example

{
        "code": 0,
        "timestamp": 1545105097358,
        "message": "success",
        "data": [{
                "contractCode": "CL1901",
                "items": [{
                                "lastTime": 1545083998000,
                                "volume": 124206,
                                "high": 51.87,
                                "openInterest": 90329,
                                "low": 4901,
                                "time": 1545084000000,
                                "close": 49.16,
                                "open": 51.25,
                                "settlement": 49.88
                        },
                        {
                                "lastTime": 1544824796000,
                                "volume": 434074,
                                "high": 52.95,
                                "openInterest": 131753,
                                "low": 5084,
                                "time": 1544824800000,
                                "close": 51.23,
                                "open": 52.83,
                                "settlement": 51.2
                        },
                        {
                                "lastTime": 1544738399000,
                                "volume": 593178,
                                "high": 53.27,
                                "openInterest": 186783,
                                "low": 5035,
                                "time": 1544738400000,
                                "close": 52.85,
                                "open": 51.2,
                                "settlement": 52.58
                        }
                ]
        }]
}

PageToken Example

    List<String> contractCodes = new ArrayList<>();
    contractCodes.add("NGmain");
    // pagetoken only for single symbol and specified endTime
    FutureKlineRequest request = FutureKlineRequest.newRequest(contractCodes, FutureKType.day,
        1650920400000L, 1651870900000L, 3);

    int count = 1;
    while (true) {
      FutureKlineResponse response = client.execute(request);
      System.out.println("search time:" + count + ", success:" + response.isSuccess() + ", msg:" + response.getMessage());
      if (!response.isSuccess()) {
        break;
      }
      System.out.println(response.getFutureKlineItems());
      if (response.getFutureKlineItems().size() == 0) {
        break;
      }
      String nextPageToken = response.getFutureKlineItems().get(0).getNextPageToken();
      if (nextPageToken == null) {
        break;
      }
      count++;
      // 10 times per minute
      try {
        TimeUnit.SECONDS.sleep(6);
      } catch (InterruptedException e) {
        e.printStackTrace();
      }
      // set nextPageToken and search next page data
      request.withPageToken(nextPageToken);
    }