Futures Positioning

Most Net Long and Net Short Futures

One week across many futures markets for one trader group: long, short and net contracts, the weekly change, net as a share of open interest, and where the net position stands in its 3-year range (net_index_3y: 0 = most net short, 100 = most net long of the last 3 years).

The answer is {report, category, label, report_date, filters, total, limit, offset, sort, order, rows, as_of, about}.

get/futures-positioning/latest

Request

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

Query parameters

groupstring

Asset group(s), comma-separated, or commodities

site_pagestring

commodities, forex or crypto

site_onlyboolean

Only markets linked to a site symbol

reportstring

legacy, disaggregated or financial

categorystring

One trader group of the report

datestring

Week, YYYY-MM-DD (the newest report on or before it)

min_open_interestinteger

Leave out markets with less open interest (default 1000)

sortstring

net_pct (default), net, net_change, long, short, open_interest, net_index or name

orderstring

desc (most net long first) or asc (most net short first)

limitinteger

Rows per page, up to 1000 (default 50)

offsetinteger

Rows to skip, for paging

Response

Successful response (JSON).

object required

Changes

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