#commodities

Live continuous front-month (1!) quotes for the major liquid futures across every asset class, with no key: precious & base metals (gold, silver, copper, platinum), energy (WTI crude, natural gas, gasoline, heating oil), grains (wheat, corn, soybeans), softs (coffee, sugar, cocoa, cotton), livestock, equity-index (E-mini S&P 500, Nasdaq, Dow, Russell), interest-rate (2/5/10/30-year Treasuries) and FX futures from COMEX, NYMEX, CBOT, CME, CME_MINI and ICE US. Get a per-contract quote by short code (GC, CL, ES, ZW) with last price, % change and intraday OHLC, a full cross-asset board, or a per-category cut — a curated board of the contracts that actually trade.

api.oanor.com/cmefutures-api

The ratios between gold, silver, platinum and palladium, where they sit in their own multi-year history, and which metal is cheap relative to which — computed live from Yahoo Finance futures, no key, nothing stored. A precious-metal price tells you what an ounce costs; the ratio between two metals tells you which is expensive relative to the other — and these ratios are famously mean-reverting, which is why the gold/silver "mint ratio" is one of the oldest trades there is: when it stretches to an extreme, traders rotate from the dear metal into the cheap one and ride it back. A single current ratio is only half the story; what matters is where that ratio sits in its multi-year range. This API computes the gold/silver, gold/platinum, platinum/palladium, gold/palladium and silver/platinum ratios, and for each returns its current value, its percentile within a multi-year window (the context that turns a number into a signal), the window min/max/average, and a plain-language rotation read — at a high percentile the numerator metal is historically expensive (favour the denominator), at a low percentile the reverse. The ratios endpoint returns the whole complex; the ratio endpoint returns one pair with its component prices; the history endpoint returns the ratio time series. This is the precious-metal-ratio / mean-reversion cut — distinct from the inter-commodity crack/crush spread API (which gives the current gold/silver ratio but no history, percentile or signal), the intermarket-ratio board and the metals spot-price feed. It is the ratio with its history attached.

api.oanor.com/preciousratios-api

The shape of the commodity futures curve — contango versus backwardation — and the roll yield it pays, computed live from Yahoo Finance dated futures contracts, no key, nothing stored. A single commodity price hides the most important thing about it: what the market charges to hold it forward. When deferred contracts cost MORE than the front (an upward curve, contango) a long futures position bleeds money as it rolls up the curve each month; when they cost LESS (a downward curve, backwardation — classic for crude oil in tight markets) the roll pays you. That roll yield, not the spot move, is what drives the long-run return of commodity-index investing. This API reads the actual dated contracts — the front month and the deferred months out the curve — for crude oil, natural gas, gasoline, gold, silver, copper, corn, wheat and soybeans, and returns the full term structure, the front-to-second-month roll yield annualised, the curve shape and the front-vs-back spread. The curve endpoint returns one commodity's full chain; the screener endpoint ranks every commodity by roll yield, separating the backwardated markets (positive carry for a long) from the contango ones (negative carry). This is the commodity futures term-structure / roll-yield cut — distinct from the crypto dated-futures curve API, the inter-commodity crack/crush spread API, the commodity-momentum and seasonality APIs and the spot price feeds. It is the carry, read straight off the curve.

api.oanor.com/commoditycurve-api

Where the hedge funds are positioned in commodity futures, read live from the CFTC Disaggregated Commitments-of-Traders report — no key. The legacy COT report lumps every speculator into one "non-commercial" bucket; the Disaggregated report, introduced in 2009 precisely because that was too crude, splits the market into four real groups — Managed Money (the trend-following hedge funds and CTAs, the speculative flow everyone watches), Producer/Merchant (the physical hedgers who make and use the commodity), Swap Dealers (the banks intermediating index and OTC exposure) and Other Reportables. The positioning endpoint returns, for a commodity, the full four-group breakdown — each group's long, short and net contracts, its share of open interest, the number of traders and the week-over-week change — with a managed-money bias read: Managed Money net long in gold of +112,179 contracts (34% of open interest, 74 funds long) tells you the funds are crowded long. The screener endpoint ranks a curated set of 20 metals, energy, grain, soft and livestock futures by where Managed Money is positioned (net as a share of open interest), surfacing the most crowded long and short hedge-fund bets. This is the disaggregated hedge-fund-positioning cut — distinct from the legacy raw COT-report feed, the normalised COT-Index, and the price and open-interest APIs. It is who the smart speculative money is, by the report traders actually read.

api.oanor.com/managedmoney-api

What is moving across the commodity complex right now, computed live from Yahoo Finance futures (no key, nothing stored). Just as stock, FX and crypto traders watch the day's biggest gainers and losers, commodity traders want the same board for energy, metals, grains, softs and livestock. For every commodity this measures the change on the day, the week and the month, the day's high and low, the 52-week high and low and where the price sits in that 52-week range. The movers endpoint returns the whole complex ranked by daily change — the top gainers and losers — plus the weekly and monthly leaders, and can be filtered to one sector. The commodity endpoint returns one commodity's full performance card. The commodities endpoint lists what is covered. The commodity movers / performance-board cut — distinct from the commodity-momentum API (which ranks by a blended multi-month momentum factor and trend regime), the commodity-price feed, the commodity-spreads and the seasonality APIs. It answers what moved today, across the complex.

api.oanor.com/commoditymovers-api

The calendar patterns commodity traders position around, computed live from ~10 years of Yahoo Finance monthly futures data (no key, nothing stored). Commodities are the most seasonal market there is: natural gas tends to rally into winter heating demand, gasoline into the summer driving season, grains around the planting and harvest calendar. This measures it directly — for each commodity it takes a decade of monthly returns, groups them by calendar month, and returns the average return in each of the twelve months, the share of years that month was positive (the win rate), and the historically strongest and weakest months. The seasonality endpoint returns one commodity's full 12-month seasonal profile plus the current month's historical bias. The month endpoint flips it around: for a given calendar month it ranks every commodity by its historical average return, so you can see what is seasonally bullish or bearish right now. The commodities endpoint lists what is covered. The commodity-seasonality / calendar-pattern cut — distinct from the FX-seasonality API (currencies), the commodity-price feed, the commodity-spreads and the commodity-momentum APIs. It answers what a commodity usually does this month, not what it costs today.

api.oanor.com/commodityseasonality-api

Which corner of the commodity complex is leading and which is lagging, ranked by trailing momentum, computed live from Yahoo Finance futures (no key, nothing stored). A price tells you where a commodity is; momentum tells you where the money is flowing. This scores every major commodity — crude, Brent, natural gas, gasoline and heating oil in energy; gold, silver, copper, platinum and palladium in metals; corn, wheat and soybeans in grains; coffee, sugar, cocoa, cotton and orange juice in softs; live cattle and lean hogs in livestock — by its return over five horizons (1 week, 1 month, 3 months, 6 months and a ~1-year proxy), blends them into a single momentum score and ranks the whole complex into leaders and laggards. The screener endpoint returns that ranked table with a relative-strength rank and trend regime for each. The momentum endpoint drills into one commodity: its multi-horizon returns, where it sits versus its 50- and 200-day averages, and a trend label. The commodities endpoint lists what is covered. The cross-commodity momentum / relative-strength factor cut — distinct from the commodity-price feed (front-month prices), the commodity-spreads API (crack/crush/ratios) and the precious-metals spot API. It answers what is leading the complex, not what one thing costs.

api.oanor.com/commoditymomentum-api

The spreads and ratios that commodity traders actually trade, not just the raw prices, computed live from the underlying futures — no key, nothing stored. A single commodity price means little on its own; the money is in the relationships. The crack endpoint returns the 3:2:1 crack spread — the refining margin from turning three barrels of crude oil into two of gasoline and one of heating oil, the number that drives refiner profits and gasoline prices. The crush endpoint returns the soybean crush spread — the processing margin from crushing soybeans into meal and oil. The ratios endpoint returns the classic macro ratios: gold/silver (the "fear versus growth" gauge), gold/oil (real-asset value), oil/natural-gas (the energy ratio) and gold/copper. Each comes with the component futures prices so you can see exactly how it is built. This is the commodity-spread / inter-commodity cut — distinct from the single-commodity price feed, the precious-metals spot API and the FX APIs in the catalogue. It gives you the margin and the ratio, the things that are actually positioned. All endpoints are parameter-less and return the current values with their components; the crack spread is in USD per barrel and the crush in USD per bushel.

api.oanor.com/commodityspreads-api

Live oracle price feeds for over a thousand assets across every asset class in a single source — cryptocurrencies, US equities and ETFs, precious metals and commodities, fiat currencies and liquid-staking and real-world-asset tokens — served from the public RedStone oracle, no key, nothing stored. RedStone is the decentralized oracle that DeFi protocols read on-chain for their prices, so this is the cross-asset reference-price layer: the same feed gives you Bitcoin, Apple, gold, the euro and wstETH side by side, each stamped with the time the oracle signed it. The price endpoint returns one asset's latest oracle value. The prices endpoint returns many assets in one call — mix crypto, stocks, metals, FX and staking tokens freely. The symbols endpoint lists and searches every supported asset, from majors to obscure liquid-staking and tokenized real-world assets you will not find in a normal price feed. This is the multi-asset oracle-price cut — one feed for every class — distinct from the single-asset-class price, converter and precious-metals APIs in the catalogue.

api.oanor.com/redstone-api

Live Commitments of Traders (COT) futures-positioning data, served straight from the US CFTC's public reporting API — no key, nothing cached. Every Friday the Commodity Futures Trading Commission publishes who is positioned how in every major futures market — currencies, stock indices, energy, metals, grains — and traders watch it closely as a sentiment and crowding signal. The report endpoint takes a market name (Euro FX, Gold, Crude Oil, S&P 500, Bitcoin) and returns the latest weekly report: how many long and short contracts are held by commercials (the hedgers), by non-commercials (the large speculators) and by small non-reportable traders, the net position of each group, the total open interest, each group's share of open interest, the week-over-week change and the number of traders — Gold shows commercials net short while large speculators run net long. The markets endpoint searches the hundreds of reported markets so you can find the exact name. The history endpoint returns the weekly path of positioning for a market. This is the positioning-and-sentiment layer for any futures, forex, commodity or macro trading app. Live from the CFTC, nothing stored. Distinct from price and open-interest APIs — this is who is long and short, by trader category. 4 endpoints.

api.oanor.com/cot-api

Live commodity futures prices as an API — the energy, grain, soft and livestock commodity complex, served from Yahoo Finance. For any commodity it returns the front-month futures price, the previous close, the absolute and percentage change on the day, the day's high and low and the 52-week high and low, with the price's currency and quoting unit (e.g. USD per barrel, US cents per bushel). Look a commodity up by name or alias (crude oil, Brent, natural gas, gasoline, corn, wheat, soybeans, coffee, sugar, cocoa, cotton, orange juice, live cattle, lean hogs and more), pull a category board (energy, grains, softs, livestock) ranked by the day's move, or get the whole board in one call. The commodity-quote layer for trading, markets and dashboard apps. Live, no key. Distinct from the precious-metals API — this is the energy, agricultural and soft-commodity complex.

api.oanor.com/commodities-api

Live precious and industrial metal spot prices as an API — gold, silver, platinum, palladium and copper — with optional currency conversion via European Central Bank rates. Get the live USD spot price of any metal and convert it into any major currency; list them all at once; compute the value of a quantity of metal; or read the classic gold/silver and gold/platinum ratios traders watch. Built for trading, jewellery, treasury and dashboard apps. The commodities and precious-metals layer, live and key-free — distinct from generic ticker-quote APIs.

api.oanor.com/metals-api