Futures Basis

This endpoint provides historical futures basis data, including open and close basis rates and their corresponding annualized percentage changes over time.

Cache / Update Frequency: Real time for all the API plans.

This endpoint is available on the following API plans

PlansHobbyistStartupStandardProfessionalEnterprise
Available
interval Limit>=4h>=30mNo LimitNo LimitNo Limit

Response Data

{
  "code": "0",
  "msg": "success",
  "data": [
    {
      "time": 1741629600000,            // Timestamp (in milliseconds)
      "open_basis": 0.0504,             // Opening basis (%) - the basis at the start of the interval
      "close_basis": 0.0445,            // Closing basis (%) - the basis at the end of the interval
      "open_change": 39.5,              // Percentage change in basis at opening compared to previous period
      "close_change": 34.56             // Percentage change in basis at closing compared to previous period
    },
    {
      "time": 1741633200000,            // Timestamp (in milliseconds)
      "open_basis": 0.0446,             // Opening basis (%)
      "close_basis": 0.03,              // Closing basis (%)
      "open_change": 34.65,             // Opening basis change (%)
      "close_change": 23.74             // Closing basis change (%)
    }
  ]
}
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