> ## Documentation Index > Fetch the complete documentation index at: https://api.unusualwhales.com/docs/llms.txt > Use this file to discover all available pages before exploring further. > ## Agent Instructions > API requests use the base URL https://api.unusualwhales.com and require a bearer token in the `Authorization` header (`Authorization: Bearer `). Create and manage API tokens at https://unusualwhales.com/dashboard/api. > For live market data inside an AI tool, use the Unusual Whales MCP server at https://unusualwhales.com/public-api/mcp. > Instructions for agents using Unusual Whales tools: https://unusualwhales.com/skill.md # Futures block trades > Receive live CME block trades in futures contracts and multi-leg futures strategies, across all symbols or for a single symbol. **NOTE:** This is the documentation for the websocket channels `futures_blocks` and `futures_blocks:`. The channels are available on the Advanced API tier, or with the `futures` add-on. Contact [oskar@unusualwhales.com](mailto:oskar@unusualwhales.com), [enterprise@unusualwhales.com](mailto:enterprise@unusualwhales.com) or [nastja.petrovic@unusualwhales.com](mailto:nastja.petrovic@unusualwhales.com) for access. You can find fully-functional examples that stream data from many channels here: * Python: [https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output](https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output) * Javascript: [https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output-nodejs](https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output-nodejs) Connect to the websocket URI: `wss://api.unusualwhales.com/socket?token=` then `join` the channel you wish to stream, for example `futures_blocks:ESZ6` for block trades in `ESZ6`. Omit the symbol suffix (`futures_blocks`) to receive block trades in every contract and strategy. Each message carries one CME block trade in a futures contract or in a multi-leg futures strategy. CME publishes a block trade after it executes: `executed_at` is when the trade executed and `reported_at` is when CME reported it. ### Delivery characteristics * **A block trade can be sent more than once.** CME reports a block with the action `new`, and reports it again with `update` when the block changes or `delete` when CME removes it. The newest message for a block replaces the earlier ones. Identify a block by `trade_id`, `exchange` and `trade_date` together, because CME reuses a `trade_id` in later sessions. A repeated report, or one older than the last message sent for the block, is not sent. * **A multi-leg trade arrives as one message.** For a multi-leg (`MLEG`) block the `legs` array lists the legs. CME also reports each leg as a separate trade, and the channel does not send those. * **`futures_blocks:` matches `sym` exactly, and the symbol is case-sensitive.** A multi-leg block goes to the channel of its strategy symbol, such as `futures_blocks:SR3:GN`, not to the channels of its leg contracts. * **Only futures and multi-leg blocks are sent.** `sec_type` is `FUT` or `MLEG`. Block trades in options on futures are not sent on this channel. * **The channel sends nothing when you join.** To load earlier block trades, call [`/futures/:contract/trades`](https://api.unusualwhales.com/docs/operations/PublicApi.FuturesController.trades) or [`/futures/flow`](https://api.unusualwhales.com/docs/operations/PublicApi.FuturesController.flow) with `blocks_only=true`. * **Joining without access returns an error.** Without the Advanced API tier or the `futures` add-on, a join is answered with an `{"error": "..."}` frame and the connection stays open. Payload format for a single contract: ``` [ "futures_blocks:ESZ6", { "sym": "ESZ6", "product": "ES", "exchange": "XCME", "trade_date": "2026-09-18", "executed_at": 1789741867000, "reported_at": 1789741912000, "price": "6612.25", "qty": "250", "sec_type": "FUT", "action": "new", "trade_id": 84213907, "strategy_link_id": null, "legs": [], "quote_bid": "6612.00", "quote_ask": "6612.25", "quote_ts": 1789741866950, "is_block": true } ] ``` Payload format for a multi-leg strategy: ``` [ "futures_blocks", { "sym": "SR3:GN", "product": "", "exchange": "XCME", "trade_date": "2026-09-18", "executed_at": 1789742100000, "reported_at": 1789742160000, "price": null, "qty": "2500", "sec_type": "MLEG", "action": "new", "trade_id": 22693914, "strategy_link_id": 22693914, "legs": [ { "sym": "SR3Z6 C9606", "price": "0.12", "qty": "2500", "sec_type": "OOF", "leg_side": "BUY", "ratio_qty": "1" } ], "quote_bid": null, "quote_ask": null, "quote_ts": null, "is_block": true } ] ``` ### Field reference `price`, `qty` and the leg prices and quantities are decimal strings with at most 8 decimal places. Timestamps are Unix timestamps in milliseconds. | Field | Type | Description | | - | - | - | | `sym` | string | CME Globex symbol of the contract, such as `ESZ6`, or of the strategy for a multi-leg trade, such as `SR3:GN`. Same as the `:` suffix on the keyed channel name. | | `product` | string | Globex product root of the contract, such as `ES` or `ZN`. Empty string for multi-leg trades and for contracts whose root is not known yet. | | `exchange` | string | Exchange MIC, such as `XCME` or `XCBT`. Empty string when unavailable. | | `trade_date` | string | CME trade date in `YYYY-MM-DD` format. | | `executed_at` | int | Time the trade executed. | | `reported_at` | int | Time CME reported the block trade. | | `price` | decimal string \| null | Trade price. `null` when CME reports no price, which is the case for multi-leg trades. Their prices are on the legs. | | `qty` | decimal string | Traded quantity. | | `sec_type` | string | `FUT` for a futures contract, `MLEG` for a multi-leg strategy. | | `action` | string | `new`, `update` or `delete`. | | `trade_id` | int | CME trade ID. Unique only together with `exchange` and `trade_date`. | | `strategy_link_id` | int \| null | CME strategy link ID. `null` when CME sends none. When present, it equals `trade_id`. | | `legs` | object\[] | The legs of a multi-leg trade, described below. Empty for a single contract. | | `quote_bid` | decimal string \| null | Best bid recorded with the contract's last regular (non-block) trade at or before `reported_at`, from at most 3 days earlier. `null` for multi-leg trades, for `delete` messages, and when there is no such trade. | | `quote_ask` | decimal string \| null | Best ask recorded with the same trade as `quote_bid`. `null` in the same cases. | | `quote_ts` | int \| null | Time that regular trade executed. `null` in the same cases. | | `is_block` | boolean | Always `true`. The REST futures trade endpoints carry the same field to tell block trades from regular prints. | Each entry of `legs`: | Field | Type | Description | | - | - | - | | `sym` | string | CME Globex symbol of the leg, such as `SR3Z6 C9606`. | | `price` | decimal string \| null | Leg price. `null` when CME sends none. | | `qty` | decimal string | Leg quantity. | | `sec_type` | string | Security type of the leg as CME reports it, such as `FUT` or `OOF` (option on a future). | | `leg_side` | string \| null | Side of the leg as CME reports it, such as `BUY`. `null` when CME sends none. | | `ratio_qty` | string \| null | Ratio quantity of the leg within the strategy, such as `1`. `null` when CME sends none. |