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US Futures Trade Only Minute Bar

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 w

GET 
https://api.devalgoseek.com/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.

Request#

Query Parameters#

    sort Sort

    Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

    columns Columns

    A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

    offset Offset

    Possible values: >= 0

    Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

    Default value: 0
    Example: 100
    limit Limit

    Possible values: >= 0 and <= 100000

    Maximum number of records to return. Used to control response size and pagination. If not provided, a default limit is applied by the server.

    Default value: 10000
    Example: 100
    response_format ResponseFormat

    Possible values: [json, csv, csv_gzip]

    The type of the data to return

    Default value: json
    Examples:

    JSON format (default)

    Example: json

Responses#

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

Schema
    data object[]required
  • Array [
    • TradeDatedate

    The trading day

    Example: 2024-06-26
    BarDateTimedate-time

    The timestamp of the bar start (CST)

    Example: 2024-06-26 00:21:00
    Tickerstring

    Contract name

    Example: 10YM4
    BaseSymbolstring

    Base product name

    Example: 10Y
    OpenPricenumber

    Price of the first trade

    Example: 42.62
    HighPricenumber

    Trade with the highest price

    Example: 42.62
    LowPricenumber

    Trade with the lowest price

    Example: 42.62
    ClosePricenumber

    Price of the last trade

    Example: 42.62
    VolumeWeightPricenumber

    Volume-weighted average price

    Example: 42.62
    TotalQuantityinteger

    Total number of shares traded

    Example: 1
    BuyAggressorQuantityinteger

    The number of shares traded with "Aggressor on Buy"

    Example: 1
    SellAggressorQuantityinteger

    The number of shares traded with "Aggressor on Buy"

    Example: 0
    TotalTradesinteger

    Total number of trades

    Example: 1
    BuyAggressorTradesinteger

    The number of "Aggressor on Buy" trades

    Example: 1
    SellAggressorTradesinteger

    The number of "Aggressor on Sell" trades

    Example: 0
  • ]
    • pagination objectrequired
    offsetinteger

    The number of records skipped to fetch the current page

    Default value: 0
    limitintegerrequired

    The maximum number of records in the current page

    next_offsetinteger

    The number of records to skip to fetch the next page

Authorization: X-API-KEY#

name: X-API-KEYtype: apiKeyin: header
var client = new HttpClient();
var request = new HttpRequestMessage(HttpMethod.Get, "https://api.devalgoseek.com/api/v1/data/us-futures/fut-trades-1min");
request.Headers.Add("Accept", "application/json");
request.Headers.Add("X-API-KEY", "<X-API-KEY>");
var response = await client.SendAsync(request);
response.EnsureSuccessStatusCode();
Console.WriteLine(await response.Content.ReadAsStringAsync());
Request
Base URL
https://api.devalgoseek.com
Auth
Parameters
— query
— query
— query
— query
— query
Column Filters
Accept
Response

Click the Send API Request button above and see the response here!

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