historical sessions (webapp)

View a historical Classic, State, or Orderflow session on a futures price scale. How to choose a contract, how the premium is applied during replay, and the limits.

A historical session opens on the underlying's own price scale, for example SPX. To see it on a futures chart, such as ES, choose a futures contract. The website then converts every level, bar, and spot price with the premium for that contract at that point in the day.

This page covers the website. The integrations use live conversion only; see Futures conversion for integrations. To request a conversion programmatically, see the Futures Conversion endpoint.

Choose a contract

Load the historical day

Select a ticker that has a futures pair, such as SPX, then choose a date with the history date control. The chart loads on the spot scale.

Select a contract

Under the ticker box, the spot price / future toggle shows the futures product. Choose a contract from the menu beside it, for example ESU5. If only one contract is available, it is selected for you.

Replay the day

The chart rescales to the futures contract. Move the playbar, and the levels follow the premium at each time.

Switching back to spot price returns the chart to the underlying's scale.

Which contracts are listed

The menu lists the contracts that have data on the selected day.

ES, NQ, RTY, YM: the previous and active quarterly contract. The next quarter appears in the week before the roll. These contracts roll on the Monday of the third-Friday week of March, June, September, and December.
GC, SI, CL: the two nearest contracts with data, within four calendar months.

How the premium is applied

The website loads one day of premiums for the contract you choose, one every 15 minutes. It uses the same conversion as the live chart. The premium is the basis between the source ticker and the future, calculated from one-minute bars.

Package	What the chart uses
Classic	The latest premium at or before each replay time.
State	The latest premium at or before each replay time.
Orderflow	The last premium of the day for the full-day chart. During replay, the premium at the playhead.

The chart never uses a premium from later in the day. A level can therefore step when a new 15-minute premium takes effect.

Limits and messages

History window: The website offers conversion for the last 100 days.
Before the first premium of the day: The chart stays on the spot scale, and the sidebar shows Not found.
Conversion unavailable: The sidebar shows this when the premium series cannot be loaded. The chart stays unchanged.
Changing the date: The contract choice resets. Choose a contract again.
Changing the contract: The chart recenters on the new price scale.

Use a fixed basis instead

To use one basis for the whole chart, load the spot ticker, open Price Transform, and enter a multiplier and an additive offset. Calculate the offset from a futures price and a spot price taken at the same time:

Additive Offset = Futures Price - (Spot Price × Multiplier)

Use a multiplier of 1 for index-to-future pairs such as SPX to ES. For ETF pairs such as SPY to ES, the multiplier is near 10. Or watch spot against its own levels, which correspond to futures entries and exits.