Futures Trades (Time & Sales)
Newest-first trade prints for a contract, cursor-paginated via older_than/newer_than.
Response includes both regular and CME block trades by default; each row has is_block to distinguish them.
Pass blocks_only=true to return only block trades.
Pass skip_blocks=true to exclude block trades and return only regular prints.
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.
Path Parameters
Dated CME contract symbol, e.g. ESU6.
Query Parameters
Max rows (default 100, max 500).
Cursor: return trades executed before this ISO8601 timestamp.
Cursor: return trades executed after this ISO8601 timestamp.
Set to true to exclude CME block trades and return only regular prints.
Set to true to return only CME block trades.
Minimum notional (price x size x multiplier). Needs secdef economics.
Response
Newest-first trade prints (time & sales) for a contract.
CME block trades are included by default alongside regular prints. Use blocks_only=true to return only block trades, or skip_blocks=true to exclude them.
Each row carries is_block to distinguish regular prints from block trades.
Block-trade rows include reported_at, qty, sec_type, action, clr_sym, strategy_link_id, and legs.
Regular-print rows include size, side, nbbo_bid, nbbo_ask, and crossed.
