futures conversion

Returns conversion parameters for translating a supported spot/index or ETF ticker onto its corresponding futures scale.

GET/v2/futures/conversionPublic

Returns conversion parameters for translating a supported spot/index or ETF ticker onto its corresponding futures scale. Data is updated every 15 minutes during regular trading hours.

Supports additive models for cash indexes and affine models for equity/ETF instruments. Available to all platform users and applications.

Supported Pairs

Source Ticker	Target Future	Model
`SPX`	`ES`	`additive`
`SPY`	`ES`	`affine`
`NDX`	`NQ`	`additive`
`QQQ`	`NQ`	`affine`
`RUT`	`RTY`	`additive`
`IWM`	`RTY`	`affine`
`DIA`	`YM`	`affine`
`GLD`	`GC`	`affine`
`SLV`	`SI`	`affine`
`USO`	`CL`	`affine`

Request

Example: /v2/futures/conversion?ticker=SPX&future=ES&model=additive

Headers

Name	Type	Description
`Authorization`	`string`	Required. Format: "Bearer <YOUR_API_KEY>"
`User-Agent`	`string`	Required. Identify your client application.
`Accept`	`string`	Required. Set to "application/json".

Query Parameters

Name	Type	Required	Description
`ticker`	`string`	Yes	Source ticker to convert from (e.g. `SPX`, `SPY`, `NDX`, `QQQ`, `RUT`, `IWM`, `DIA`, `GLD`, `SLV`, `USO`).
`future`	`string`	Yes	Futures product code to convert to (e.g. `ES`, `NQ`, `RTY`, `YM`, `GC`, `SI`, `CL`).
`model`	`string`	No	Conversion model: `additive`, `multiplicative`, or `affine`. Defaults to `additive` for `SPX`, `NDX`, and `RUT`. Defaults to `affine` for ETF and equity source tickers.

Response

Field	Type	Description
`future_contract`	`string`	The active futures contract selected for the requested product, such as `ESU6`.
`multiplier`	`number`	Multiplier for converting spot price and strikes to the respective futures scale.
`additive`	`number`	Additive offset for converting spot price and strikes to the respective futures scale.

{
  "future_contract": "ESU6",
  "multiplier": 1,
  "additive": 12.345
}

{
  "type": "object",
  "properties": {
    "future_contract": {
      "type": "string",
      "description": "The active futures contract selected for the requested product."
    },
    "multiplier": {
      "type": "number",
      "description": "Multiplier for converting spot price and strikes to the respective futures scale."
    },
    "additive": {
      "type": "number",
      "description": "Additive offset for converting spot price and strikes to the respective futures scale."
    }
  },
  "additionalProperties": false
}

type: object
properties:
  future_contract:
    type: string
    description: The active futures contract selected for the requested product.
  multiplier:
    type: number
    description: Multiplier for converting spot price and strikes to the respective futures scale.
  additive:
    type: number
    description: Additive offset for converting spot price and strikes to the respective futures scale.
additionalProperties: false