Futures Positioning

Futures Positioning History

Weekly futures positions by type of trader for one US futures market, from official public data: the net position (long minus short contracts) of every trader group, its weekly change and its share of open interest, as of each Tuesday since 1986. Futures only; options are not included.

The answer is {market, report, categories, view, filters, total, limit, offset, order, rows, as_of, about}. Before the first data load the answer has note: "Data is being prepared" and no rows.

get/futures-positioning

Request

  • Base URL: https://api.dataporium.io
  • URL: https://api.dataporium.io/futures-positioning
  • Auth: API key in query parameter apikey

Query parameters

marketstring required

Site symbol, page name or market code

reportstring

legacy, disaggregated or financial (default depends on the market)

categorystring

Trader group(s) of the report, comma-separated (default: all)

viewstring

net (default) or full

fromstring

First week: YYYY-MM-DD, YYYY-MM or YYYY

tostring

Last week: YYYY-MM-DD, YYYY-MM or YYYY

orderstring

asc (default, oldest first) or desc

with_predecessorboolean

Include the weeks of the same market under its older code (default true)

limitinteger

Weeks per page, up to 2500 (1000 with view=full)

offsetinteger

Weeks to skip, for paging

Response

Successful response (JSON).

object required

Changes

No recorded changes to this operation across all 1 revision of this API.