Apr-Basis Live Term Structure

This endpoint returns the current quoted futures prices along with the differential to spot and the annualized apr of the spot differential.

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].exchangestringThis is the exchange.
payload.data[index].expirationTimestamptimestampThis represents the instrument expiration timestamp.
payload.data[index].marginTypestringThis represents the margin type of the instrument.
payload.data[index].pricenumberThis is the instrument prices.
payload.data[index].basisnumberThis is the total US dollar differential between the spot price and the instrument price.
payload.data[index].aprnumberThis is the annualized yield calculated from the spot price and instrument price differential.

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