Futures K-line Data API Futures API REST API Complete K-line data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and various types. Includes complete indicators such as opening price, highest price, lowest price, closing price, trading volume and open interest, supporting multi-period queries from minute lines to monthly lines. Data is adjusted for continuity.

Docs
REST API
Future
Real-Time Kline
Please select

Real-Time Kline

GET
/future/kline

Request Parameters

regionenumRequired
US
Market code
codestringRequired
Product code
kTypeenumRequired
5 minutes
Interval: 1 minute, 2 five minutes, 3 fifteen minutes, 4 thirty minutes, 5 one hour, 8 one day, 9 one week, 10 one month
etstring
When the query end timestamp (e.g., 1751328000000) is empty, it defaults to the current timestamp.
limitstringRequired
Number of records to query

Response Parameters

codenumber
Response code
msgstring
Response description
dataarray(object)
Response result
tunumber
Transaction amount
cnumber
Closing price of the Kline
tnumber
Timestamp
vnumber
Transaction volume
hnumber
Highest price of the Kline
lnumber
Lowest price of the Kline
onumber
Opening price of the Kline

Code Examples

import requests

url = "https://api.itick.io/future/kline?region=US&code=NQ&kType=2&limit=10"

headers = {
"accept": "application/json"
"token": "Your Token"
}

response = requests.get(url, headers=headers)

print(response.text)

###Query URL

GET
https://api.itick.io/future/kline?region=US&code=NQ&kType=2&limit=10

Response Result

{
  "code": 0,
  "msg": null,
  "data": [
    {
      "tu": 31835798.75,
      "c": 23535,
      "t": 1754656800000,
      "v": 1353,
      "h": 23539.25,
      "l": 23518.5,
      "o": 23527.5
    }
  ]
}
Real-Time DepthFutures Market

Real-time order book depth data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including multi-level buy-sell prices, order volumes and real-time order book changes. Data is accurate to the millisecond level, covering major domestic and international futures exchanges.

Futures MarketBatch Real-Time Tick

Batch obtain real-time Tick data for multiple futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and all types of contracts. Provide millisecond-accurate transaction-by-transaction records, including transaction prices, trading volumes, buy/sell directions and timestamps, along with real-time order book snapshots.