Contract reference data
Root, month, expiry, venue, multiplier, tick size, currency, and status.
FUTURES API
Futures Trader API
Developer guidance for futures contract identity, market-data semantics, execution state, session calendars, and controlled automation.
Developer overview
What this API category covers
A Futures Trader API must represent specific contracts, not only familiar root symbols. Contract month, venue, expiry, multiplier, tick size, trading schedule, and currency affect both data and order validation. Continuous charts are derived research series and must be translated into a tradable contract before execution.
Do not choose an interface from a marketing checklist alone. Verify schemas, units, timestamps, permissions, failure behavior, testing conditions, and data-use terms for the exact product and account. A production integration should be able to recover authoritative state after a disconnect without guessing.
Capability map
Core integration responsibilities
Use these responsibilities to define architecture, acceptance tests, and provider evidence.
Market depth
Bid and ask levels, quantities, sequence handling, snapshots, and recovery.
Historical series
Individual contracts, continuous methods, roll rules, adjustments, and sessions.
Order workflows
Valid increments, order types, time in force, state, fills, cancel, and replace.
Position and margin
Contract quantities, economic exposure, available funds, and changing requirements.
Risk controls
Notional limits, position limits, expiry rules, session checks, and kill switches.
Implementation
Production checklist
- Use provider identifiers for each contract.
- Store multiplier and tick value.
- Document continuous-series roll methodology.
- Model exchange sessions and holidays.
- Round prices and quantities with decimal rules.
- Reconcile fills and positions after reconnect.
- Treat margin as time-sensitive, not maximum loss.
- Test expiry and contract-transition workflows.
Conceptual adapter
const adapter = {
instruments: "provider identifiers",
timestamps: "UTC + source context",
numbers: "exact decimals",
streaming: "snapshot + recovery",
orders: "idempotent state machine",
credentials: "server-side only",
evidence: "docs + tests + logs"
};
Related research
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Read guide →FAQ
Futures Trader API questions
What is a Futures Trader API?
It is an interface for futures reference data, market data, accounts, positions, or order workflows involving specific exchange-listed contracts.
What is a continuous futures series?
It is a derived historical series that switches among contracts according to a roll rule and may apply price adjustments. It is not itself a tradable contract.
Why does tick value matter?
The minimum price increment and contract multiplier determine the economic value of a move and are needed for order validation and risk calculations.
Does an API roll positions automatically?
Do not assume it does. Verify platform behavior and implement explicit expiry and roll controls appropriate to the strategy.