Polygon Futures:aggregates API

The futures:aggregates API from Polygon — 1 operation(s) for futures:aggregates.

Operations 1

GET /futures/v1/aggs/{ticker} Aggregates #

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OpenAPI Specification

polygon-futures-aggregates-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  description: The future of fintech.
  title: Polygon Futures:aggregates API
  version: 1.0.0
servers:
- description: Polygon Platform API
  url: https://api.polygon.io
- description: Polygon Platform API (Staging)
  url: https://api.staging.polygon.io
security:
- apiKey: []
tags:
- name: futures:aggregates
paths:
  /futures/v1/aggs/{ticker}:
    get:
      description: Get aggregates for a contract in a given time range.
      operationId: AggregatesV1
      parameters:
      - description: The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).
        example: GCJ5
        in: path
        name: ticker
        required: true
        schema:
          type: string
        x-polygon-go-id: Ticker
      - description: 'The size of each aggregate candle, specified as a number followed by a unit: `sec`, `min`, `hour`, `session`, `week`, `month`, `quarter`, or `year`.


          Each unit has a maximum multiplier. For instance, minute candles go up to `59min` — after that, use `1hour`. Requesting an unsupported size returns a `400 Bad Request`.'
        example: 1min
        in: query
        name: resolution
        schema:
          default: 1session
          type: string
      - description: 'Filter by the start time of each candle. Accepts a `YYYY-MM-DD` date or a nanosecond Unix timestamp. The value is snapped to the start of the matching candle interval.


          When omitted, the API returns the most recent candles up to `limit`.


          Use comparison suffixes to query a range:

          - `window_start.gte` — greater than or equal to

          - `window_start.gt` — greater than

          - `window_start.lte` — less than or equal to

          - `window_start.lt` — less than


          **Examples**

          - Most recent minute candles: `/v1/aggs/ESU5?resolution=1min&limit=5`

          - Single daily candle: `/v1/aggs/ESU5?resolution=1session&window_start=2025-08-05`

          - Date range: `/v1/aggs/ESU5?resolution=1session&window_start.gte=2025-07-01&window_start.lte=2025-07-31`

          - After a timestamp: `/v1/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`'
        in: query
        name: window_start
        schema:
          type: string
        x-polygon-filter-field:
          range: true
      - description: The number of results to return per page (default=1000, maximum=50000, minimum=1).
        in: query
        name: limit
        schema:
          default: 1000
          maximum: 50000
          minimum: 1
          type: integer
      - description: Range by window_start.
        in: query
        name: window_start.gte
        schema:
          type: string
      - description: Range by window_start.
        in: query
        name: window_start.gt
        schema:
          type: string
      - description: Range by window_start.
        in: query
        name: window_start.lte
        schema:
          type: string
      - description: Range by window_start.
        in: query
        name: window_start.lt
        schema:
          type: string
      - description: Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').
        in: query
        name: sort
        schema:
          default: window_start.desc
          enum:
          - window_start.asc
          - window_start.desc
          example: window_start.desc
          type: string
      responses:
        '200':
          content:
            application/json:
              example:
                request_id: b452e45b7eaad14151c3e1ce5129b558
                results:
                - close: 2874.2
                  dollar_volume: 380560636.01
                  high: 2877.1
                  low: 2837.4
                  open: 2849.8
                  session_end_date: '2025-02-04'
                  settlement_price: 2875.8
                  ticker: GCJ5
                  transactions: 74223
                  volume: 133072
                  window_start: 1738627200000000000
                - close: 2884.8
                  dollar_volume: 448429944.1
                  high: 2906
                  low: 2870.1
                  open: 2873.7
                  session_end_date: '2025-02-05'
                  settlement_price: 2893
                  ticker: GCJ5
                  transactions: 83673
                  volume: 155170
                  window_start: 1738713600000000000
                status: OK
              schema:
                properties:
                  next_url:
                    description: If present, the URL to the next page of results.
                    type: string
                  results:
                    items:
                      properties:
                        close:
                          description: The last price within the timeframe.
                          format: double
                          type: number
                        dollar_volume:
                          description: The total dollar volume of the transactions that occurred within the timeframe.
                          format: double
                          type: number
                        high:
                          description: The highest price within the timeframe.
                          format: double
                          type: number
                        low:
                          description: The lowest price within the timeframe.
                          format: double
                          type: number
                        open:
                          description: The opening price within the timeframe.
                          format: double
                          type: number
                        session_end_date:
                          description: Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.
                          type: string
                        settlement_price:
                          description: The price the contract would have cost to settle for this session.
                          format: double
                          type: number
                        ticker:
                          description: The ticker for the contract.
                          type: string
                        transactions:
                          description: The number of transactions that occurred within the timeframe.
                          format: int64
                          type: integer
                        volume:
                          description: The number of contracts that traded within the timeframe.
                          format: int64
                          type: integer
                        window_start:
                          description: The timestamp of the beginning of the candlestick’s aggregation window.
                          format: int64
                          type: integer
                          x-polygon-go-type:
                            name: INanoseconds
                            path: github.com/polygon-io/ptime
                      required:
                      - ticker
                      - window_start
                      - session_end_date
                      - open
                      - high
                      - low
                      - close
                      - transactions
                      - volume
                      - dollar_volume
                      type: object
                    type: array
                  status:
                    description: The status of the response.
                    type: string
                required:
                - status
                - results
                type: object
          description: A list of aggregates.
      summary: Aggregates
      tags:
      - futures:aggregates
      x-polygon-entitlement-data-type:
        description: Aggregate data
        name: aggregates
      x-polygon-entitlement-market-type:
        description: Futures data
        name: futures
components:
  securitySchemes:
    apiKey:
      in: query
      name: apiKey
      type: apiKey
x-polygon-order:
  crypto:
    market:
    - launchpad: shared
      paths:
      - /v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}
    - launchpad: exclusive
      paths:
      - /v1/summaries
    - paths:
      - /v2/aggs/grouped/locale/global/market/crypto/{date}
    - paths:
      - /v1/open-close/crypto/{from}/{to}/{date}
    - paths:
      - /v2/aggs/ticker/{cryptoTicker}/prev
    - paths:
      - /v3/trades/{cryptoTicker}
    - paths:
      - /v1/historic/crypto/{from}/{to}/{date}
    - paths:
      - /v1/last/crypto/{from}/{to}
    - group: Snapshots
      paths:
      - /v2/snapshot/locale/global/markets/crypto/tickers
      - /v2/snapshot/locale/global/markets/crypto/{direction}
      - /v2/snapshot/locale/global/markets/crypto/tickers/{ticker}
      - /v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book
      - /v3/snapshot
    - group: Technical Indicators
      paths:
      - /v1/indicators/sma/{cryptoTicker}
      - /v1/indicators/ema/{cryptoTicker}
      - /v1/indicators/macd/{cryptoTicker}
      - /v1/indicators/rsi/{cryptoTicker}
    reference:
    - paths:
      - /v3/reference/tickers
    - paths:
      - /v1/marketstatus/upcoming
    - paths:
      - /v1/marketstatus/now
    - paths:
      - /v3/reference/conditions
    - paths:
      - /v3/reference/exchanges
  fx:
    market:
    - launchpad: shared
      paths:
      - /v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}
    - launchpad: exclusive
      paths:
      - /v1/summaries
    - paths:
      - /v2/aggs/grouped/locale/global/market/fx/{date}
    - paths:
      - /v2/aggs/ticker/{forexTicker}/prev
    - paths:
      - /v3/quotes/{fxTicker}
    - paths:
      - /v1/historic/forex/{from}/{to}/{date}
    - paths:
      - /v1/last_quote/currencies/{from}/{to}
    - paths:
      - /v1/conversion/{from}/{to}
    - group: Snapshots
      paths:
      - /v2/snapshot/locale/global/markets/forex/tickers
      - /v2/snapshot/locale/global/markets/forex/{direction}
      - /v2/snapshot/locale/global/markets/forex/tickers/{ticker}
      - /v3/snapshot
    - group: Technical Indicators
      paths:
      - /v1/indicators/sma/{fxTicker}
      - /v1/indicators/ema/{fxTicker}
      - /v1/indicators/macd/{fxTicker}
      - /v1/indicators/rsi/{fxTicker}
    reference:
    - paths:
      - /v3/reference/tickers
    - paths:
      - /v1/marketstatus/upcoming
    - paths:
      - /v1/marketstatus/now
    - paths:
      - /v3/reference/conditions
    - paths:
      - /v3/reference/exchanges
  indices:
    market:
    - launchpad: shared
      paths:
      - /v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}
    - paths:
      - /v2/aggs/ticker/{indicesTicker}/prev
    - paths:
      - /v1/open-close/{indicesTicker}/{date}
    - group: Technical Indicators
      paths:
      - /v1/indicators/sma/{indicesTicker}
      - /v1/indicators/ema/{indicesTicker}
      - /v1/indicators/macd/{indicesTicker}
      - /v1/indicators/rsi/{indicesTicker}
    - group: Snapshots
      paths:
      - /v3/snapshot/indices
      - /v3/snapshot
    reference:
    - paths:
      - /v3/reference/tickers
    - paths:
      - /v3/reference/tickers/types
    - paths:
      - /v1/marketstatus/upcoming
    - paths:
      - /v1/marketstatus/now
  options:
    market:
    - launchpad: shared
      paths:
      - /v2/aggs/ticker/{optionsTicker}/range/{multiplier}/{timespan}/{from}/{to}
    - launchpad: exclusive
      paths:
      - /v1/summaries
    - paths:
      - /v1/open-close/{optionsTicker}/{date}
    - paths:
      - /v2/aggs/ticker/{optionsTicker}/prev
    - paths:
      - /v3/trades/{optionsTicker}
    - paths:
      - /v2/last/trade/{optionsTicker}
    - paths:
      - /v3/quotes/{optionsTicker}
    - group: Snapshots
      paths:
      - /v3/snapshot/options/{underlyingAsset}/{optionContract}
      - /v3/snapshot/options/{underlyingAsset}
      - /v3/snapshot
    - group: Technical Indicators
      paths:
      - /v1/indicators/sma/{optionsTicker}
      - /v1/indicators/ema/{optionsTicker}
      - /v1/indicators/macd/{optionsTicker}
      - /v1/indicators/rsi/{optionsTicker}
    reference:
    - paths:
      - /v3/reference/options/contracts/{options_ticker}
    - paths:
      - /v3/reference/options/contracts
    - paths:
      - /v3/reference/tickers
    - paths:
      - /v1/meta/symbols/{stocksTicker}/company
    - paths:
      - /v3/reference/tickers/{ticker}
    - paths:
      - /v2/reference/news
    - paths:
      - /v3/reference/tickers/types
    - paths:
      - /v1/marketstatus/upcoming
    - paths:
      - /v1/marketstatus/now
    - paths:
      - /v3/reference/conditions
    - paths:
      - /v3/reference/exchanges
  stocks:
    market:
    - launchpad: shared
      paths:
      - /v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{from}/{to}
    - launchpad: exclusive
      paths:
      - /v1/summaries
    - paths:
      - /v2/aggs/grouped/locale/us/market/stocks/{date}
    - paths:
      - /v1/open-close/{stocksTicker}/{date}
    - paths:
      - /v2/aggs/ticker/{stocksTicker}/prev
    - paths:
      - /v3/trades/{stockTicker}
    - paths:
      - /v2/ticks/stocks/trades/{ticker}/{date}
    - paths:
      - /v2/last/trade/{stocksTicker}
    - paths:
      - /v3/quotes/{stockTicker}
    - paths:
      - /v2/ticks/stocks/nbbo/{ticker}/{date}
    - paths:
      - /v2/last/nbbo/{stocksTicker}
    - group: Snapshots
      paths:
      - /v2/snapshot/locale/us/markets/stocks/tickers
      - /v2/snapshot/locale/us/markets/stocks/{direction}
      - /v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}
      - /v3/snapshot
    - group: Technical Indicators
      paths:
      - /v1/indicators/sma/{stockTicker}
      - /v1/indicators/ema/{stockTicker}
      - /v1/indicators/macd/{stockTicker}
      - /v1/indicators/rsi/{stockTicker}
    reference:
    - paths:
      - /v3/reference/tickers
    - paths:
      - /v1/meta/symbols/{stocksTicker}/company
    - paths:
      - /v3/reference/tickers/{ticker}
    - paths:
      - /vX/reference/tickers/{id}/events
    - paths:
      - /v2/reference/news
    - paths:
      - /v3/reference/tickers/types
    - paths:
      - /vX/reference/tickers/taxonomies
    - paths:
      - /v1/marketstatus/upcoming
    - paths:
      - /v1/marketstatus/now
    - group: SEC Filings
      paths:
      - /v1/reference/sec/filings
      - /v1/reference/sec/filings/{filing_id}
      - /v1/reference/sec/filings/{filing_id}/files
      - /v1/reference/sec/filings/{filing_id}/files/{file_id}
    - paths:
      - /v3/reference/splits
    - paths:
      - /v3/reference/dividends
    - paths:
      - /vX/reference/financials
    - paths:
      - /v3/reference/conditions
    - paths:
      - /v3/reference/exchanges
    - paths:
      - /v1/related-companies/{ticker}
    - paths:
      - /vX/reference/ipos
    - paths:
      - /vX/reference/short-interest/{identifier_type}/{identifier}
    - paths:
      - stocks/vX/listings
      - stocks/vX/listing/{identifier_type}/{identifier}
      - stocks/vX/listings/updates