DOCS

Symbols & markets

57 markets — the most-traded futures across CME, CBOT, NYMEX, COMEX plus live index & ETF quotes (SPX, QQQ, SPY…). Any other symbol on request.

You reference an instrument by its short symbol (futures use the front-month continuous contract by default — it rolls automatically). We carry the most-traded futures across CME · CBOT · NYMEX · COMEX — equity indices, rates, energy, metals and FX — plus live index & ETF quotes (SPX, NDX, VIX, SPY, QQQ, IWM …).

Futures stream real trade ticks (and Level 2 depth). ETFs stream the live last price (no bid/ask); indices like SPX/VIX stream the live index level (an index isn't traded, so there are no trade prints — just the level). Subscribe to all of them on the same ticks channel.

Rates differ, and it is worth knowing which you are watching. A liquid future prints continuously — ES delivers over a thousand ticks a minute. Index and ETF levels are polled roughly every 2 seconds and published on change, so SPX or NDX arrive every few seconds while VIX can sit still for a minute simply because it has not moved. Silence on an index is a flat price, not a dropped feed. A liquid future going quiet for minutes is worth reporting — tell us and include the symbol and timestamps.

Equity Index

Rates

Energy

Metals

FX

Crypto

Indices & ETFs

List symbols programmatically

The tables above are the markets we can carry. Not all of them stream at every moment: some are switched on when a customer asks for them. The live catalog says which: each future in /v1/symbols carries symbol, name, exchange, contract, contractSince, subscribed and streaming, and the options roots are listed beside them.

curl https://api.tick-stream.xyz/v1/symbols \
  -H "Authorization: Bearer sk_live_…"

from tickstream import Tickstream
for s in Tickstream("sk_live_…").symbols()["futures"]:
    print(s["symbol"], s["contract"], s["streaming"])

Specifying contracts

A symbol resolves to the front-month continuous contract and rolls automatically. Prices are the ones that traded, with no back-adjustment, so there is a gap at each roll.

A specific expiry cannot be addressed. Ticks, book and history are keyed by root: inside a roll window both contracts are watched, but only the front one's prints are published and stored. Asking for ESZ6 returns 400 contract_not_addressable naming the root to use instead — it used to return an empty window, which reads as "that contract did not trade". Which contract a root is on right now is in /v1/symbols under contract.

Detecting a roll without being told about it. Beside contract, /v1/symbols returns contractSince: the UTC instant that contract became the front month. Poll it and you can see a roll happen rather than waiting for an email, which matters if you anchor anything to a prior session close and must not mix expiries across one. It is null for a root that has never rolled under the volume rule, either because it follows the calendar or because the switch predates the record — treat null as unverified rather than as never, and fail closed if your calculation depends on it.

Requesting a market

Every exchange above (CME, CBOT, NYMEX, COMEX) carries far more than the 57 listed here — adding one is just an email. Tell us the symbol and exchange and we'll turn it on:

📨 Request a market →