#futures

Live market data from Deribit — the leading crypto options and futures exchange. A keyless, no-account JSON wrapper over Deribit's public v2 API. Read the spot index price for any settlement currency (BTC, ETH, USDC, USDT), pull a full ticker for any instrument — last / mark / index price, best bid-ask, open interest and 8-hour funding for perpetuals, plus mark implied volatility and the greeks (delta, gamma, vega, theta, rho) for options — list the entire active instruments catalog by currency and kind (future, option, spot, combos) with strikes, expiries and contract sizes, and fetch per-currency order-book summaries across all live instruments. The raw exchange feed for derivatives desks, options dashboards, volatility models and trading bots — distinct from analytics products: this is Deribit's own ticker, instrument and book data, decoded into clean JSON.

api.oanor.com/deribit-api

Live market data for the Bitunix perpetual-futures exchange, with no key. List every trading pair with contract specs; pull a 24h ticker (last/mark price, 24h high/low/open, base & quote volume); read the live order book; fetch OHLC candles across many intervals; and get the latest funding rate with the next funding time and interval. Symbols are Binance-style ids (BTCUSDT, ETHUSDT) — ideal for derivatives dashboards, funding-rate monitors and charting across 600+ markets.

api.oanor.com/bitunix-api

Live market data for the BloFin perpetual-futures exchange, with no key. List every perpetual instrument with contract specs and max leverage; pull a 24h ticker (last/bid/ask, 24h high/low/open, volume); read the live order book; stream recent public trades; fetch OHLC candles across many intervals; and get the latest funding rate. Symbols are OKX-style instrument ids (BTC-USDT, ETH-USDT) — ideal for derivatives dashboards, funding-rate monitors and charting across 490+ markets.

api.oanor.com/blofin-api

Live market data for BitMEX, the original crypto perpetual-swap exchange, with no key. List the active instruments (perpetual swaps, futures and FX) with mark/last price, funding rate, open interest and 24h volume; pull a single-instrument ticker; read the live L2 order book split into bids and asks; stream recent public trades; and fetch bucketed OHLC candles. BitMEX uses XBT for Bitcoin — the flagship perpetual is XBTUSD. Ideal for derivatives dashboards, funding-rate monitors and charting across 130+ instruments.

api.oanor.com/bitmex-api

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 normalised Commitments-of-Traders positioning signal traders actually act on, computed live from the US CFTC public reporting API — no key. A raw COT net-position number means little on its own: "large speculators are +176,020 contracts net long gold" tells you nothing until you know whether that is high or low versus history. The COT Index fixes that by normalising each trader group's current net futures position to a 0-100 percentile over a lookback window (the classic Larry Williams 156-week / three-year COT Index): 100 = the most net-long that group has been in the window, 0 = the most net-short. Above 80 marks a crowded long extreme (contrarian bearish), below 20 a crowded short extreme (contrarian bullish). The index endpoint returns one market's COT Index for both the large speculators (non-commercials) and the commercial hedgers, with the current net, the window min/max, the week-over-week change and an extreme flag. The screener endpoint computes the index across a curated set of 17 FX, stock-index, metal, energy and grain futures and ranks them, surfacing which markets sit at a positioning extreme right now. This is the normalised positioning-signal cut — distinct from the raw COT-report feed (which serves the weekly long/short contract counts), and from the price, open-interest and options-positioning APIs. It turns the report into the signal.

api.oanor.com/cotindex-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

How crypto's biggest, most-capitalised futures traders are positioned versus the retail crowd — and the divergence between them — computed live from Binance's public futures positioning feed (no key, nothing stored). Binance splits its perpetual traders into the whole crowd and the "top traders" (the top ~20% of accounts by margin balance, a smart-money proxy) and publishes the long/short split of each. When smart money leans one way while the crowd leans the other, that gap is a classic contrarian signal: an over-long retail crowd the big accounts are quietly fading often marks a local top, and vice versa. The positioning endpoint returns, for a coin, the long/short ratio and long-share of three cohorts side by side — the global crowd, the top traders by account, and the top traders by position size. The divergence endpoint returns the smart-money-minus-retail gap with a plain-language read. The history endpoint returns the time-series across 5m to 1d buckets so you can watch the gap open and close. The smart-money-versus-retail / positioning-divergence cut for crypto — distinct from the single-cohort long/short-ratio feed, the funding-rate, open-interest and price APIs. It tells you who is on which side, not just how many are long.

api.oanor.com/smartmoney-api

Live ranking and directory of crypto derivatives venues — the platforms that run perpetual and futures markets — served from the public CoinGecko feed with no key and nothing cached. This is a venue-level view of the derivatives market, distinct from spot-exchange directories, per-contract open-interest feeds and single-exchange tickers: it ranks the derivatives platforms themselves. The exchanges endpoint returns the venues ranked by open interest (or by 24-hour volume), each with its open interest in BTC, 24-hour derivatives volume in BTC, the number of perpetual and futures pairs it lists, its country and the year it was established — so one call tells you who the biggest derivatives venues are and how concentrated open interest is. The exchange endpoint returns a single venue's full profile by id. The list endpoint returns every derivatives-exchange id and name for lookup and autocomplete. Everything is read live from CoinGecko on each request, nothing stored beyond a short protective cache. Ideal for derivatives dashboards, open-interest and market-structure analytics, venue comparison and trading tools. Live, no key. 3 endpoints. For per-contract funding and open-interest history use a derivatives or open-interest API.

api.oanor.com/derivativesexchanges-api

Live derivatives and spot market data from Bybit, one of the largest crypto-derivatives exchanges, straight from its public v5 API. Built for perpetual swaps: the ticker returns a contract's last, mark and index price together, the 24-hour change, high, low, volume and turnover, the live open interest in contracts and in USD, and the current funding rate with the next funding time — a whole perp in one call. The funding endpoint returns the historical funding-rate series, the recurring payments that anchor a perp to spot. The openinterest endpoint returns the open-interest time series, the best gauge of leverage building or unwinding. The kline endpoint returns OHLCV candles at any interval. Linear (USDT) perps, inverse (coin) perps and spot are all reachable via the category parameter. Live, no key, nothing stored. Distinct from Coinbase, Bitstamp, OKX, Gate.io, Bitfinex and Gemini venue APIs and from aggregated derivatives feeds — this is Bybit's own ticker, funding history, open interest and candles. Perfect for trading, charting, derivatives-analytics and risk apps.

api.oanor.com/bybit-api

Live cross-exchange perpetual-futures market data — no key, nothing cached. Where single-exchange APIs show one venue, this compares the whole derivatives market across every exchange at once. The contract endpoint takes a symbol (BTCUSDT, ETHUSD) and returns that contract on every exchange that lists it — the mark price, the funding rate, the basis, the open interest and the 24-hour volume on Binance, Bybit, OKX, MEXC, Hyperliquid and the rest side by side, so you can instantly see where funding is richest and where the open interest sits (BTCUSDT trades on dozens of venues with billions in open interest each). The exchanges endpoint is the derivatives-exchange league table, ranked by open interest in BTC, with each venue's 24-hour volume and number of perpetual and futures pairs. The top endpoint surfaces the largest contracts market-wide by open interest or by volume. This is the cross-exchange derivatives layer for any trading, funding-arbitrage, risk or analytics app. Live from CoinGecko, nothing stored. Distinct from single-exchange funding and open-interest APIs — this is the whole perpetual-futures market across exchanges. 4 endpoints.

api.oanor.com/derivatives-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 financial futures as an API — front-month prices for the major US index and Treasury futures, served from Yahoo Finance. For any contract it returns the current price, the previous close, the absolute and percentage change on the day, the day's high and low, the 52-week high and low, the contract month and the currency. Index futures (E-mini S&P 500, Nasdaq-100, Dow, Russell 2000) trade nearly around the clock and are the market's go-to read on where the open is heading; Treasury futures (2-, 5-, 10- and 30-year notes and bonds) track interest-rate expectations. Look a contract up by name or ticker alias, pull a category board (index or rates) ranked by the day's move, or get the whole board in one call. The futures-quote layer for trading, pre-market and dashboard apps. Live, no key, no cache. Distinct from spot index APIs and from the physical-commodity futures API — this is financial (index and rate) futures.

api.oanor.com/futures-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 open-interest history and trend for crypto perpetual futures, served from the Bybit v5 feed. Open interest is the total value of outstanding contracts — its trend, rising or falling alongside price, is the signal traders use to confirm a move or spot a squeeze. For any USDT perpetual this returns the latest open interest in contracts and in USD, how it has changed over your chosen window, the rising / falling / flat trend, and the full time-series across 5m, 15m, 30m, 1h, 4h and 1d buckets. Look a contract up by symbol (BTCUSDT) or base coin (BTC), pull its open-interest history, or list every tradable perpetual. Live data, no cache. Distinct from a funding-rate API (which carries the rate snapshot) and from price / ticker APIs — this is the open-interest time-series and trend layer.

api.oanor.com/openinterest-api

Live crypto perpetual funding rates and derivatives data as an API, streamed from the Bybit v5 public market feed. For every USDT perpetual futures contract: its symbol, last / mark / index price, the current funding rate (per interval, plus percentage and annualised), the next funding time, open interest, 24-hour volume and turnover, and 24-hour price change. Look a contract up by symbol or base coin, rank contracts by funding, open interest, turnover or price move — a ready-made signal for crowded longs and shorts — search, or list them all. Built for trading, quant, dashboard and signal apps. Distinct from spot-price and on-chain data.

api.oanor.com/fundingrates-api