Futures Flow
Newest-first trade prints across ALL contracts, block trades included by default.
Each row carries is_block and is_spread. Optional server-side filters narrow the feed.
For real time streaming of block trades, subscribe to the futures_blocks websocket channel, see https://api.unusualwhales.com/docs/websocket/futures-block-trades.
Available on the Advanced API tier, or with the futures add-on — contact [email protected], [email protected] or [email protected] for access.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
Max rows (default 100, max 500).
Cursor: return trades executed before this ISO8601 timestamp.
Cursor: return trades executed after this ISO8601 timestamp.
Comma-separated CME product codes to include, e.g. ES,NQ.
Filter by aggressor side. Case-sensitive.
buy, sell Minimum trade size (contracts).
Maximum trade size (contracts).
Minimum trade price.
Maximum trade price.
Minimum notional (price x size x multiplier). Needs secdef economics.
Set to false to exclude calendar/spread contracts.
Set to true to exclude CME block trades.
Set to true to return only CME block trades.
Response
Newest-first trade prints across all contracts, with the contract and product on each row.
