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US Futures Trade Only Minute Bar

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/api/v1/data/us-futures/fut-trades-1min

The U.S. Futures Trade-Only Minute Bar dataset provides one-minute aggregated, event-based bar derived exclusively from executed trade activity for CME-listed futures contracts. Each one-minute interval includes Open, High, Low, and Close (OHLC) prices calculated from trade events, along with trade volume, dollar volume, and trade count. The dataset also includes buy-side and sell-side aggressor trade counts, enabling analysis of short-horizon order-flow imbalance and intraday trading behavior without incorporating quote dynamics. The dataset covers major futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX, and is constructed from trade-only events (quotes excluded) and is designed to support intraday futures analysis, including execution studies, volume-based strategies, and behavioral research where trade activity alone is the primary signal.

For more details, please refer to the dataset documentation: US Futures Trade Only Minute Bar Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

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Responses​

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter