Futures CFD data
Prices for 20 futures markets as contract-month CFDs: every listed month, the front-month chain and four roll series, across energy, metals, grains, rates and US equity indices. Calculated by TickerLayer with its own methodology, over REST and WebSocket.
Live board
Front months and roll series side by side, with what each one holds right now. The same values the API returns, because this table reads the API.
| Symbol | Series | Holds | Bid | Ask | Price |
|---|---|---|---|---|---|
| WTIUSD.C1WTI crude oil | Front month | DEC26 | 103.10 | 103.74 | 103.42 |
| NGASUSD.C1Natural gas | Front month | NOV26 | 2.604 | 2.639 | 2.621 |
| XAUUSD.R5Gold | 5-day roll | DEC26 | 4,005.00 | 4,012.60 | 4,008.80 |
| COPPERUSD.C1Copper | Front month | DEC26 | 6.4760 | 6.5275 | 6.5018 |
| CORNUSD.C1Corn | Front month | DEC26 | 470.25 | 470.50 | 470.38 |
| UST5Y.C1US Treasury 5-year note | Front month | DEC26 | 104.4922 | 104.5000 | 104.4961 |
| US500.C1US 500 index | Front month | DEC26 | 7,672.00 | 7,672.50 | 7,672.25 |
| US100.CYCLEUS Tech 100 index | Full-cycle roll | DEC26 62% · MAR27 38% | 29,214.62 | 29,307.54 | 29,261.08 |
Live prices from the production feed, as of 21:00 UTC. The page refreshes them every few minutes; the API and the stream are continuous.
Coverage
Each market carries every month it lists, the C1 to C3 chain and the four roll series, under one plain name instead of a code that changes every month.
6markets
Gold, around the clock too, silver, copper, aluminum, palladium
4markets
Corn, wheat, soybeans and live cattle
3markets
Both crude benchmarks and US natural gas
4markets
US Treasury notes and bonds, three-month SOFR
3markets
US large cap, tech and small cap
Symbols
Pick the symbol that matches your product: a fixed month, the nearest months, or a series that rolls for you.
Dated month
WTIUSD.DEC26XAUUSD.FEB27
One contract month, for as long as it trades. The month and year are in the name, so the symbol never changes meaning.
Chain
WTIUSD.C1C2C3
The front month and the next two, with raw prices. C1 moves to the next month at 18:00 New York on the roll date.
Roll series
WTIUSD.R5R5CCYCLENOTICE
The front month blended into the next on a published schedule, with the weight and both legs on every message.
Why Futures CFDs
A continuous feed gives you one number and decides the roll for you. Futures CFDs give you every month, the calendar, and the roll your product actually uses.
| Topic | Continuous futures feed | TickerLayerFutures CFDs |
|---|---|---|
| Contract months | The front month only | Every listed month, each under its own symbol |
| When the series rolls | A rule of the provider, found out after the fact | A published calendar, up to 36 months ahead |
| Price across the roll | A jump on the roll day | Raw chain, or blended over 5 days or the whole cycle |
| Roll state on each message | Not available | Weight, both legs and their prices |
| A book too wide to trust | Published as it comes | Held back: no price rather than a wrong one |
| Symbol form | Codes that change every month | WTIUSD.C1, WTIUSD.DEC26, US500.R5 |
Methodology
Every series starts from the months themselves: each listed month is priced on its own, then the calendar decides how much of the next month a series holds. One worked example, WTI crude rolling from December into January.
List
Every month the market lists, each under its own symbol.
Price
A month whose own book is wider than 1% is carried from its nearest usable month, flagged estimated.
Schedule
Business days 5 to 9 of the roll month, 20% at each 17:00 New York close.
60% of 102.97 plus 40% of 102.60.
Publish
The blended price with both legs, their prices and the weight on the next month.
.CYCLEMoves every weekday of the cycle.R520% at each close of the window.R5CThe same window, second by second.NOTICEOne step at the first notice dateThe chain, C1 to C3, carries raw prices and moves at 18:00 New York on the roll date. Roll dates and windows come from each market's contract calendar and are published ahead by the roll calendar route.
API
Quotes, roll series, curves and calendars over REST, one channel over WebSocket. Field for field, the responses the API returns.
The first month of the chain with its contract, calendar dates and book. Add rolls= to carry any of the four roll series on the same response.
{
"symbol": "WTIUSD.C1",
"kind": "chain",
"base": "WTIUSD",
"name": "WTI crude oil",
"unit": "USD per barrel",
"contract": "WTIUSD.DEC26",
"contract_month": "2026-12",
"rank": 1,
"last_trade_date": "2026-11-20",
"roll_date": "2026-11-20",
"first_notice_date": "2026-11-30",
"market_status": "open",
"trading_day_of_month": 17,
"trading_days_in_month": 22,
"bid": 102.96,
"ask": 102.98,
"price": 102.97,
"spread": 0.02,
"bid_size": 5,
"ask_size": 6,
"volume": 5122,
"live": true,
"timestamp": 1792778790810,
"transaction_time_us": 1792778790810000,
"ingress_time_us": 1792778791031000,
"publish_time_us": 1792778791205000,
"rolls": {
"r5": { "price": 102.97, "bid": 102.96, "ask": 102.98, "weight": 0 },
"cycle": { "price": 102.660869565, "bid": 102.650869565, "ask": 102.670869565, "weight": 0.13043478260869565 }
}
}Use cases
Perpetuals and CFDs on real-world assets
Price a contract the way it rolls: the 5-day roll most perpetual platforms use, a whole-cycle roll, or the raw front month, from one key.
PlatformsReference prices for indices and products
A published roll calendar, a weight on every message and a book that is held back when it is too wide: the inputs a reference price needs.
Reference dataCurves and carry
Every priced month of a market in one call, with the annualized carry between months, for 20 markets from crude to SOFR.
AnalyticsScreens that show the roll coming
Show the front month, the next month and how far a roll has gone, with the dates from the roll calendar, before your users ask.
Trading appsLive pages
Front month, forward curve, the four roll series and the next roll dates for each market, with the API calls that return them live.
Plans
Two self-service plans with hosted checkout, billed monthly or yearly. Yearly billing takes 20% off. Both plans stream; commercial use is on Business.
$219/ month
or $2,102 a year, 20% off
Internal use: research, testing and trading for your own account.
$849/ month
or $8,150 a year, 20% off
Commercial use: inside your product, shown to your own users.
FAQ
It delivers a price for each futures contract month as a contract for difference: a reference price TickerLayer calculates with its own methodology, for energy, metals, grains, livestock, US Treasury and short-rate futures and US equity index futures. The API returns every listed month, the front-month chain and four roll series over REST and WebSocket, with the contract calendar each one follows.
No. It is a calculated reference price for the contract month, not a futures contract, not executable, and not the official settlement, closing or daily price of any market. A month whose book is too wide to trust is published without a price rather than with a misleading one.
C1, C2 and C3 are the first three months of the chain, with raw prices that move to the next month at 18:00 New York on the roll date. R5 blends the front month into the next in five daily steps over business days 5 to 9 of the roll month, R5C makes the same move every second, CYCLE moves a little every weekday across the whole cycle, and NOTICE switches at the first notice date. Every roll frame carries its weight, both legs and their prices.
Yes. Add rolls=r5,cycle to a REST quote, or "rolls": ["r5", "cycle"] to the WebSocket subscribe message, and each C1 response and frame also carries those roll prices and weights. Without the parameter the front month is returned exactly as before, so existing integrations never change.
For every roll: the front and next month, the five-day window with its business days, the start of the whole cycle, the moment the chain moves, and the last trade and first notice dates. GET /futures/roll-calendar/{base} returns them up to 36 months ahead on any API key, so a product can show its users what will roll and when before it happens.
Individual is 219 USD a month for your own use: 250,000 API calls a month and one WebSocket connection with 10 symbols. Business is 849 USD a month for commercial use in your product: 25 million calls, 10 connections and unlimited symbols. Yearly billing takes 20% off, checkout is hosted, and products, contract months and roll calendars answer every API key before you buy.
Start with the free tier, explore the docs, and connect via REST or WebSocket in minutes.