Products

The product API is publicly available and provides information and specs for all products at the exchange.

Product API Endpoints

Get All Product Data

Returns a list of all product data objects for each product in the system.

Get Product Data by ID

Returns the product data for the specified product, where :product_id is the product ID.

Get All Product Specs

Returns a list of all product spec objects for each product in the system.

Get Product Spec by ID

Returns the spec for the specified product, where :product_id is the product ID.

Product API Flags

Each of these endpoints supports the following flags:

• day, show products only for that given day, the current day is used if this is not supplied.
• active=true, filter products only to active products, active=false has the same behavior as omitting the flag altogether.
• base_symbol, show only products that share a given base symbol

Product API Objects

Product Data objects have the following TS type:

export interface ProductData {
  product_id: number;
  last_price_time: string | null;
  last_price: number | null;
  settlement_time: string | null;
  settlement_price: number | null;
  settlement_price_comment: string | null;
  open_price: number | null;
  high_price: number | null;
  low_price: number | null;
  close_price: number | null;
  price_change: number | null;
  volume: number | null;
  notional_volume: number | null;
  block_volume: number | null;
  notional_block_volume: number | null;
  price_limit_upper: number;
  price_limit_lower: number;
  open_interest: number | null;
  open_interest_change: number | null;
}

The Product Spec objects have the following TS type

export type ProductSpec = IFutureSpec | ISpreadSpec | IOptionSpec;

export type IFutureSpec = ProductFutureSpec;

export type ISpreadSpec = ProductSpreadSpec;

export type IOptionSpec = ProductOptionSpec;

export type ProductStatus = "active" | "forthcoming" | "expired";

export interface ProductFutureSpec {
  type: string;
  product_id: number;
  product_name: string;
  margin_unit: string;
  settlement_method: string;
  max_order_quantity: number;
  min_block_size: number;
  contract_size: number;
  contract_size_unit: string;
  price_increment: number;
  price_quotation_unit: string;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  month: number;
  year: number;
  base_symbol: string;
  cqg_symbol: string;
  product_status: ProductStatus;
}

export interface ProductSpreadSpec {
  type: string;
  product_id: number;
  product_name: string;
  max_order_quantity: number;
  min_block_size: number;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  base_symbol: string;
  price_increment: number;
  cqg_symbol: string;
  product_status: ProductStatus;
  legs: SpreadSpecLeg[];
}

export interface SpreadSpecLeg {
  product_id: number;
  weight: number;
}

export interface ProductOptionSpec {
  type: string;
  product_id: number;
  product_name: string;
  max_order_quantity: number;
  min_block_size: number;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  cqg_symbol: string;
  underlying_product: number;
  strike_price: number;
  base_symbol: string;
  price_increment: number;
  option_type: string;
  product_status: ProductStatus;
}

Product API Fields

The following are the fields provided in the product data API. This data comes from sources such as the settlement process ran each day or live market activity. The settlement process is usually ran between 2:30 and 3:00 PM CT, or within 30 minutes of the daily settle time of the respective field for that process.

volume, open_interest, and open_interest_change have their own semantics. They are updated by 8:30 AM the following day. Those values will be null until they are published.

The following are the fields provided in the product spec API. These fields are mostly static, they do not change day to day. The changes seen through this API will be new contract listings near the end of a given quarter. If there are other changes, such as to market hours, customers will be notified well in advance of API changes.

The increment of price_band_variation is expressed in terms of the price_quotation_unit field.