RESTWebsocketsFIXRPCAWS S3SnowflakeGoogle BigQuery

market:futures:open_interest:cme

Subscribes/Unsubscribes to futures open interest data for CME.

Make sure you're connected to this subscription: wss://ws.web3api.io/cme. You must specify the instrument symbol.

🚧

CME Authorization

You must have a valid license directly with CME to consume CME data via Amberdata's Websockets. Please contact your Amberdata Account Executive if you have any questions.

Request

{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "subscribe",
    "params": [
        "market:futures:open_interest:cme",
        {
            "symbol": "METH4"
        }
    ]
}
ParamTypeDescription
symbolstringThe asset instrument.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "bx30tx7s1o6wmykuae7kn3gn09b8jjysioy41l5302fp7fwfejwlh2r8fn90ctaq",
        "result": {
            "exchange": "CME",
            "symbol": "METH4",
            "exchangeTimestamp": "1683077259286",
            "exchangeTimestampNanoseconds": "129153",
            "receivedTimestamp": "1683077259460",
            "receivedTimestampNanoseconds": "295",
            "sentTime": "null",
            "tradeStatistics": {
                "settlementPrice": "null",
                "settlementPriceDate": "null",
                "settlementPriceTimestamp": "null",
                "settlementFinal": "null",
                "settlementActual": "null",
                "settlementRounded": "null",
                "openInterest": "null",
                "openInterestDate": "null",
                "openInterestTimestamp": "null",
                "clearedVolume": "0",
                "clearedVolumeDate": "2023-05-02",
                "clearedVolumeTimestamp": "2023-05-03T01:27:39.286129153Z"
            },
            "instrument": {
                "definitionSource": "E",
                "exchangeMic": "XCME",
                "id": "53075",
                "marketSegmentId": "74",
                "periodCode": "202403",
                "productCode": "MET",
                "productGroup": "EZ",
                "productType": "FUT",
                "symbol": "METH4"
            }
        }
    }
}

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.web3api.io/cme', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params  : [ "market:futures:open_interest:cme", { "symbol": "METH4" } ],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});