GET
/market/symbols/{symbol}/futures-term-structure?date={date}
STOCKS
Get futures term structure

Example URI

Live

https://api.livevol.com/v1/live/market/symbols/%5EVIX/futures-term-structure?date=2019-01-18

Delayed

https://api.livevol.com/v1/delayed/market/symbols/%5EVIX/futures-term-structure?date=2019-01-18

Request Information

URI Parameters

Name Description Type Additional information
symbol

Stock symbol

string

Required

date

Trading date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Response Information

Resource Description

Collection of FuturesTermStructure

Name Description Type Additional information SIP Provider
symbol

Company symbol

string

None

None

root

Futures root

string

None

None

settlement_date

Settlement date

string

None

None

open

Opening price

decimal number

None

None

high

The highest intraday price

decimal number

None

None

low

The lowest intraday price

decimal number

None

None

close

Current price during market hours, closing trade price after market hours

decimal number

None

None

volume

Volume of trades

integer

None

None

hv30

30 day average historical implied volatility

decimal number

None

None

iv30

30 day average implied volatility

decimal number

None

None

Response Formats

application/json, text/json

Sample:
[
  {
    "symbol": "A",
    "root": "A",
    "settlement_date": "2016-06-01",
    "open": 45.22,
    "high": 45.52,
    "low": 44.905,
    "close": 45.0,
    "volume": 1272833,
    "hv30": 22.0862,
    "iv30": 22.0862
  },
  {
    "symbol": "AA",
    "root": "AA",
    "settlement_date": "2016-06-02",
    "open": 9.47,
    "high": 9.605,
    "low": 9.32,
    "close": 9.0,
    "volume": 13053837,
    "hv30": 46.3087,
    "iv30": 46.3087
  }
]

application/xml, text/xml

Sample:
<futures_term_structures xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <futures_term_structure>
    <close>45</close>
    <high>45.52</high>
    <hv30>22.0862</hv30>
    <iv30>22.0862</iv30>
    <low>44.905</low>
    <open>45.22</open>
    <root>A</root>
    <settlement_date>2016-06-01</settlement_date>
    <symbol>A</symbol>
    <volume>1272833</volume>
  </futures_term_structure>
  <futures_term_structure>
    <close>9</close>
    <high>9.605</high>
    <hv30>46.3087</hv30>
    <iv30>46.3087</iv30>
    <low>9.32</low>
    <open>9.47</open>
    <root>AA</root>
    <settlement_date>2016-06-02</settlement_date>
    <symbol>AA</symbol>
    <volume>13053837</volume>
  </futures_term_structure>
</futures_term_structures>