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Aggregations for Commodities Symbols

  • For Intraday: Tick, Top of Book (BBO), 1 minute, 2 minute, 3 minute, 5 minute, 10 minute, 15 minute, 30 minute, hourly and custom minute query. Top of Book (BBO) contains top bid, bid size, top ask, ask size, last trade, and trade volume for both stocks and futures.

  • For Nearest Intraday: 1 minute nearest, 2 minute nearest, 3 minute nearest, 5 minute nearest, 10 minute nearest, 15 minute nearest, 30 minute nearest, hourly nearest and custom minute query (The results of the query will include data for the active contracts during the period requested).

  • For Daily / Weekly / Monthly / Quarterly / Yearly: Shows the historical trading activity only for the contract specified.

  • For Daily Nearest / Weekly Nearest / Monthly Nearest / Quarterly Nearest / Yearly Nearest: Builds a historical chart using the nearest contract. The nearest contract is the closest unexpired contract for the underlying commodity, where every chart bar represents the front month at that point in history.

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