Batch Future Ticks API Multi-Contract Real-Time Trades iTick Futures API REST API Batch obtain real-time Tick data for multiple futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and all types of contracts. Provide millisecond-accurate transaction-by-transaction records, including transaction prices, trading volumes, buy/sell directions and timestamps, along with real-time order book snapshots.
Batch Real-Time Tick
Request Parameters
Response Parameters
Code Examples
import requests
url = "https://api.itick.org/future/ticks?region=US&codes=NQ,ES"
headers = {
"accept": "application/json"
"token": "Your Token"
}
response = requests.get(url, headers=headers)
print(response.text)
###Query URL
Response Result
{
"code": 0,
"msg": null,
"data": {
"NQ": {
"s": "NQ",
"ld": 22948.5,
"t": 1754062000728,
"v": 17
},
"ES": {
"s": "ES",
"ld": 65.04,
"t": 1754689608000,
"v": 181428
}
}
}- Real-Time KlineFutures Market
Complete K-line data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and various types. Includes complete indicators such as opening price, highest price, lowest price, closing price, trading volume and open interest, supporting multi-period queries from minute lines to monthly lines. Data is adjusted for continuity.
- Futures MarketBatch Real-Time Quote
Batch obtain real-time quote data for multiple futures contracts, covering all types of main contracts and continuous contracts including commodity futures and financial futures. Provide complete market indicators for each contract such as latest price, price change, trading volume, open interest, and bid-ask prices, with millisecond-level updates ensuring data timeliness.