Futures Batch K-line Query API Futures API REST API Batch obtain complete K-line data for multiple futures contracts, covering China's four major futures exchanges and mainstream international futures markets. Provide standardized time series data, including opening price, highest price, lowest price, closing price, trading volume, and open interest - complete OHLC indicators, supporting multi-period queries from minute lines to monthly lines.

Docs
REST API
Future
Batch Real-Time Kline
Please select

Real-Time Kline

GET
/future/klines

Request Parameters

regionenumRequired
US
Market code
codesstringRequired
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/klines?region=US&codes=NQ,ES&kType=2&limit=5"

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

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

print(response.text)

###Query URL

GET
https://api.itick.io/future/klines?region=US&codes=NQ,ES&kType=2&limit=5

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "ES": [
      {
        "tu": 12135305.25,
        "c": 6381.25,
        "t": 1754656800000,
        "v": 1902,
        "h": 6382.25,
        "l": 6377.75,
        "o": 6379.25
      }
    ],
    "NQ": [
      {
        "tu": 31835798.75,
        "c": 23535,
        "t": 1754656800000,
        "v": 1353,
        "h": 23539.25,
        "l": 23518.5,
        "o": 23527.5
      }
    ]
  }
}
Batch Real-Time DepthFutures Market

Batch obtain real-time order book depth data for multiple futures contracts. Provide complete buy-sell order book lists, including multi-level prices and order volumes, with millisecond-level real-time updates.

Fund MarketReal-Time Tick

Provides comprehensive fund data API. For on-exchange funds, it offers real-time tick-level transactions and order book data for ETFs, LOFs and other varieties; for off-exchange funds, it provides accurate intraday real-time NAV estimates (IOPV) and official NAV after market close. Data covers mainstream markets including Chinese funds, US funds, and Hong Kong funds.