Futures & Derivatives
Covers CFFEX stock-index futures (IF/IC/IM/IH) and SHFE, INE, DCE, CZCE commodity futures main-continuous contracts, updated daily on T+0.
| Method | Endpoint | Description |
|---|
| GET | /v1/futures/index/history | Stock-index futures kline |
| GET | /v1/futures/commodity/history | Commodity futures kline |
| GET | /v1/futures/index/snapshot | Index-futures snapshot |
| GET | /v1/futures/symbols | Contract list |
1. Stock-Index Futures Kline
| Method | Endpoint |
|---|
| GET | /v1/futures/index/history |
Daily kline for CFFEX stock-index futures main-continuous contracts: IF (CSI 300), IC (CSI 500), IM (CSI 1000), IH (SSE 50).
| Parameter | Type | Required | Description |
|---|
symbol | string | ✓ | Root code (IF / IC / IM / IH) |
start_date | string | - | Start date (YYYY-MM-DD) |
end_date | string | - | End date (YYYY-MM-DD) |
limit | int | - | Max records (default 500) |
Response includes open, high, low, close, settle, volume, open_interest.
2. Commodity Futures Kline
| Method | Endpoint |
|---|
| GET | /v1/futures/commodity/history |
Daily kline for commodity futures main-continuous contracts: RB (rebar), SC (crude oil), AU (gold), AG (silver), CU (copper), AL (aluminum), HC (hot-rolled coil), FU (fuel oil), M (soybean meal), RM (rapeseed meal), CF (cotton), SR (white sugar).
| Parameter | Type | Required | Description |
|---|
symbol | string | ✓ | Root code (RB / SC / AU / CU / AL / AG / HC / FU / M / RM / CF / SR) |
start_date | string | - | Start date (YYYY-MM-DD) |
end_date | string | - | End date (YYYY-MM-DD) |
limit | int | - | Max records (default 500) |
3. Index-Futures Snapshot
| Method | Endpoint |
|---|
| GET | /v1/futures/index/snapshot |
Returns the latest (or as-of date) quote, open interest, and basis placeholder fields for the specified stock-index futures contract. basis, basis_pct, and underlying_index are populated when spot-index data is available; otherwise null.
| Parameter | Type | Required | Description |
|---|
symbol | string | ✓ | Root code (IF / IC / IM / IH) |
date | string | - | As-of date (YYYY-MM-DD); omit for latest available |
4. Contract List
| Method | Endpoint |
|---|
| GET | /v1/futures/symbols |
Returns all available futures contracts with exchange, asset class, and display name for building client-side contract selectors.