Futures Trades (Time & Sales)
https://api.unusualwhales.com/api/futures/{contract}/trades
Request
Authorization: Bearer <token>
Path Parameters
contract
string
required
Dated CME contract symbol, e.g. ESU6.
Query Parameters
limit
integer
optional
Max rows (default 100, max 500).
older_than
string
optional
Cursor: return trades executed before this ISO8601 timestamp.
newer_than
string
optional
Cursor: return trades executed after this ISO8601 timestamp.
skip_blocks
boolean
optional
Set to true to exclude CME block trades and return only regular prints.
blocks_only
boolean
optional
Set to true to return only CME block trades.
min_notional
number
optional
Minimum notional (price x size x multiplier). Needs secdef economics.
Responses
200 422 500Response Body 200 OK
action
string
Block trades only.
clr_sym
string
Block trades only. CME clearing symbol.
crossed
boolean
NBBO bid above ask. Regular prints only.
executed_at
string
is_block
boolean
True for CME block trades, false for regular prints.
is_spread
boolean
Calendar or inter-commodity spread.
legs
array[object]
Block trades only. Legs of a multi-leg (MLEG) strategy.
nbbo_ask
string
Regular prints only.
nbbo_bid
string
Regular prints only.
price
string
qty
string
Block trades only.
reported_at
string
Block trades only.
sec_type
string
Block trades only. FUT, OPT, MLEG, etc.
side
string
Regular prints only.
size
integer
Regular prints only.
strategy_link_id
integer
Block trades only.
trade_id
integer
curl -X GET "https://api.unusualwhales.com/api/futures/{contract}/trades" \
-H "Authorization: Bearer YOUR_API_KEY" \
-H "Accept: application/json"
{
"data": [
{
"action": "string",
"clr_sym": "string",
"crossed": true,
"executed_at": "string",
"is_block": true
}
]
}