Overview

This is a REST web API for end-of-day financial market data and uses 256 bit SSL encryption through https.

Authentication

Requests require a UserId/UserNum pair to be provided with every request. If you do not have one, please contact commercial sales. CSI must also set up your account with the contracted entitlements.

?UserId=XXX&UserNum=XXXXX

HTTP Status Code Responses

Response

200 Ok

The request has succeeded.
400 Bad Request

The request was invalid. See the message for more information.
401 Unauthorized

The UserId is not authorized. See the message for more information.
500 Internal Server Error

The server experienced an error. Please contact customer support.

Error Message Responses

Response

success

Success
missing_userid

The UserId parameter is missing.
missing_usernum

The UserNum parameter is missing.
invalid_userid

Your UserId is not valid.
invalid_usernum

Your UserNum is not valid.
inactive_userid

Your UserId is not active.
no_package

No package enabled.
not_entitled

Your UserId is not entitled for this endpoint.
data_not_ready

The data is not ready.
blocked_ip_address

Blocked IP Address.
blocked_mac_address

Blocked Mac Address.
rate_limit_exceeded

Rate Limit Exceeded.
missing_date

Missing date attribute.
invalid_date

Invalid date attribute.
invalid_format

Invalid format attribute.
no_api_access

Web api access is not enabled.
missing_csinum

Csinum is missing.
invalid_csinum

Csinum is invalid.
custom_error

Message varies.
symbol_not_found

The symbol cannot be found.
portfolio_is_empty

The portfolio is empty.
not_entitled_for_csinum

Your UserId is not entitled for this csinum.
not_entitled_for_date

Your UserId is not entitled for this date.
not_entitled_for_port

Your UserId is not entitled for this portfolio.
db_connect_error

Error connecting to the database.

Header Row

Response

ShowHeader=1

Overview

The call limit is 3000 requests per month for all endpoints combined.

Futures Factsheet

Returns factsheet data for all futures. View the html version here.

More information on point and tick values.

More information on units and contract values.

Request

Formatoptional string

Specify csv or html format. The default is csv.
Csinumoptional integer

Returns one future record. The csinum and DM code must both be provided together.
DMoptional integer

Returns one future record. The csinum and DM code must both be provided together.
ExchangeCodeoptional string

Returns futures of a given exchange code and symbol. The ExchangeCode and ExchangeSymbol must both be provided together.
ExchangeSymboloptional string

Returns futures of a given exchange code and symbol. The ExchangeCode and ExchangeSymbol must both be provided together.

Response

Csinuminteger

The unique identifier.
DMCodeinteger

The secondary unique identifier.
Symbolstring

The CSI futures symbol.
Namestring

The name.
ExchangeCodestring

The exchange code identifier. See the futures exchange codes.
IsActiveboolean

This flag designates if the future is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
StartDateWithMappingdate

The first date of trading history when the history is extended with other series.
UnitNumeratorMultiplierdecimal

The multiplier for the unit numerator.
CurrencyCodestring(3)

The trading currency. See the currencies.
ContractSizedecimal

The size of the contract as a decimal number.
UnitDenominatorMultiplierdecimal

The multiplier for the unit denominator.
UnitDenominatorTypeIdinteger

The type ID for the unit denominator. See Unit Denominator Types.
MinimumTickdecimal

The minimum tick size displayed in points format.
TickValuedecimal

The value of one tick.
FractionalPointValuedecimal

The value of one CSI point.
FullPointValuedecimal

The value of 1.00 of price movement.
PriceLimitdecimal

The price limit.
Categoryinteger

The futures category identifier. See futures categories.
SessionTypeinteger

The type of session. 1 for RTH (regular trading hours), 2 for ETH (extended/electronic trading hours), and 3 for combined session.
CloseTypeinteger

Indicates the type of price in the close field, 0 for settlements and 1 for lasts.
ExchangeSymbolstring

The symbol used on the exchange. This usually matches the CSI symbol.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
HasImplied5Boolean

Indicates if CSI points format require an implied 5.
ValidDeliveryMonthsstring(12)

The historical valid delivery months. The valid (V), invalid (I), and switching (S) months. Valid months are always available for trading by the exchange, invalid months are not available for trading, and switching months are sometimes available. The characters are presented in the 1-12 month order 'JFMAMJJASOND'.
HasCurrentDayVolumeBoolean

Indicates if CSI has current day volume coverage.
HasCurrentDayOpenInterestBoolean

Indicates if CSI has current day open interest coverage.
HasKnownExpirationDatesBoolean

Indicates if CSI has expiration date coverage.
UnderlyingStockinteger

The underlying stock csinum for futures which are based on stocks or indices. See the stock factsheet.
SessionGroupIdinteger

Identifier for futures with multiple sessions.
UACsinuminteger

The unique identifier used in Unfair Advantage.
TradingHoursStarttime

The time that trading starts on the exchange.
TradingHoursEndtime

The time that trading ends on the exchange.
ContractSizeTextstring

The size of the contract as text.
PerpetualIsDifferentboolean

This is only valid when DMCode is 0. It tells which Csinums have DMCode series that are not perpetual data, such as most Forex and LME.
Footnotestring

A footnote containing any significant events in the market history.
BBGTickerstring

The BBG root ticker.
BBGYellowKeystring

The BBG yellow key.
OhlcOffsetinteger

There are some markets that go negative and previously CSI could not support storing negative numbers. An offset needs to be applied. Subtract this offset (with the conversion factor applied) from the CSI price to get the actual price. Newer file formats do not require this.
EnergyGroupNamestring

The root name for energy futures that have multiple delivery intervals.
CurrentValidDeliveryMonthsstring(12)

The current valid delivery months. The valid (V), invalid (I), and switching (S) months. Valid months are always available for trading by the exchange, invalid months are not available for trading, and switching months are sometimes available. The characters are presented in the 1-12 month order 'JFMAMJJASOND'.
MinimumTickSizedecimal

The minimum tick size displayed in decimal format.

API Endpoint

https://apps.csidata.com/FuturesFactsheet

Request Example

https://apps.csidata.com/FuturesFactsheet?Format=csv&ShowHeader=1

Response Example

Csinum,DMCode,Symbol,Name,ExchangeCode,IsActive,StartDate,EndDate,StartDateWithMapping,UnitNumeratorMultiplier,CurrencyCode,ContractSize,UnitDenominatorMultiplier,UnitDenominatorTypeId,MinimumTick,TickValue,FractionalPointValue,FullPointValue,PriceLimit,Category,SessionType,CloseType,ExchangeSymbol,ConversionFactor,HasImplied5,ValidDeliveryMonths,HasCurrentDayVolume,HasCurrentDayOpenInterest,HasKnownExpirationDates,UnderlyingStock,SessionGroupId,UACsinum,TradingTimeStart,TradingTimeEnd,ContractSizeText,PerpetualIsDifferent,Footnote,BloombergRootTicker,BloombergYellowKey,OhlcOffset,EnergyGroupName,CurrentValidDeliveryMonths,MinimumTickSize 1,0,IB,Broilers-Iced,CBT,0,19690819,19810122,19690819,0.01,USD,30000,1,3,1,3,3,300,,1,,0,,2,0,VVVVVVVVVVVV,0,0,,,,1,,,30000 lbs,0,,,,,,VVVVVVVVVVVV,0.0001 2,0,LC,Live Cattle,CME,1,19641130,20240130,19641130,0.01,USD,40000,1,3,2.5,10,4,400,300,2,3,0,LC,2,1,SVSVSVSVIVSV,1,0,1,,30,2,08:30:00,13:05:00,40000 lbs,0,The contract size was 25000 lbs prior to the August 1969 contract.,LC,Comdty,,,IVIVIVIVIVIV,0.00025 3,0,CC,Cocoa,ICE-US,1,19651230,20240130,19651230,1,USD,10,1,8,1,10,10,10,200,1,1,0,CC,0,0,IIVIVIVIVIIV,0,0,1,,43,3,04:45:00,13:30:00,10 tonnes,0,"Prior to the Dec 1980 contract, Cocoa's contract size was 30k lbs and quoted in cents/lb. CSI prices for this period are converted to $/ton using the multiplier 0.220462. The last day of trading for CSCE pit markets was February 29, 2008. March 3, 2008 to current represents the electronic session. The electronic sessions had started trading on March 29, 2007.",CC,Comdty,,,IIVIVIVIVIIV,1 4,0,LH,Lean Hogs,CME,1,19660228,20240130,19660228,0.01,USD,40000,1,3,2.5,10,4,400,300,2,3,0,LH,2,1,IVIVVVVVIVIV,1,0,1,,31,4,08:30:00,13:05:00,40000 lbs,0,"Beginning with the February 1997 contract, Live Hogs changed to Lean Hogs Index.",LH,Comdty,,,IVIVVVVVIVIV,0.00025 5,0,PB,Pork Bellies,CME,0,19610918,20110715,19610918,0.01,USD,40000,1,3,2.5,10,4,400,300,2,1,0,PB,2,1,IVVIVIVVIIII,1,0,,,175,5,10:10:00,14:00:00,40000 lbs,0,"There was no trading between Aug 23, 1963 and Sep 20, 1963 and no completed trades for the May 1964 contract. Beginning with the Feb, 1979 CME Pork Bellies contract, the size changed from 36K to 38K lbs. Beginning with the Feb 1987 contract, the size changed to 40K lbs.",,,,,IVVIVIVVIIII,0.00025 6,0,CU9,Copper,COMEX,0,19660103,19891227,19660103,0.01,USD,25000,1,3,1,2.5,2.5,250,,3,,0,,2,0,SSVSVSVSVSSV,0,0,1,,,6,09:50:00,14:00:00,25000 lbs,0,"Trading stopped on Nov 10, 1989.",,,,,SSVSVSVSVSSV,0.0001 7,0,CT,Cotton #2,ICE-US,1,19670322,20240130,19670322,0.01,USD,50000,1,3,1,5,5,500,300,1,1,0,CT,2,0,IIVIVIVIIVIV,0,0,1,,47,7,21:00:00,14:20:00,50000 lbs,0,"Due to a computer problem at the exchange, no volume and open interest was available on Sept. 4, 1998. An average of the volume and open interest from the day before and the day after has been entered in its place.",CT,Comdty,,,IIVIVIVIIVIV,0.0001 8,0,HG,Copper,COMEX,1,19880729,20240130,19660103,0.01,USD,25000,1,3,5,12.5,2.5,250,1200,3,1,0,HG,2,0,SSVSVSVSVVSV,0,0,1,,107,8,18:00:00,17:00:00,25000 lbs,0,,HG,Comdty,,,SSVSVSVSVSSV,0.0005 9,0,C,Corn,CBT,1,19460102,20240130,19460102,0.01,USD,5000,1,2,2,12.5,6.25,50,200,4,1,0,C,-1,0,SIVIVIVIVISV,0,0,1,,1,9,19:00:00,13:20:00,5000 bu,0,"Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. Trading in the May 1946 contract was suspended on 1946-03-26, and trading in the July, September, and December 1946 contracts was suspended on 1946-06-13 due to a US government program that caused grain supply to be reduced to levels inadequate for trading.",C,Comdty,,,IIVIVIVIVIIV,0.0025 10,0,KC,Coffee,ICE-US,1,19720816,20240130,19720816,0.01,USD,37500,1,3,5,18.75,3.75,375,1000,1,1,0,KC,2,0,IIVIVIVIVIIV,0,0,1,,44,10,04:15:00,13:30:00,37500 lbs,0,"The last day of trading for CSCE pit markets was February 29, 2008. March 3, 2008 to current represents the electronic session. The electronic sessions had started trading on March 29, 2007.",KC,Comdty,,,IIVIVIVIVIIV,0.0005 ...

Raw Futures Price History

Returns raw historical futures price data that is unadjusted.

Request

Csinuminteger

The unique identifier.
DYoptional integer

The delivery year.
DMoptional integer

The delivery month.
Start Dateoptional date

The start date of history to return.
End Dateoptional date

The end date of history to return.

Response

DYinteger

The delivery year.
DMinteger

The delivery month.
Dateoptional date

The trade date.
Opendecimal

The open price.
Highdecimal

The high price.
Lowdecimal

The low price.
Closedecimal

The close price.
Volumedecimal

The volume.
OIdecimal

The open interest.

API Endpoint

https://apps.csidata.com/FuturesHistory

Request Example

https://apps.csidata.com/FuturesHistory?Csinum=2&DY=2019&DM=12

Response Example

2019,12,20180629,,,,112.05,0,0 2019,12,20180702,,,,112.65,0,0 2019,12,20180703,,,,112.85,0,0 2019,12,20180705,,,,113.15,0,0 2019,12,20180706,,,,113.1,0,0 2019,12,20180709,,,,112.5,0,0 2019,12,20180710,,,,113,0,0 2019,12,20180711,,,,112.5,1,1 2019,12,20180712,112.25,112.5,112.25,112.5,11,9 2019,12,20180713,,,,112.175,0,9 2019,12,20180716,,,,113.175,1,8 2019,12,20180717,,,,113.175,0,8 2019,12,20180718,,,,114.4,0,8 2019,12,20180719,113.925,113.925,113.5,113.8,8,10 2019,12,20180720,,,,114.05,0,10 2019,12,20180723,,,,114.6,0,10 2019,12,20180724,114.3,114.3,114.225,114.225,33,25 2019,12,20180725,,,,114.5,2,25 2019,12,20180726,113,113.1,113,113.1,7,24 2019,12,20180727,,,,112.85,2,24 2019,12,20180730,113.325,113.45,112.55,113,3,24 ...

Futures Delivery Months

Returns all delivery months for a given future.

Request

Csinuminteger

The unique identifier.
Start Dateoptional date

The start date of history to return.
End Dateoptional date

The end date of history to return.

Response

DYinteger

The delivery year.
DMinteger

The delivery month.

API Endpoint

https://apps.csidata.com/FuturesHistoryDeliveryMonths

Request Example

https://apps.csidata.com/FuturesHistoryDeliveryMonths?Csinum=2

Response Example

1965,4 1965,6 1965,8 1965,10 1965,12 1966,2 1966,4 1966,6 1966,8 1966,10 1966,12 1967,2 1967,4 1967,6 1967,8 1967,10 1967,12 1968,2 1968,4 1968,6 1968,8 ...

Cash Factsheet

Returns factsheet data for cash markets.

Request

formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
DMCodeinteger

The secondary unique identifier.
Symbolstring

The CSI symbol.
Namestring

The name.
ExchangeCodestring

The exchange code identifier. See the futures exchange codes.
IsActiveboolean

This flag designates if the cash market is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
StartDateWithMappingdate

The first date of trading history when the history is extended with other series.
UnitNumeratorMultiplierdecimal

The multiplier for the unit numerator (typically the currency).
CurrencyCodestring(3)

The trading currency. See the currencies.
UnitDenominatorMultiplierdecimal

The multiplier for the unit denominator (typically the contract size).
UnitDenominatorTypeIdinteger

The type ID for the unit denominator (typically the contract size). See futures units.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
UACsinuminteger

The unique identifier used in Unfair Advantage.
Footnoteboolean

Any notable events or details about the market.

API Endpoint

https://apps.csidata.com/CashFactsheet

Request Example

https://apps.csidata.com/CashFactsheet?format=csv

Response Example

1,54,IB,Broilers-Iced,CASH,0,19690819,19810122,,0.01,USD,1,3,2,1, 2,54,LC,"Live Cattle, Choice Avg 100-weight (Omaha, NE)",CASH,1,19660209,20210603,,0.01,USD,1,3,2,2,"On March 30, 1982, the quoted basis of cash prices for LIVE CATTLE changed from Sioux City, Iowa to Omaha, Nebraska. On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16" 3,54,CC,"Cocoa, Ivory Coast (New York)",CASH,1,19651230,20210603,,1,USD,1,8,0,3,"Because of certain circumstances, there is no cash data available for Cocoa from Aug 29, 1975 thru Nov 3, 1975, May 23, 1977 thru Aug 22, 1977, and Sep 26, 1977 thru Jan 3, 1983." 4,54,LH,"Live Hogs, Average 100-weight (Omaha, NE)",CASH,1,19660301,20210603,,0.01,USD,1,3,2,4,"On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16 On Mar 30, 1982, the quoted basis of cash prices for LIVE HOGS changed from Sioux City, Iowa to Omaha, Nebraska." 5,54,PB,"Pork Bellies, 12-14 lbs (Mid-US)",CASH,1,19660516,20210603,,0.01,USD,1,3,2,5, 6,54,CU9,Copper,CASH,0,19740605,20141219,,0.01,USD,1,3,2,6,"On Jan 18, 1979, cash prices changed to Copper Cathode, U.S. Producers. On Sep 12, 1984, Copper cash contracts were changed from Scrap Wire to Copper Cathode." 7,54,CT,"Cotton, 1 1/16 Strick Low Midling (Memphis, TN)",CASH,1,19730402,20210603,,0.01,USD,1,3,2,7,"On Aug 1, 1986, the 1985 Farm Bill was implemented. As a result, cotton prices dropped from the government loan rate to the world price basis. On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16" 8,54,HG,"Copper Cathodes, U.S. producers (New York)",CASH,1,19740605,20210603,19740605,0.01,USD,1,3,2,8,"Beginning on 9/12/84, the cash Copper was changed from Scrap Wire to Copper Cathodes. On 1/18/79 the cash price changed to Copper Cathode, U.S. Producers." 9,54,C,"Corn, No. 2 Yellow (Central Ill.)",CASH,1,19590701,20210603,,0.01,USD,1,2,-1,9,"On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16" 10,54,KC,"Coffee, Brazilian (New York)",CASH,1,19730402,20210602,,0.01,USD,1,3,2,10, 11,54,O,"Oats, No. 2 Milling (Minneapolis)",CASH,1,19700105,20210603,,0.01,USD,1,2,-1,11,"On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16" 12,54,OJ,Orange Juice,CASH,0,19760109,19870529,,0.01,USD,1,3,2,12, 13,54,PL,"Platinum, Handy & Harman 12:15 pm (New York)",CASH,1,19770826,20210603,,1,USD,1,4,1,13, 16,54,SI,"Silver, Handy & Harman 12:15 pm (New York)",CASH,1,19671206,20210603,,0.01,USD,1,4,1,16, 17,54,S,"Soybeans, No. 1 Yellow (Central Ill)",CASH,1,19590701,20210603,,0.01,USD,1,2,-1,17, ...

Futures and Options Exchanges

Returns the exchanges that provide futures and options.

Response

ExchangeCodestring

The unique identifier.
Namestring

The exchange name.
HasFuturesBoolean

The exchange has futures.
HasFuturesOptionsBoolean

The exchange has futures options.
HasStockOptionsBoolean

The exchange has stock options.
ParentExchangeCodestring

The parent exchange code.
IsOldExchangeboolean

This flag designates if the exchange no longer exists.
ISOCountryCodestring

The ISO country code.

API Endpoint

https://apps.csidata.com/FuturesExchanges

Request Example

https://apps.csidata.com/FuturesExchanges

Response Example

ACCESS,New York Mercantile Exchange - ACCESS,1,0,0,CMEGROUP,1,US ADEX,Athens Derivative Exchange,1,1,0,,0,GR AEX,Amsterdam Exchanges,1,0,0,,1,NL ASX,Australian Securities Exchange,1,1,0,,0,AU BALTEX,The Baltic Exchange,1,1,0,,1,GB BDP,Bolsa de Derivados do Portugal,1,0,0,,1,PT BELFOX,Belgian Futures and Options Exchange,1,0,0,,1,BE BMF,Bolsa de Mercadorias & Futuros (Sao Paulo),1,1,0,,0,BR BRIESE,Steve Briese COT Indices,1,1,0,,0,US BSE,Bombay Stock Exchange,1,0,0,,1,IN BUD,Budapest Stock Exchange,1,0,0,,0,HU CASH,General purpose exchange identifier used for misc cash items,1,0,0,,0,US CBOE,Chicago Board Options Exchange,1,0,1,,0,US CBT,Chicago Board of Trade,1,1,0,CMEGROUP,0,US CCFE,Chicago Climate Futures Exchange,1,0,0,,1,US CCX,Chubu Commodity Exchange,1,0,0,,1,JP CFE,CBOE Futures Exchange,1,0,0,CBOE,0,US CFFEX,China Financial Futures Exchange,1,0,0,,0,CN CFTC,U.S. Commodity Futures Trading Commission,1,0,0,,0,US CLEAR,New York Mercantile Exchange - ClearPort,1,1,0,CMEGROUP,0,US CME,Chicago Mercantile Exchange,1,1,0,CMEGROUP,0,US CMEGROUP,CME Group,1,0,0,,0,US ...

Unit Denominator Types

Returns the unit denominator types for futures that are used in the futures factsheet.

Response

UnitDenominatorTypeIDinteger

The unique identifier.
Namestring

The type name.
Abbreviationstring

The abbreviation.

API Endpoint

https://apps.csidata.com/UnitDenominatorTypes

Request Example

https://apps.csidata.com/UnitDenominatorTypes

Response Example

1,oil barrel,bbl 2,bushel,bu 3,pound,lb 4,troy ounce,troy oz 5,ounce,oz 6,short ton, 7,long ton, 8,metric ton,tonne 9,board feet,board ft 10,square feet,sq ft 11,gallon,gal 12,kilogram,kg ...

Futures Categories

Returns the futures categories that are used in the futures factsheet.

Response

FuturesCategoryIDinteger

The unique identifier.
Namestring

The category name.
AssetClassIdinteger

The asset class identifier.

API Endpoint

https://apps.csidata.com/FuturesCategories

Request Example

https://apps.csidata.com/FuturesCategories

Response Example

1,Food & Fiber,1 2,Livestock & Meats,1 3,Metals,3 4,Grains & Oilseeds,1 5,FOREX,4 6,Govt Notes,6 7,Govt Bonds,6 8,Interest Rates,6 9,Govt Rates,6 10,Indexes-European,5 11,Energy,2 12,Indexes-U.S.,5 13,Indexes-Commodity,1 14,Indexes-Asian,5 15,Indexes-Canadian,5 16,Indexes-Australian,5 ...

Asset Classes

Returns the asset classes used for classifying futures.

Response

AssetClassIdinteger

The unique identifier.
Namestring

The name.

API Endpoint

https://apps.csidata.com/AssetClasses

Request Example

https://apps.csidata.com/AssetClasses

Response Example

1,Agriculture 2,Energy 3,Metal 4,FX 5,Equity 6,Interest Rate 7,Real Estate 8,Chemical 9,Statistic

Footnotes

Returns footnotes for futures and stocks.

Response

FootnoteIDinteger

The unique identifier.
Descriptionstring

The footnote description.

API Endpoint

https://apps.csidata.com/Footnotes

Request Example

https://apps.csidata.com/Footnotes

Response Example

1,"On March 30, 1982, the quoted basis of cash prices for LIVE CATTLE changed from Sioux City, Iowa to Omaha, Nebraska." 2, "Prior to the Dec 1980 contract, Cocoa's contract size was 30k lbs and quoted in cents/lb. CSI prices for this period are converted to $/ton using the multiplier 0.220462." 3, "Because of certain circumstances, there is no cash data available for Cocoa from Aug 29, 1975 thru Nov 3, 1975, May 23, 1977 thru Aug 22, 1977, and Sep 26, 1977 thru Jan 3, 1983." 4, "On Mar 30, 1982, the quoted basis of cash prices for LIVE HOGS changed from Sioux City, Iowa to Omaha, Nebraska." 5, "Beginning with the February 1997 contract, Live Hogs changed to Lean Hogs Index." 6, "Beginning with the Feb, 1979 CME Pork Bellies contract, the size changed from 36K to 38K lbs. Beginning with the Feb 1987 contract, the size changed to 40K lbs." 8, "There was no trading between Aug 23, 1963 and Sep 20, 1963 and no completed trades for the May 1964 contract." ...

Futures Footnote Mappings

Returns the footnote mappings for futures. See footnotes for the actual footnotes. View the html version here.

Request

Formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
DMinteger

The DM code.
FootnoteIDinteger

The footnote ID.

API Endpoint

https://apps.csidata.com/FuturesFootnotes

Request Example

https://apps.csidata.com/FuturesFootnotes

Response Example

2,54,1 2,54,463 3,0,2 3,0,17 3,54,3 4,0,5 4,54,4 4,54,463 5,0,6 5,0,8 6,0,11 6,54,9 6,54,10 7,0,13 7,54,12 7,54,463 ...

Contract Dates

Important dates for futures and options contracts.

Futures Coverage

Notice, Delivery Dates – Back to 2017 for ICE and CME exchanges. Notice dates to March 2020 are available for Montreal Exchange.
Trade Dates – Back to 2017 for about 80% of active futures.
CSI Dates – All contracts for all futures.
Expiration Dates – Back to late 2001. Most active futures and about 80% of inactive futures.

Futures Options Coverage

Notice, Delivery Dates – None.
Trade Dates – Back to 2017. About 70% of active options.
CSI Dates – All contracts for all options.
Expiration Dates – Back to late 2001. About 70% of active options and half of inactive.

Request

Typeoptional string

Specify Futures or Options. The default is Futures.
HideExpiredContractsoptional boolean

Specify HideExpiredContracts=1 to prevent all expired contracts from being included. The default is false.

Response

Csinuminteger

The unique identifier.
DYinteger

The delivery year.
DMinteger

The delivery month.
FirstNoticeDatedate

The first notice date.
LastNoticeDatedate

The last notice date.
FirstDeliveryDatedate

The first delivery date.
LastDeliveryDatedate

The last delivery date.
FirstTradeDatedate

The first date available for trading.
LastTradeDatedate

The last date available for trading.
FirstCsiDatedate

The first date in CSI's price history.
LastCsiDatedate

The last date in CSI's price history
ExpirationDatedate

The date the contract expires.
LastCsiDateWithPricesdate

The last date in CSI's price history that has a settlement price.

API Endpoint

https://apps.csidata.com/ContractDates

Request Example

https://apps.csidata.com/ContractDates?Type=Futures

Response Example

... 2,2017,6,20170605,20170706,20170615,20170718,20160218,20170630,20160217,20170630,20170630,20170630 2,2017,8,20170807,20170906,20170817,20170918,20160301,20170831,20160229,20170831,20170831,20170831 2,2017,10,20171009,20171103,20171019,20171115,20160822,20171031,20160819,20171031,20171031,20171031 2,2017,12,20171204,20180102,20171214,20180117,20161003,20171229,20160930,20171229,20171229,20171229 2,2018,2,20180205,20180301,20180215,20180315,20161107,20180228,20161104,20180228,20180228,20180228 2,2018,4,20180409,20180501,20180419,20180515,20170103,20180430,20161230,20180430,20180430,20180430 2,2018,6,20180604,20180702,20180614,20180717,20170306,20180629,20170303,20180629,20180629,20180629 2,2018,8,20180806,20180904,20180816,20180918,20170424,20180831,20170421,20180831,20180831,20180831 2,2018,10,20181008,20181101,20181018,20181115,20170626,20181031,20170623,20181031,20181031,20181031 2,2018,12,20181210,20190102,20181220,20190116,20170703,20181231,20170630,20181231,20181231,20181231 2,2019,2,20190204,20190301,20190214,20190315,20170901,20190228,20170831,20190228,20190228,20190228 2,2019,4,20190408,20190501,20190418,20190515,20171101,20190430,20171031,20190430,20190430,20190430 2,2019,6,20190610,20190701,20190620,20190716,20180102,20190628,20171229,20190628,20190628,20190628 2,2019,8,20190805,20190903,20190815,20190917,20180301,20190830,20180228,20190830,20190830,20190830 2,2019,10,20191007,20191101,20191017,20191115,20180501,20191031,20180430,20191031,20191031,20191031 2,2019,12,20191209,20200102,20191219,20200116,20180702,20191231,20180629,20191231,20191231,20191231 2,2020,2,20200210,20200302,20200221,20200316,20180904,20200228,20180831,20200121,20200228,20200121 2,2020,4,20200406,20200501,20200417,20200515,20181101,20200430,20181031,20200121,20200430,20200121 2,2020,6,20200608,20200701,20200618,20200716,20190102,20200630,20190104,20200121,20200630,20200121 2,2020,8,20200810,20200901,20200820,20200916,20190301,20200831,20190228,20200121,20200831,20200121 2,2020,10,20201005,20201102,20201015,20201116,20190501,20201030,20190430,20200121,20201030,20200121 2,2020,12,20201207,20210104,20201217,20210119,20190701,20201231,20190628,20200121,20201231,20200121 2,2021,2,20210208,20210301,20210219,20210315,20190909,20210226,20190906,20200121,20210226,20200121 2,2021,4,20210405,20210503,20210415,20210517,20191101,20210430,20191031,20200121,20210430,20200121 2,2021,6,20210607,20210701,20210617,20210716,20200102,20210630,20191231,20200121,20210630,20200121 ...

Futures History Adjustments

Returns events where adjustments have been made to futures contract specifications. These adjustments can be applied to the history to produce continuous series. Incudes changes to currencies, coupon rates, contract sizes, and units, as well as stock index splits.

Response

ChangeTypestring(2)

The unique identifier for the adjustment type
Csinuminteger

The unique identifier for the future.
AdjustmentStartDYinteger

The starting delivery year.
AdjustmentStartDMinteger

The starting delivery month.
AdjustmentEndDYinteger

The ending delivery year.
AdjustmentEndDMinteger

The ending delivery month.
AdjustmentStartDatedate

The start date.
AdjustmentEndDatedate

The end date.
AdjustOHLCboolean

Flag indicates if adjustment should be applied to the open, high, low, and close prices.
AdjustVolboolean

Flag indicates if the adjustment should be applied to the volume.
AdjustOIboolean

Flag indicates if the adjustment should be applied to the open interest.
Adjustmentdecimal

The adjustment that should be applied to the range of data falling within the start/end dates and start/end delivery months. If this value is null(empty) and the type is CT (currency type change), then the adjustment factors are the forex prices for the currencies in the Value and SubsequentValue fields.
FootnoteIdinteger

The unique identifier for the footnote.
Valuestring

The value before the change event.
SubsequentValuestring

The value after the change event.

API Endpoint

https://apps.csidata.com/FuturesHistoryAdjustments

Request Example

https://apps.csidata.com/FuturesHistoryAdjustments

Response Example

... UT,100987,1000,1,2019,12,10000101,20191201,1,0,0,17.032967032967,709,106,107 CS,100987,1000,1,2019,12,10000101,20191201,0,1,1,50,709,500,10 UT,100987,1000,1,2019,12,10000101,20191201,0,1,1,0.0587096774193548,709,106,107 UT,100987,2019,12,2019,12,20191202,99991231,1,0,0,17.032967032967,709,106,107 CS,100987,2019,12,2019,12,20191202,99991231,0,1,1,50,709,500,10 UT,100987,2019,12,2019,12,20191202,99991231,0,1,1,0.0587096774193548,709,106,107 CS,200080,1000,1,9999,12,10000101,20070222,0,1,1,2,668,100,50 CS,200080,1000,1,9999,12,10000101,20071227,0,1,1,2,668,50,25 CS,200080,1000,1,2009,2,10000101,99991231,0,1,1,0.5,668,25,50 CS,200080,1000,1,2015,10,10000101,99991231,0,1,1,0.833333333333333,668,25,30 CS,200080,1000,1,2020,6,10000101,99991231,0,1,1,0.8,668,20,25 CS,200080,1000,1,9999,12,10000101,20100429,0,1,1,2,668,50,25 CS,200080,1000,1,2016,6,10000101,99991231,0,1,1,0.75,668,30,40 CS,200080,1000,1,9999,12,10000101,20181025,0,1,1,2,668,40,20 CR,200127,1000,1,2021,8,10000101,99991231,1,0,0,0.910714285714286,742,6,1 CR,200128,1000,1,2021,8,10000101,99991231,1,0,0,0.807692307692308,742,6,1 CR,200129,1000,1,2021,8,10000101,99991231,1,0,0,0.6875,742,6,1 CS,200309,1000,1,9999,12,10000101,20200927,0,1,1,10,725,50,5 CS,200413,1000,1,2016,6,10000101,99991231,0,1,1,0.9,669,45,50

History Adjustment Types

Returns the types for the Futures History Adjustments.

Response

TypeIdstring(2)

The unique identifier.
Descriptionstring

The description.

API Endpoint

https://apps.csidata.com/HistoryAdjustmentTypes

Request Example

https://apps.csidata.com/HistoryAdjustmentTypes

Response Example

CM,currency multiplier CR,coupon rate CS,contract size CT,currency type MI,miscellaneous QS,quality standard SP,stock/index split UM,units multiplier UT,units type

Futures History Mappings

Returns mappings that can be used to extend futures history series farther into the past.

Response

MappingIdinteger

The unique identifier of the mapping record.
FromCsinuminteger

The csinum from which to take the history.
ToCsinuminteger

The csinum where the history should be appended to.
FromDYinteger

The delivery year of the FromCsinum to start taking history.
FromDMinteger

The delivery month of the FromCsinum to start taking history.
ToDYinteger

The delivery year of the FromCsinum to stop taking history.
ToDMinteger

The delivery month of the FromCsinum to stop taking history.
StartDatedate

The start date of the FromCsinum to use.
EndDatedate

The end date of the FromCsinum to use.

API Endpoint

https://apps.csidata.com/FuturesHistoryMappings

Request Example

https://apps.csidata.com/FuturesHistoryMappings

Response Example

1,326,100956,0,54,0,54,10000101,99991231 2,326,100956,1000,1,2014,3,10000101,99991231 3,953,100941,1000,1,2014,6,10000101,99991231 4,310,100444,1000,1,2009,9,10000101,99991231 5,347,100959,0,54,0,54,10000101,20140321 6,347,100959,1000,1,2014,3,10000101,99991231 7,119,649,1000,1,2000,10,10000101,99991231 8,649,100945,1000,1,2014,3,10000101,20140115 9,2,694,1000,1,9999,12,10000101,20020303 10,2,694,0,54,0,54,10000101,99991231 11,3,100148,0,54,0,54,10000101,99991231 12,3,100148,1000,1,9999,12,10000101,20070328 13,4,695,1000,1,9999,12,10000101,20020303 14,4,695,0,54,0,54,10000101,99991231 15,6,8,0,54,0,54,10000101,19740605 ...

Stock Factsheet

Returns factsheet data for all stocks, indices, and mutual funds. View the html version here.

Request

Formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
Symbolstring

The stock symbol.
Namestring

The name.
ExchangeCodestring

The exchange code identifier. See the stock exchange codes.
IsActiveboolean

This flag designates if the stock is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
TypeIdstring

The type identifier. See the stock types.
CurrencyCodestring

The trading currency. See the currencies.
SectorIdstring

The stock sector identifier.
IndustryIdstring

The stock industry identifier.
ExchangeSymbolstring

The symbol used on the exchange.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
PreSwitchConversionFactorsigned integer

The conversion factor prior to the date it changed.
ConversionFactorSwitchDatedate

The date when the conversion factor changed.
VolumeDivisorinteger

The volume divisor used to store volumes in the internal CSI database.
LegacyExchangeCodestring

A broader exchange code. Possible values are NASDAQ, AMEX, NYSE, TSX, TSXV, MUTUAL, INDEX, and FINDEX. OTC markets are labeled under NASDAQ.

API Endpoint

https://apps.csidata.com/StockFactsheet

Request Example

https://apps.csidata.com/StockFactsheet?Format=csv

Response Example

1001,DPS,Dr Pepper/7up,,0,19930127,19950606,ORD,,,,DPS,-4,,,100 1002,PTB,Paragon Trade Brands Inc,,0,19930127,19990707,ORD,USD,,,PTB,-4,,,100 1003,WLP,Wellpoint Health Networks Inc,,0,19930128,20041202,ORD,,,,WLP,2,-4,20010129,100 1004,ARN,American Re Corp,,0,19930129,19961125,ORD,,,,ARN,-4,,,100 1005,BWS,Beta Well Services,,0,19930201,19941130,ORD,,,,BWS,-4,,,100 1006,SITC,Site Centers Corp,NYS,1,19930202,20200110,ORD,USD,FIN,COR,SITC,2,-4,20010129,100 1007,NIN,Nine West Group,,0,19930203,19990615,ORD,,,,NIN,-4,,,100 1008,CRE,CarrAmerica Realty Corp,,0,19930209,20060713,RET,,,,CRE,2,-4,20010129,100 1009,EPNP,Leviathan Gas Pipeline Pref Un,,0,19930216,20000808,UNT,,,,EPNP,-4,,,100 1010,AAT,All American Target Term Trust,,0,19930219,20021220,UNT,,,,AAT,2,-4,20010129,100 1011,JNS,Chic By H I S,,0,19930219,20000316,ORD,,,,JNS,-4,,,100 1012,ELS,Equity Lifestyle Properties Inc,NYS,1,19930225,20200110,ORD,USD,FIN,RER,ELS,2,-4,20010129,100 1013,CCS,Castle & Cooke Inc,,0,19951227,20000907,ORD,,,,CCS,-4,,,100 1014,CYD,China Yuchai International Ltd,NYS,1,19941216,20200110,ORD,USD,IND,DII,CYD,2,-4,20010129,100 1015,SJK,St John Knits Inc,,0,19930311,19990706,ORD,,,,SJK,-4,,,100 1016,C+J,Citigroup Inc pf 8.08%,,0,19930311,19990210,PRF,,,,C+J,-4,,,100 1017,ETH,Ethan Allen Interiors Inc,NYS,1,19930316,20200110,ORD,USD,CCY,HOF,ETH,2,-4,20010129,100 1018,PTX,Pillowtex Corp,,0,19930318,20001116,ORD,,,,PTX,-4,,,100 1019,CZC,Citizens Corp,,0,19930319,19981204,ORD,,,,CZC,-4,,,100 1020,LPG,Life Partners Group,,0,19930325,19960802,ORD,,,,LPG,-4,,,100 1021,BLH,Banker Life Holdings Corp,,0,19930326,19961231,ORD,,,,BLH,-4,,,100 1022,CRM,Corimon CA ADR,,0,19970728,20030507,DRE,,,,CRM,2,-4,20010129,100 1023,NS,National Steel class B,,0,19930329,20020312,ORD,,,,NS,2,-4,20010129,100 1024,DIN,Consorci G Grupo Dina ADR,,0,19930331,20010216,DRE,,,,DIN,2,-4,20010129,100 1025,MHM,Masonite Intl Corp,,0,19930402,20050406,ORD,,,,MHM,2,-4,20010129,100 1026,STA,Starter Corp,,0,19930408,19990420,ORD,,,,STA,-4,,,100 1027,GGP,GGP Inc,NYS,0,19930408,20180828,RET,USD,FIN,COR,GGP,2,-4,20010129,100 1028,TIG,TIG Holdings Inc,,0,19930420,19990413,OTH,,,,TIG,-4,,,100 1029,ATR,AptarGroup Inc,NYS,1,19930423,20200110,ORD,USD,CCY,PAC,ATR,2,-4,20010129,100 1030,RCL,Royal Caribbean Cruises Ltd,NYS,1,19930428,20200110,ORD,USD,CCY,LEI,RCL,2,-4,20000925,100 1031,GON,Geon Inc,,0,19930429,20000831,ORD,,,,GON,-4,,,100 1032,RGAA,Reinsurance Gr A,,0,19930504,20090105,ORD,,,,RGAA,2,-4,20010129,100 1033,BAE,Buenos Aires Enbotelladora ADR,,0,19930505,19980413,DRE,,,,BAE,-4,,,100 1034,EWB,Blanch Holdings Inc,,0,19930507,20010531,ORD,,,,EWB,2,-4,20010129,100 1035,IPX,Interpool Inc,,0,19930510,20031229,ORD,,,,IPX,2,-4,20010129,100 1036,RST,Rust International Inc,,0,19930510,19950712,ORD,,,,RST,-4,,,100 1037,ANZ+,Austrialia New Zealand Bank pf,,0,19930510,20030303,PRF,,,,ANZ+,2,-4,20010129,100 1038,CRPP,Crown Pacific Partners,,0,19941219,20041227,ORD,,,,CRPP,2,-4,20010129,100 1039,ZRC,Zurich Reinsurance Centre Holding,,0,19930512,19970829,ORD,,,,ZRC,-4,,,100 1040,AGR,Argentaria Caja Postal y Banco Hipotecan,,0,19930510,20000128,DRE,,,,AGR,-4,,,100 1041,XTO,XTO Energy Inc,,0,19930512,20100625,ORD,,,,XTO,2,-4,20010129,100 1042,NTZ,Natuzzi SpA,NYS,1,19930513,20200110,DRE,USD,CCY,HOF,NTZ,2,-4,20010129,100 1043,AZN,Astrazeneca PLC,NYS,1,19930512,20200110,DRE,USD,HEA,PHA,AZN,2,-4,20010129,100 1044,LBY,Libbey Inc,AMX,1,19930618,20200110,ORD,USD,CCY,HOF,LBY,2,-4,20010129,100 1045,FLH,Fila Holdings Spa ADR,,0,19930527,20031013,DRE,,,,FLH,2,-4,20010129,100 1046,AKR,Acadia Realty Trust,NYS,1,19930527,20200110,ORD,USD,FIN,COR,AKR,2,-4,20010129,100 1047,TRI,Trinet Corporate Realty Trust,,0,19930527,19991103,RET,,,,TRI,-4,,,100 1048,HR,Healthcare Realty Trust Inc,NYS,1,19930527,20200110,ORD,USD,FIN,COR,HR,2,-4,20010129,100 1049,RIG,Transocean Ltd,NYS,1,19930528,20200110,ORD,USD,ENE,OID,RIG,2,-4,20010129,100 1050,SKT,Tanger Factory Outlet Centers Inc,NYS,1,19930528,20200110,ORD,USD,FIN,COR,SKT,2,-4,20010129,100 1051,MAD,Madeco SA ADR,,0,19930528,20090724,DRE,,,,MAD,2,-4,20001204,100 1052,ALL,Allstate Corp (The),NYS,1,19930603,20200110,ORD,USD,FIN,INS,ALL,2,-4,20010129,100 1053,KPT,Konover Property Trust,,0,19930603,20021122,RET,,,,KPT,2,-4,20010129,100 1054,LSO,Lasmo Plc ADR,,0,19930608,20010403,DRE,,,,LSO,2,-4,20010129,100 1055,LNX,Lenox Group,,0,19930611,20080515,ORD,,,,LNX,2,-4,20010129,100 1056,HLY,Holly Residential Property,,0,19930611,19941213,RET,,,,HLY,-4,,,100 1057,BRU,Burlington Resource Coal Seam Gas Royalt,,0,19930614,19990412,OTH,,,,BRU,-4,,,100 1058,THMRQ,Thornburg Mrtg,,0,19930618,20100831,ORD,,,,THMRQ,2,-4,20010129,100 1059,MYSZY,Masisa SA ADS,,0,19930618,20090218,DRE,,,,MYSZY,2,-4,20001204,100 1060,SMT,Summit Properties Inc,,0,19940209,20050228,RET,,,,SMT,2,-4,20010129,100 1061,SYT,Sithe Energies Inc,,0,19930623,19960409,ORD,,,,SYT,-4,,,100 1062,MMI,MMI Co,,0,19930624,20000418,ORD,,,,MMI,-4,,,100 1063,EKC,Ek Chor China Motorcycle,,0,19930629,20030620,OTH,,,,EKC,2,-4,20010129,100 1064,FMS+,Fresenius Medical Care pf ADS,,0,19961125,20060522,PRF,,,,FMS+,2,-4,20010129,100 1065,YPF,YPF Sociedad Anonima ADR,NYS,1,19930629,20200110,DRE,USD,ENE,IOG,YPF,2,-4,20010129,100 1066,ESF,Espirito Santa Financial Holding ADR,,0,19930630,20060706,DRE,,,,ESF,2,-4,20010129,100 1067,GRDCY,Grupo Radio Sab,,0,19930701,20130128,DRE,,,,GRDCY,2,-4,20010129,100 1068,CGF,Carr Gottstein Food,,0,19930702,19990419,ORD,,,,CGF,-4,,,100 1069,LVFI,Levitz Furniture,,0,19930702,20000824,ORD,,,,LVFI,-4,,,100 1070,SHG,Sun Healthcare Group,,0,19930706,19990628,ORD,,,,SHG,-4,,,100 1071,SGY,Stone Energy Corp,NYS,0,19930709,20180509,ORD,USD,ENE,OIE,SGY,2,-4,20000925,100 1072,CSH,China Enterprise,,0,19930715,20020926,OTH,,,,CSH,2,-4,20010129,100 1073,PPS,Post Properties Inc,NYS,0,19930716,20161201,RET,USD,FIN,RER,PPS,2,-4,20010129,100 1074,CPT,Camden Property Trust,NYS,1,19930722,20200110,ORD,USD,FIN,RER,CPT,2,-4,20010129,100 ...

Stock Types

Returns all of the stock types.

Request

formatoptional string

Specify csv or json format. The default is csv.

Response

StockTypeIdstring(3)

The stock type identifier.
Namestring

The stock type description.

API Endpoint

https://apps.csidata.com/StockTypes

Request Example

https://apps.csidata.com/StockTypes?format=csv

Response Example

BDC,Business Development Company CEF,Closed-End Fund CEN,Closed-End Fund NAV DRE,Depository Receipt ETF,Exchange-Traded Fund ETN,Exchange-Traded Note IFU,Income Fund IND,Equity Index LPU,Limited Partnership Units OEF,Open-End Fund ORD,Common Stock ...

Stock Exchanges

Returns all of the stock exchanges.

Request

formatoptional string

Specify csv or json format. The default is csv.

Response

ExchangeCodestring(3)

The exchange code identifier.
Namestring

The exchange name.

API Endpoint

https://apps.csidata.com/StockExchanges

Request Example

https://apps.csidata.com/StockExchanges?format=csv

Response Example

ALB,Alberta Stock Exchange AMX,NYSE Mkt ARC,NYSE ARCA BAT,BATS Global Markets FIN,Foreign Stock Indices GRY,Grey Market IND,Stock Indices LSE,London Stock Exchange MSE,Montreal Stock Exchange MUT,Mutual Fund NCM,Nasdaq Capital Market NGM,Nasdaq Global Market NGS,Nasdaq Global Select ...

Stock Price History

Returns history for stocks, indexes, and mutual funds. The start date of available history is set by your agreement with CSI, please contact us for additional history.

Request

Csinuminteger

The request csinum. Either the csinum or symbol is required. See all available csinums in the stock factsheet.
Symbolstring

The request stock symbol. Either the csinum or symbol is required. Append the following to the symbol for Non-US stocks.
"-L" for London Stock Exchange
"-T" for Toronto Stock Exchange
"-V" for TSX Venture Exchange
StartDateoptional date

The start date in YYYYMMDD format.
EndDateoptional date

The end date in YYYYMMDD format.
AdjustForSplitsoptional boolean

Use 1 to specify that the history should be split adjusted.
AdjustForDividendsFixedoptional boolean

Use 1 to specify that the history should be adjusted by subtracting the cumulative dividends from the price going back in time. Using this method it is possible to see negative prices.
AdjustForDividendsProportionaloptional boolean

Use 1 to specify that the history should be adjusted for dividends proportionally. This means that for each dividend, a ratio is computed from the previous close. The prices get multiplied by this cumulative ratio going back in time.
AdjustForCapitalGainsFixedoptional boolean

Only applies to mutual funds. Use 1 to specify that the history should be adjusted by subtracting the cumulative capital gains from the price going back in time. Using this method it is possible to see negative prices.
AdjustForCapitalGainsProportionaloptional boolean

Only applies to mutual funds. Use 1 to specify that the history should be adjusted for capital gains proportionally. This means that for each dividend, a ratio is computed from the previous NAV. This cumulative ratio is applied back in time.
DivideVolumeoptional boolean

Only applies to mutual funds. Use 1 to specify that the history should be adjusted for capital gains proportionally. This means that for each capital gain, a ratio is computed from the previous NAV. The NAVs get multiplied by this cumulative ratio going back in time.

Response

Record Type: 70

Header record.
TypeFlaginteger

File type flag. ‘2’ for history.
UserIdstring(3)

The requested UserId.
CreationDatedate

Creation date in YYMMDD format.
CreationTimetime

Creation time in HHMMSS format.
RecordCountinteger

Record count, including header and trailer records.

Record Type: 71

History Header Record.
Symbolstring

The symbol.
Csinuminteger

The csinum.
unused1
unused2
NPCFlagchar

Normal/Put/Call flag will show N/P/C respectively.
Strikedecimal

Strike price when displaying options.
Frequencychar

Daily/Weekly/Monthly flag will show D/W/M respectively.
FirstDatedate

First date in file (CCYYMMDD format).
LastDatedate

Last date in file (CCYYMMDD format).
CFinteger

Conversion factor.
NumDaysinteger

Number of days in the file.

Record Type: 73

Stock price record in points.
Same as type 83, with prices in points format.

Record Type: 76

Mutual fund record in points.
Same as type 86, with prices in points format.

Record Type: 83

Stock price record in decimal.
Datedate

Date of data in CCYYMMDD format.
Csinuminteger

The csinum.
Opendecimal

Open price.
Highdecimal

High price.
Lowdecimal

Low price.
Closedecimal

Close price.
Volumeinteger

Volume.

Record Type: 86

Mutual fund record in decimal.
Datedate

Date of data in CCYYMMDD format.
NAVdecimal

Net asset value.

Record Type: 97

Dividend/capital gain record.
ExDatedate

Ex-dividend date in CCYYMMDD format.
Dividenddecimal

Dividend amount.
CapitalGaindecimal

Capital gain amount.

Record Type: 98

Stock split record.
SplitDatedate

Split date in CCYYMMDD format.
NewSharesinteger

Number of new shares.
OldSharesinteger

Number of old shares.

API Endpoint

https://apps.csidata.com/StockHist

Request Example

https://apps.csidata.com/StockHist?Csinum=5110&AdjustForSplits=1&AdjustForDividendsProportional=1

Response Example

70,2,CSI,181112,132018,14551 71,GE,5110,,,N,,D,19620102,20181109,2,14315 83,19620102,0.1338,0.136,0.1324,0.1333,20736 83,19620103,0.1327,0.1327,0.1315,0.132,14208 83,19620104,0.132,0.1331,0.1293,0.1304,17664 83,19620105,0.1304,0.1307,0.1249,0.1271,26208 83,19620108,0.1271,0.1271,0.1231,0.1269,29760 83,19620109,0.1269,0.1287,0.126,0.1275,22368 83,19620110,0.1275,0.1289,0.1271,0.1282,18816 83,19620111,0.1282,0.1284,0.126,0.1284,15648 83,19620112,0.1284,0.1287,0.1262,0.1266,16224 83,19620115,0.1269,0.1284,0.1269,0.128,20352 83,19620116,0.128,0.1295,0.1271,0.1291,13344 83,19620117,0.1289,0.1289,0.1253,0.1262,20544 83,19620118,0.1262,0.1275,0.126,0.1275,14208 83,19620119,0.1275,0.1287,0.1275,0.1287,12768 83,19620122,0.1289,0.1307,0.1289,0.1291,13632 83,19620123,0.1287,0.1287,0.1262,0.1266,21888 83,19620124,0.1266,0.1295,0.1262,0.1291,15360 83,19620125,0.1291,0.13,0.1269,0.1278,15264 83,19620126,0.1278,0.128,0.1269,0.1273,9696 83,19620129,0.1273,0.128,0.1271,0.1275,9792 83,19620130,0.1291,0.1311,0.1291,0.1298,17088 83,19620131,0.1298,0.1338,0.1295,0.1338,18048 ... 97,19620313,0.5,0 97,19620612,0.5,0 97,19620918,0.5,0 97,19621218,0.5,0 97,19630312,0.5,0 97,19630618,0.5,0 97,19630912,0.5,0 97,19631210,0.55,0 97,19640310,0.55,0 97,19640616,0.55,0 97,19640915,0.55,0 97,19641208,0.55,0 97,19650309,0.55,0 97,19650615,0.55,0 97,19650921,0.65,0 97,19651207,0.65,0 97,19660308,0.65,0 97,19660607,0.65,0 97,19660913,0.65,0 ... 98,19710608,2,1 98,19830602,2,1 98,19870526,2,1 98,19940516,2,1 98,19970512,2,1 98,20000508,3,1 70,2,CSI,181112,132018,14551

Raw Stock Price History

Returns history for stocks, indexes, and mutual funds. This endpoint has no options for adjusting. The start date of available history is set by your agreement with CSI, please contact us for additional history.

Request

Csinuminteger

The request csinum. Either the csinum or symbol is required. See all available csinums in the stock factsheet.
StartDateoptional date

The start date in YYYYMMDD format.
EndDateoptional date

The end date in YYYYMMDD format.

Response

Csinuminteger

The unique stock identifier.
Start Dateoptional date

The start date of history to return.
End Dateoptional date

The end date of history to return.

API Endpoint

https://apps.csidata.com/StockHistRaw

Request Example1

https://apps.csidata.com/StockHistRaw?Csinum=5110

Response Example1

19620102,75,76.25,74.25,74.75,21600 19620103,74.375,74.375,73.75,74,14800 19620104,74,74.625,72.5,73.125,18400 19620105,73.125,73.25,70,71.25,27300 19620108,71.25,71.25,69,71.125,31000 19620109,71.125,72.125,70.625,71.5,23300 19620110,71.5,72.25,71.25,71.875,19600 19620111,71.875,72,70.625,72,16300 19620112,72,72.125,70.75,71,16900 19620115,71.125,72,71.125,71.75,21200 19620116,71.75,72.625,71.25,72.375,13900 19620117,72.25,72.25,70.25,70.75,21400 19620118,70.75,71.5,70.625,71.5,14800 19620119,71.5,72.125,71.5,72.125,13300 19620122,72.25,73.25,72.25,72.375,14200 19620123,72.125,72.125,70.75,71,22800 19620124,71,72.625,70.75,72.375,16000 19620125,72.375,72.875,71.125,71.625,15900 19620126,71.625,71.75,71.125,71.375,10100 19620129,71.375,71.75,71.25,71.5,10200 19620130,72.375,73.5,72.375,72.75,17800 19620131,72.75,75,72.625,75,18800 ...

Stock Daily Adjusted

Returns one day of price data for stocks, indexes, and mutual funds in historical format. It allows prices to be adjusted for splits, dividends, and capital gains. This can also include adjusted correction records.

Request

RequestDatedate

The request date in YYYYMMDD format. It must be within the last 40 days.
AdjustForSplitsoptional boolean

Use 1 to specify that the history should be split adjusted.
AdjustForDividendsFixedoptional boolean

Use 1 to specify that the history should be adjusted by subtracting the cumulative dividends from the price going back in time. Using this method it is possible to see negative prices.
AdjustForDividendsProportionaloptional boolean

Use 1 to specify that the history should be adjusted for dividends proportionally. This means that for each dividend, a ratio is computed from the previous close. The prices get multiplied by this cumulative ratio going back in time.
AdjustForCapitalGainsFixedoptional boolean

Only applies to mutual funds. Use 1 to specify that the history should be adjusted by subtracting the cumulative capital gains from the price going back in time. Using this method it is possible to see negative prices.
AdjustForCapitalGainsProportionaloptional boolean

Only applies to mutual funds. Use 1 to specify that the history should be adjusted for capital gains proportionally. This means that for each capital gain, a ratio is computed from the previous NAV. The NAVs get multiplied by this cumulative ratio going back in time.
DivideVolumeoptional boolean

Only applies to stocks and indices. Use 1 to specify that the volume should be divided by the VolumeDivisor from the stock factsheet. This is primarily for legacy use.
IncludeCorrectionsoptional boolean

Use 1 to include correction records in adjusted format.

Response

The same as the StockHistory response.

API Endpoint

https://apps.csidata.com/StockDailyAdjusted

Request Example1

https://apps.csidata.com/StockDailyAdjusted?RequestDate=20200114&AdjustForSplits=1

Response Example1

... 71,NTTYY,1280,,,N,,D,20200114,20200114,2,1 83,20200114,25.9,25.9,25.3,25.43,79000 98,20200114,2,1 ...

Request Example2

https://apps.csidata.com/StockDailyAdjusted?RequestDate=20200113&AdjustForSplits=1

Response Example2

... 71,NTTYY,1280,,,N,,D,20200113,20200113,2,1 83,20200113,25.465,25.52,25.385,25.485,100200 ...

Stock Corrections Adjusted

Returns split adjusted corrections for all stock price data, mutual fund NAVs, dividends, and capital gains.

Request

DateOfCorrectionsdate

The request date in YYYYMMDD format.

Response

Record Type: 09

Correct a past day of data.
Data Datedate

The trade date for prices or the ex date for dividends and capital gains.
Underlying Record Typeinteger

33 for stock prices
36 for mutual fund navs
37 for dividends and capital gains
Additional Fields

The other fields are specified in the daily csv documentation for each underlying record type.
Record Type: 13

Delete a past day of data.
Data Datedate

Date to be deleted.
Symbolstring

The stock or mutual fund symbol.
Csinuminteger

The csinum identifier.
Unused
Unused
Unused

API Endpoint

https://apps.csidata.com/StockCorrectionsAdjusted

Request Example

https://apps.csidata.com/StockCorrectionsAdjusted?DateOfCorrections=20210505

Response Example

09,20210504,33,RCL,1030,87,87.1,82.93,83.99,4689900 09,20210504,33,RIG,1049,3.25,3.42,3.19,3.42,18434000 09,20210504,33,SKT,1050,17.5,17.61,16.74,16.88,1661500 09,20210504,33,BYD,1119,67.26,67.47,64.32,65.83,1136800 09,20210504,33,CBLAQ,1125,0.13,0.13,0.1,0.12,1026500 09,20210504,33,ALB,1184,163.51,163.92,158.54,162.11,949100 09,20210504,33,BZH,1185,23.83,24.84,23.18,24.77,729800 09,20210504,33,MAC,1192,13.9,13.99,13.26,13.54,3738500 09,20210504,33,AIV,1258,6.88,6.92,6.76,6.9,3087200 09,20210504,33,BHC,1278,29.9,30.06,27.68,27.94,10324500 09,20210504,33,O,1291,68.83,69.86,68.7,69.11,3720500 09,20210504,33,BMO,1296,94,94.21,93.19,93.93,799300 09,20210504,33,HDSN,1384,2.15,2.15,1.97,2.03,525800 09,20210504,33,WVVI,1479,14.49,14.8,14.04,14.8,137200 09,20210504,33,SIRI,1481,6.06,6.08,5.97,6.01,21150400 09,20210504,33,SSYS,1486,21.12,21.25,20.35,20.88,1839100 09,20210504,33,BCRX,1552,11.04,11.2,10.8,11.01,2673900 09,20210504,33,NNBR,1562,7.29,7.29,7.14,7.17,179900 09,20210504,33,FLEX,1579,17.26,17.4,16.77,16.98,4760500 09,20210504,33,LARK,1596,24.82,24.9,24.66,24.71,8100 09,20210504,33,AEO,1641,35.85,36.29,35.28,36.01,2125000 09,20210504,33,ABCB,1722,54.07,55.92,53.13,55.86,326000 09,20210504,33,SYPR,1723,3.65,3.9,3.5,3.86,585000 09,20210504,33,PENN,1742,89.13,90.02,85.13,89.66,5763900 09,20210504,33,TGB,1755,2.05,2.08,2,2.07,3241300 09,20210504,33,GEO,1857,5.74,5.84,5.6,5.72,3440300 09,20210504,33,EFOI,1901,3.8,4.49,3.66,4.28,2380800 09,20210504,33,SM,2004,16.5,16.67,15.81,16.39,2499300 09,20210504,33,ULBI,2013,7.91,7.91,7.64,7.73,44500 ...

Stock Split History

Returns split history for stocks, mutual funds, and indices. The start date of available history is set by your agreement with CSI, please contact us for additional history.

Request

Csinuminteger

The request csinum. See all available csinums in the stock factsheet.
StartDateoptional date

The start date in YYYYMMDD format.
EndDateoptional date

The end date in YYYYMMDD format.

Response

Ex Datedate

The date when the shares begin trading at post-split prices.
New Sharesinteger

The number of new shares after the split. For example, in a 2 for 1 split, every 1 (old) share held by traders is replaced with 2 (new) shares.
Old Sharesinteger

The number of old shares after the split.

API Endpoint

https://apps.csidata.com/Splits

Request Example

https://apps.csidata.com/Splits?csinum=5110

Response Example

19710608,2,1 19830602,2,1 19870526,2,1 19940516,2,1 19970512,2,1 20000508,3,1 20190226,104,100

Stock Dividend History

Returns dividend history for stocks and mutual funds. The start date of available history is set by your agreement with CSI, please contact us for additional history.

Request

Csinuminteger

The request csinum. See all available csinums in the stock factsheet.
StartDateoptional date

The start date in YYYYMMDD format.
EndDateoptional date

The end date in YYYYMMDD format.

Response

Ex Datedate

The date when the shares begin trading at post-distribution prices.
Dividenddecimal

The amount of the dividend.

API Endpoint

https://apps.csidata.com/Dividends

Request Example

https://apps.csidata.com/Dividends?csinum=5970

Response Example

20030219,0.08 20031015,0.16 20040823,0.08 20041115,3.08 20050215,0.08 20050516,0.08 20050815,0.08 20051115,0.08 20060215,0.09 20060515,0.09 20060815,0.09 20061114,0.1 20070213,0.1 20070515,0.1 20070814,0.1 20071113,0.11 20080219,0.11 20080513,0.11 20080819,0.11 20081118,0.13 20090217,0.13 20090519,0.13 20090818,0.13 20091117,0.13 20100216,0.13 20100518,0.13 20100817,0.13 20101116,0.16 20110215,0.16 20110517,0.16 20110816,0.16 20111115,0.2 20120214,0.2 20120515,0.2 20120814,0.2 ...

Stock Dividend History

Returns capital gain history for mutual funds. The start date of available history is set by your agreement with CSI, please contact us for additional history.

Request

Csinuminteger

The request csinum. See all available csinums in the stock factsheet.
StartDateoptional date

The start date in YYYYMMDD format.
EndDateoptional date

The end date in YYYYMMDD format.

Response

Ex Datedate

The date when the shares begin trading at post-distribution prices.
Dividenddecimal

The amount of the capital gain. This is the sum of long and short term.

API Endpoint

https://apps.csidata.com/CapitalGains

Request Example

https://apps.csidata.com/CapitalGains?csinum=1920

Response Example

19991203,0.25 20001208,1.24 20041203,0.32 20051209,1.67 20061208,2.1 20071207,1.83 20081205,0.17 20091204,0.075 20101210,0.107 20111209,0.089 20121214,0.29 20131213,2.065 20141212,1.697 20151211,0.653 20161209,0.08 20171208,1.344

Stock Sectors

Returns all of the stock sectors.

Response

SectorIdstring(3)

The unique identifier.
SectorNamestring

The sector name.

API Endpoint

https://apps.csidata.com/StockSectors

Request Example

https://apps.csidata.com/StockSectors

Response Example

BAM,Basic Materials CCY,Consumer Cyclical CNC,Consumer Non-Cyclical COM,Communication ENE,Energy FIN,Financials HEA,Healthcare IND,Industrials TEC,Technology UTI,Utilities

Stock Industries

Returns all of the stock Industries.

Response

IndustryIdstring(3)

The unique identifier.
SectorIdstring(3)

The unique identifier for the parent stock sector.
IndustryNamestring

The sector name.

API Endpoint

https://apps.csidata.com/StockSectors

Request Example

https://apps.csidata.com/StockSectors

Response Example

AGR,BAM,Agriculture ALU,BAM,Aluminum CCH,BAM,Commodity Chemicals COA,BAM,Coal COP,BAM,Copper GLD,BAM,Gold MET,BAM,Metals & Minerals PAP,BAM,Paper PMM,BAM,Precious Metals & Minerals SCH,BAM,Specialty Chemicals SIL,BAM,Silver STE,BAM,Steel WOO,BAM,Wood ADV,CCY,Advertising & Marketing APM,CCY,Apparel Manufacturers APR,CCY,Apparel Retailers AUM,CCY,Auto Manufacturers AUP,CCY,Auto Parts AUR,CCY,Auto Retailers DES,CCY,Department Stores DIM,CCY,Diversified Media ...

Shares Outstanding History

Returns history for all Shares Outstanding for most US Stocks.

Response

Csinuminteger

The stock csinum.
SharesOutstandinginteger

The shares outstanding including split adjustments.
EffectiveDatedate

The shares outstanding effective date.

API Endpoint

https://apps.csidata.com/SharesOutstandingHistory

Request Example

https://apps.csidata.com/SharesOutstandingHistory

Response Example

1006,250122627,20100730 1006,256161006,20101029 1006,256869144,20110211 1006,276623299,20110429 1006,276402977,20110729 1006,276968631,20111028 1006,277250716,20120210 1006,282262620,20120427 1006,304134432,20120808 1006,309765482,20121101 1006,315003994,20130215 1006,319993087,20130430 1006,320121734,20130801 1006,359243879,20131101 1006,359142581,20140214 1006,359329938,20140502 ...

Shares Outstanding Snapshot

Returns a snapshot with the most recent Shares Outstanding for each US Stock.

Response

Csinuminteger

The stock csinum.
SharesOutstandinginteger

The shares outstanding including split adjustments.
EffectiveDatedate

The shares outstanding effective date.

API Endpoint

https://apps.csidata.com/SharesOutstandingSnapshot

Request Example

https://apps.csidata.com/SharesOutstandingSnapshot

Response Example

1006,180561816,20190729 1012,91033894,20190724 1014,40858290,20190712 1017,26579544,20190417 1029,64041237,20190725 1030,209561071,20190718 1042,2194121,20190221 1043,1266798130,20181031 1044,22347496,20190726 1046,84452945,20190722 1048,129245427,20190726 ...

Futures Option Factsheet

Returns factsheet data for all futures options. View the html version here.

Request

formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
Symbolstring

The CSI symbol.
Namestring

The name.
ExchangeCodestring

The exchange code identifier. See the futures and options exchange codes.
IsActiveboolean

This flag designates if the option is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
ValidDeliveryMonthsstring(12)

The valid (V), invalid (I), and switching (S) months.
ConversionFactorinteger

The current conversion factor used for converting prices in points format. See conversion factors.
DivideStrikeinteger

Used when converting a points representation strike to match the decimal futures price. For 0 the literal value is taken. For 1, the points price is divided by 10. For -1, the points price is multiplied by 10.
Implied5Pricesboolean

This is also only needed when converting CSI's point representation to decimal. This means to append a '5' to any terminal digit that is a '2' or a '7'.
Implied5Strikesboolean

This is also only needed when converting CSI's point representation to decimal. This means to append a '5' to any terminal digit that is a '2' or a '7'.
ContractSizedecimal

The size of the contract as a decimal number.
MinimumTickdecimal

The minimum tick defined by the exchange.
TickValuedecimal

The value of one tick.
FractionalPointValuedecimal

The value of one CSI point.
FullPointValuedecimal

The value of 1.00 of price movement.
Currencystring

The trading currency. See the currencies.
ParentCsinuminteger

The parent CSI number that contains the normal monthly options.
ExchangeSymbolstring

The symbol used on the exchange.
TradingHoursStarttime

The time that trading starts on the exchange.
TradingHoursEndtime

The time that trading ends on the exchange.

API Endpoint

https://apps.csidata.com/FuturesOptionFactsheet

Request Example

https://apps.csidata.com/FuturesOptionFactsheet?Format=csv

Response Example

2,LC,Live Cattle,CME,1,19841030,20190701,SVSVSVSVSVSV,2,0,1,0 3,CC,Cocoa,ICEUS,1,19860313,20190701,SSVSVSVSVSSV,0,-1,0,0 4,LH,Lean Hogs,CME,1,19850201,20190701,IVIVVVVVIVIV,2,1,1,0 5,PB,Pork Bellies,CME,0,19861003,20100618,IVVIVIVVIIVI,2,1,1,0 6,CU9,Copper,COMEX,0,19860407,19891110,IIVIVIVIVIIV,2,1,0,0 7,CT,Cotton #2,ICEUS,1,19841031,20190701,SIVIVIVISVSV,2,0,0,0 8,HG,CopperHG,COMEX,1,19880729,20190701,SSVSVSVSVSSV,2,1,0,0 9,C,Corn,CBT,1,19850227,20190701,SSVSVSVSVSSV,-1,0,0,0 10,KC,Coffee,ICEUS,1,19861003,20190701,SSVSVSVSVSSV,2,0,0,1 11,O,Oats,CBT,1,19900501,20190701,SSVSVSVSVSSV,-1,0,0,0 12,OJ,Orange Juice,ICEUS,1,19851219,20190701,VSVSVSVSVSVS,2,1,0,0 13,PL,Platinum,NYMEX,1,19901016,20190701,VSSVSSVSSVSS,2,0,0,0 16,SI,Silver,COMEX,1,19841004,20190701,SSVSVSVSVSSV,1,0,0,0 17,S,Soybeans,CBT,1,19841031,20190701,VSVSVSVVVSVS,-1,0,0,0 18,SM,Soybean Meal,CBT,1,19870219,20190701,VSVSVSVVVVSV,2,0,0,0 19,BO,Soybean Oil,CBT,1,19870219,20190701,VSVSVSVVVVSV,3,1,0,0 20,SB,Sugar #11 (World),ICEUS,1,19821001,20190701,SSVSVSVSSVSS,2,1,0,1 ...

Stock Option Factsheet

Returns factsheet data for all stock options. View the html version here.

Request

Formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
Symbolstring

The CSI symbol.
Namestring

The name.
ExchangeCodestring

The exchange code identifier. See the futures and options exchange codes.
IsActiveboolean

This flag designates if the option is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
ConversionFactorinteger

The current conversion factor used for converting prices in points format. See conversion factors.
DivideStrikeinteger

Used when converting a points representation strike to match the decimal futures price. For 0 the literal value is taken. For 1, the points price is divided by 10. For -1, the points price is multiplied by 10.
Implied5Pricesboolean

This is also only needed when converting CSI's point representation to decimal. This means to append a '5' to any terminal digit that is a '2' or a '7'.
Implied5Strikesboolean

This is also only needed when converting CSI's point representation to decimal. This means to append a '5' to any terminal digit that is a '2' or a '7'.

API Endpoint

https://apps.csidata.com/StockOptionFactsheet

Request Example

https://apps.csidata.com/StockOptionFactsheet?Format=csv

Response Example

5230,OEX,S&P 100 Index (OEX),CBOE,1,19830311,20190701,2,0,0,0 5267,@JPN,Amex Japan Index,AMEX,0,19900927,20100318,2,0,0,0 5354,XMI,Amex 20 Stock Index,AMEX,0,19830518,20081219,2,0,0,0 5365,NSX,S&P 500 Index (pm),CBOE,0,19830701,19931217,-4,0,0,0 5367,XCI,Amex Computer Technology Index,AMEX,0,19910905,20070419,2,0,0,0 5368,XOI,Amex Oil & Gas Index,AMEX,0,19910905,20100318,2,0,0,0 5371,NYZ,NYSE Composite Index (old),CBOE,0,19831004,20030320,2,0,0,0 5373,UTY,Phlx Utility Index,CBOE,1,19910905,20190701,2,0,0,0 5467,MNX,Mini Nasdaq 100 Index,CBOE,1,20000814,20190701,2,0,0,1 5473,XAU,Phlx Gold & Silver Index,CBOE,1,19840308,20190701,2,0,0,1 5491,NDX,Nasdaq 100 Index,CBOE,1,19960605,20190701,2,0,0,0 5499,DJIA,DJ Industrial Ave Theoretical,CBOE,1,19971006,20190701,2,-1,0,0 5582,VAY,Value Line Arithmetic Index,CBOE,0,19880913,19980219,-4,0,0,0 5676,SPX,S&P 500 Index,CBOE,1,19900608,20190701,2,0,0,0 ...

Futures Options Price History

Returns historical futures options price data.

Request

Csinuminteger

The unique identifier.
DYinteger

The delivery year.
DMinteger

The delivery month.
Strikeoptional decimal

The strike.
Start Dateoptional date

The start date of history to return.
End Dateoptional date

The end date of history to return.

Response

Put/Call Flagchar

P for put, C for call.
DYinteger

The delivery year.
DMinteger

The delivery month.
Strikedecimal

The strike price.
Datedate

The trade date.
Opendecimal

The open price. This field was not supported prior to July 1st, 2021 and will be blank.
Highdecimal

The high price.
Lowdecimal

The low price.
Closedecimal

The close price.
Volumedecimal

The volume.
OIdecimal

The open interest.

API Endpoint

https://apps.csidata.com/OptionsHistory

Request Example

https://apps.csidata.com/OptionsHistory?Csinum=2&DY=2019&DM=12

Response Example

2019,12,50,20190909,,49.175,49.175,49.175,0,0 2019,12,50,20190910,,51.225,51.225,51.225,0,0 2019,12,50,20190911,,53.625,53.625,53.625,0,0 2019,12,50,20190912,,54.95,54.95,54.95,0,0 2019,12,50,20190913,,54.375,54.375,54.375,0,0 2019,12,50,20190916,,54.025,54.025,54.025,0,0 2019,12,50,20190917,,55.3,55.3,55.3,0,0 2019,12,50,20190918,,56.15,56.15,56.15,0,0 2019,12,50,20190919,,55.825,55.825,55.825,0,0 2019,12,50,20190920,,55.15,55.15,55.15,0,0 2019,12,50,20190923,,57.775,57.775,57.775,0,0 2019,12,50,20190924,,57.425,57.425,57.425,0,0 2019,12,50,20190925,,58.5,58.5,58.5,0,0 2019,12,50,20190926,,58.75,58.75,58.75,0,0 2019,12,50,20190927,,60.575,60.575,60.575,0,0 2019,12,50,20190930,,60.3,60.3,60.3,0,0 2019,12,50,20191001,,59.825,59.825,59.825,0,0 2019,12,50,20191002,,60.625,60.625,60.625,0,0 2019,12,50,20191003,,60.825,60.825,60.825,0,0 2019,12,50,20191004,,60.775,60.775,60.775,0,0 2019,12,50,20191007,,61.2,61.2,61.2,0,0 ...

Stock Options Price History

Returns historical stock options price data.

Request

Csinuminteger

The unique identifier.
DYinteger

The delivery year.
DMinteger

The delivery month.
Strikeoptional decimal

The strike.
Start Dateoptional date

The start date of history to return.
End Dateoptional date

The end date of history to return.

Response

Put/Call Flagchar

P for put, C for call.
DYinteger

The delivery year.
DMinteger

The delivery month.
Strikedecimal

The strike price.
Datedate

The trade date.
Highdecimal

The high price.
Lowdecimal

The low price.
Closedecimal

The close price.
Biddecimal

The bid price.
Askdecimal

The ask price.
Volumedecimal

The volume.
OIdecimal

The open interest.

API Endpoint

https://apps.csidata.com/StockOptionsHistory

Request Example

https://apps.csidata.com/StockOptionsHistory?Csinum=5676&DY=2019&DM=12

Response Example

C,2019,12,100,20161221,2033.85,2033.85,2033.85,2028.4,2039.3,0,0 C,2019,12,100,20161222,2033.1,2033.1,2033.1,2025.6,2040.6,0,0 C,2019,12,100,20161223,2034.05,2034.05,2034.05,2027,2041.1,0,0 C,2019,12,100,20161227,2036.8,2036.8,2036.8,2030.3,2043.3,0,0 C,2019,12,100,20161228,2018.55,2018.55,2018.55,2013.1,2024,0,0 C,2019,12,100,20161229,2016.8,2016.8,2016.8,2011.6,2022,0,0 C,2019,12,100,20161230,2003.3,2003.3,2003.3,2002.6,2004,0,0 C,2019,12,100,20170103,2021.3,2021.3,2021.3,2013.4,2029.2,0,0 C,2019,12,100,20170104,2033.45,2033.45,2033.45,2025.3,2041.6,0,0 C,2019,12,100,20170105,2035.1,2035.1,2035.1,2028.1,2042.1,0,0 C,2019,12,100,20170106,2046.35,2046.35,2046.35,2042.4,2050.3,0,0 C,2019,12,100,20170109,2037.8,2037.8,2037.8,2032.3,2043.3,0,0 C,2019,12,100,20170110,2042.3,2042.3,2042.3,2038.2,2046.4,0,0 C,2019,12,100,20170111,2034.9,2034.9,2034.9,2039,2051,1,1 C,2019,12,100,20170112,2033.65,2033.65,2033.65,2032,2044,1,2 C,2019,12,100,20170113,2049.6,2049.6,2049.6,2044.4,2054.8,0,2 C,2019,12,100,20170117,2035.2,2035.2,2035.2,2027.2,2044,1,3 ...

Option Contract Underliers

Returns the underlying instrument for options contracts.

Response

Csinuminteger

The csinum.
DYinteger

The delivery year.
DMinteger

The delivery month.
Underlier Typechar

The type of underlier. 'C' for commodity, 'S' for stock.
Underlier Csinuminteger

The underlying csinum.
Underlier DYinteger

The underlying delivery year.
Underlier DMinteger

The underlying delivery month.

API Endpoint

https://apps.csidata.com/OptionContractUnderliers

Request Example

https://apps.csidata.com/OptionContractUnderliers

Response Example

2,2020,11,C,2,2020,12 2,2020,12,C,2,2020,12 2,2021,1,C,2,2021,2 2,2021,2,C,2,2021,2 2,2021,4,C,2,2021,4 2,2021,6,C,2,2021,6 2,2021,8,C,2,2021,8 2,2021,10,C,2,2021,10 2,2021,12,C,2,2021,12 2,2022,2,C,2,2022,2 3,2020,12,C,3,2020,12 3,2021,1,C,3,2021,3 3,2021,2,C,3,2021,3 3,2021,3,C,3,2021,3 3,2021,5,C,3,2021,5 ...

Forex Factsheet

Returns factsheet data for all forex markets.

Request

formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
DMCodeinteger

The secondary unique identifier.
Currency1string(3)

The first currency of the excahnge rate pair. See Currencies.
Currency2string(3)

The second currency of the excahnge rate pair. See Currencies.
Namestring

The name description.
IsActiveboolean

This flag designates if the forex market is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
Symbolstring

The CSI symbol.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
UACsinuminteger

The unique identifier used in Unfair Advantage.

API Endpoint

https://apps.csidata.com/ForexFactsheet

Request Example

https://apps.csidata.com/ForexFactsheet?format=csv

Response Example

171,37,GBP,AUD,U.K. Sterling per 1 Australian $,1,19860919,20190704,A$,5,2160 171,38,DEM,AUD,Deutsche Marks per 1 Australian$,0,19860919,19980226,A$,4,2161 171,39,JPY,AUD,Japanese Yen per 1 Australian$,1,19860919,20190704,A$,3,2162 171,40,CHF,AUD,Swiss Francs per 1 Australian$,1,19860919,20190704,A$,5,2163 171,41,USD,AUD,U.S. Dollars per 1 Australian$,1,19710104,20190704,A$,4,2164 171,42,CAD,AUD,Canadian Dollars per 1 Australian$,1,19990607,20190704,A$,5,2165 171,43,FRF,AUD,French Francs per 1 Australian$,0,19990607,20020228,A$,3,2166 171,44,HKD,AUD,Hong Kong Dollars per 1 Australian$,1,19990607,20190704,A$,4,2167 171,51,NZD,AUD,New Zealand Dollars per 1 Australian $,1,19990607,20190704,A$,5,2168 171,52,SGD,AUD,Singapore Dollars per 1 Australian$,1,19990607,20190704,A$,4,2169 171,53,MXN,AUD,Mexican Pesos per 1 Australian$,1,20000103,20190704,A$,4,3568 ...

Government Rates Factsheet

Returns factsheet data for all government rates.

Request

formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
DMCodeinteger

The secondary unique identifier.
Currencystring(3)

The currency. See Currencies.
Namestring

The name description.
IsActiveboolean

This flag designates if the series is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
Symbolstring

The CSI symbol.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
UACsinuminteger

The unique identifier used in Unfair Advantage.

API Endpoint

https://apps.csidata.com/GovtRatesFactsheet

Request Example

https://apps.csidata.com/GovtRatesFactsheet?format=csv

Response Example

98,37,,T-Bill,0,19800422,19850319,QH9,2,0 98,38,,T-Bill,0,19800422,19850319,QH9,2,0 98,39,,T-Bill,0,19800422,19850319,QH9,2,0 98,40,,T-Bill,0,19800422,19840313,QH9,2,0 98,41,,T-Bill,0,19800422,19850319,QH9,2,0 98,42,,T-Bill,0,19800422,19840313,QH9,2,0 98,43,,T-Bill,0,19800422,19840313,QH9,2,0 98,44,,T-Bill,0,19800422,19840313,QH9,2,0 98,45,,T-Bill,0,19800422,19850319,QH9,2,0 98,46,,T-Bill,0,19800422,19840313,QH9,2,0 98,47,,T-Bill,0,19800422,19850319,QH9,2,0 98,48,,T-Bill,0,19800422,19840313,QH9,2,0 98,49,,T-Bill,0,19800422,19840313,QH9,2,0 98,50,,T-Bill,0,19800425,19840313,QH9,2,0 98,51,USD,T-Bill- 30 Day Rate,1,20010801,20190703,QH9,2,2099 98,52,USD,T-Bill- 90 Day Rate,1,19540105,20190703,QH9,2,2100 98,53,USD,T-Bill-180 Day Rate,1,19581210,20190703,QH9,2,2101 ...

Economic Statistics Factsheet

Returns factsheet data for all economic statistics.

Request

formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
DMCodeinteger

The secondary unique identifier.
Currencystring(3)

The currency. See Currencies.
Namestring

The name description.
IsActiveboolean

This flag designates if the series is active or not.
StartDatedate

The first date of trading history.
EndDatedate

The last date of trading history.
Symbolstring

The CSI symbol.
ConversionFactorsigned integer

The current conversion factor used for converting prices in points format. See conversion factors.
UACsinuminteger

The unique identifier used in Unfair Advantage.

API Endpoint

https://apps.csidata.com/EconStatsFactsheet

Request Example

https://apps.csidata.com/EconStatsFactsheet?format=csv

Response Example

2700,0,USD,CIVILIAN LABOR FORCE - TOTAL (Seasonally Adjusted) in millions,1,19480130,20190531,E000,2,2700 2701,0,USD,CIVILIAN LABOR FORCE - MALE,1,19480130,20190531,E001,2,2701 2702,0,USD,CIVILIAN LABOR FORCE - FEMALE,1,19480130,20190531,E002,2,2702 2703,0,USD,EMPLOYEES ON NON-AGRICULTURAL ESTABLISHMENTS - TOTAL ,0,19390131,20030430,E003,2,2703 2704,0,USD,UNEMPLOYED - PERCENT OF CIVILIAN LABOR FORCE ADJUSTED FOR SEASONAL VARIATION,1,19480130,20190531,E004,1,2704 2705,0,USD,HOURLY EARNINGS - DOLLARS PER HOUR - PRIVATE PRODUCTION WORKERS ,0,19640131,20030430,E005,2,2705 2706,0,USD,HOURS WORKED WEEKLY AVERAGE - PRIVATE PRODUCTION WORKERS ,0,19640131,20030430,E006,1,2706 2707,0,USD,CIVILIANS NOT IN LABOR FORCE,1,19750131,20190531,E007,2,2707 2708,0,USD,UNEMPLOYED - UNADJUSTED PERCENT OF CIVILIAN LABOR FORCE,1,20030131,20190531,E008,1,2708 2709,0,USD,CIVILIAN LABOR FORCE - TOTAL (UnAdjusted) in millions,1,20030131,20190531,E009,3,2709 2710,0,USD,CPI for All Urban Consumers (CPI-U) 1982-84=100 (Unadjusted),1,19130131,20190531,E00A,1,2710 2711,0,USD,CPI for All Urban Consumers (CPI-U) 1967=100 (Unadjusted),1,19130131,20190531,E00B,1,2711 2712,0,USD,CPI for Urban Wage Earners and Clerical Workers (CPI-W) 1982-84=100 (Unadjusted),1,19130131,20190531,E00C,1,2712 2713,0,USD,CPI-U/Less Food and Energy (Unadjusted),1,19570131,20190531,E00D,1,2713,1,19581210,20190703,QH9,2,2101 ...

Stock Footnote Mappings

Returns the footnote mappings for stocks. See footnotes for the actual footnotes. View the html version here.

Request

Formatoptional string

Specify csv or html format. The default is csv.

Response

Csinuminteger

The unique identifier.
FootnoteIDinteger

The footnote ID.

API Endpoint

https://apps.csidata.com/StockFootnotes

Request Example

https://apps.csidata.com/StockFootnotes

Response Example

5129,360 5230,337 5230,340 5241,360 5354,336 5354,355 5366,355 5367,355 5368,355 5371,340 ...

Daily File

Returns a daily file with a preset portfolio of stocks, futures, and options. To create or modify the contents of the portfolio, please contact CSI support. Each portfolio is designed to be ready for download at a specific data posting. Access the LatestPosting endpoint and wait for that integer to change to the required posting ID. For example, if the portfolio contains asia markets, wait until the LatestPosting ID shows 1.

Request

user or UserIdrequired string

The UserId.
num or UserNumrequired integer

The user number.
daterequired date

The date of data in YYYYMMDD format.

portrequired string

The Id of the portfolio. Your account must be entitled for it. The preset stock portfolios are below:

G51 NYSE

G52 AMEX

G53 NASDAQ

G54 US Indices

G55 Canada Stocks

G56 London Stocks

G57 Mutual Funds

G58 Foreign Indices

G59 North American Stocks, Mutuals, World Indices

G60 US Stocks, no funds

G61 US ETF

G62 Canada ETF

G63 London ETF

G64 US ETN

NoFAoptional boolean

Use 1 to not return the file as an attachment.

Response

See here for the CSV Specifications.

API Endpoint

https://apps.csidata.com/Daily

Request Example

https://apps.csidata.com/Daily?user=ABC&num=12345&port=ABC&date=19951228

Response Example

00,ABC,1,23,19951228,4,19951227,19951227 01,DM,24,0,11789,52381,1286 02,DM,24,9603,6996,,7028,6962,6979,7000,11776,4839 02,DM,24,9606,7038,,7044,6996,7009,7030,11,288 02,DM,24,9609,7050,,7060,7030,7037,7058,2,108 02,DM,24,9612,7065,,7065,7065,7065,7086,0,1 01,DM,24,2,1151,38387 04,DM,24,9603,2,650,,,19,19,19,,28,1270,19,65 04,DM,24,9603,2,675,,,60,60,60,,0,114,60,67 04,DM,24,9603,2,700,,,161,142,157,,363,2416,157,70 01,DM,24,3,1331,34918 04,DM,24,9603,3,650,,,494,494,494,,0,4,494,65 04,DM,24,9603,3,700,,,156,136,136,,341,1678,136,70 03,OEX,5230,58626,58666,58415,58517,58626,2886 01,OEX,5230,2,32616,358954,,19951228 05,OEX,5230,9603,2,550,,332,316,332,,25,2047,316,55,19951228 05,OEX,5230,9603,2,560,,448,432,448,,250,1846,424,56,19951228 01,OEX,5230,3,32670,235343,,19951228 05,OEX,5230,9603,3,550,,4200,4200,4200,,0,25,4132,55,19951228 05,OEX,5230,9603,3,560,,3316,3316,3316,,0,523,3248,56,19951228 03,AAPL,5902,3208,3248,3156,3200,3224,2232 06,FMAGX,6018,8551,8815 00,ABC,1,23,19951228,4,19951227,19951227

Data Postings

Returns all of the data release groups.

For futures, the PostingId of 1 means all futures of Asian exchanges are final, 2 is all European exchanges, 4 is all world futures with preliminary CME, and greater or equal 6 is all world futures with final CME.
US stocks have preliminary OHLC and volume at posting 3. Then final OHLC and preliminary volume at posting 5. Corrections are sent the following morning for final volume which includes after hours trading.
All options and cash are final at posting 6.

Response

PostingIdinteger

The posting identifier.
Descriptionstring

The data release description.
AverageReleaseTimetime

The average release time in Eastern Time.

API Endpoint

https://apps.csidata.com/DataPostings

Request Example

https://apps.csidata.com/DataPostings

Response Example

1,Asia,09:30:00 2,Europe,15:45:00 3,Preliminary Stocks & Futures,17:50:00 4,Preliminary Futures,19:15:00 5,Stocks,19:20:00 6,Everything,20:00:00 7,Sector and Industry Indices,20:05:00

Latest Posting

Returns the latest posting for a given date.

Request

RequestDaterequired date

The date of the request in YYYYMMDD format.

Response

PostingIdinteger

The data posting identifier.

API Endpoint

https://apps.csidata.com/LatestPosting

Request Example

https://apps.csidata.com/LatestPosting?RequestDate=20190624

Response Example

Data Updates

Request

RequestDateDate

The request date in YYYYMMDD format.

Response

HistoryHasBeenUpdatedboolean

Indicates when the historical database has been updated from the daily data files. This normally occurs around 8:10-8:30pmET.
StockVolumesHaveBeenUpdatedboolean

Indicates when stock volume corrections have been posted. This normally occurs around 9:30amET.
HistoryHasBeenUpdatedNextDayboolean

Indicates when futures and options corrections have been applied to the daily and historical data. This normally occurs around 1:30pmET the following day.

API Endpoint

https://apps.csidata.com/DataUpdates

Request Example

https://apps.csidata.com/DataUpdates?RequestDate=20200207

Response Example

1,1,1

Currency Catalog

Returns all of the currencies.

Response

CurrencyCodestring(3)

The currency code.
Namestring

The description.
IsCryptoboolean

Designates that the currency is a cryptocurrency.

API Endpoint

https://apps.csidata.com/Currencies

Request Example

https://apps.csidata.com/Currencies

Response Example

AED,United Arab Emirates Dirham,0 ARS,Argentine Peso,0 ATS,Austrian Schilling,0 AUD,Australian Dollar,0 BCH,Bitcoin Cash,1 BEF,Belgian Franc,0 BHD,Bahraini Dinar,0 BRL,Brazilian Real,0 BTC,Bitcoin,1 CAD,Canadian Dollar,0 CHF,Swiss Franc,0 CLP,Chilean Peso,0 CNH,Chinese Yuan (Off-shore),0 CNY,Chinese Yuan,0 COP,Colombian Peso,0 ...

Conversion Factors

Returns all of the conversion factors used to convert prices to/from decimal and points formal. Click here for more information.

Response

ConversionFactorIdsigned integer

The conversion factor ID.
Descriptionstring

The description.

API Endpoint

https://apps.csidata.com/ConversionFactors

Request Example

https://apps.csidata.com/ConversionFactors

Response Example

-9,Sixty Fourths And Quarters -8,Thirty Seconds And Quarters -7,Thirty Seconds And Halves -6,Two Fifty Sixths -5,One Twenty Eights -4,Sixth Fourths -3,Thirty Seconds -2,Sixthteens -1,Eights 0,Literal 1,Tenths 2,Hundreths 3,Thousands 4,Ten Thousands 5,Hundred Thousands 6,Millionths 7,Ten Millionths 8,Hundred Millionths

Countries

Returns all of the countries.

Response

CountryIdinteger

The country ID.
ISOCountryCodestring

The ISO country code.
Namestring

The country name.
Currencystring

The primary currency used by the country.

API Endpoint

https://apps.csidata.com/Countries

Request Example

https://apps.csidata.com/Countries

Response Example

1,KR,South Korea,KRW 2,DK,Denmark,DKK 3,JP,Japan,JPY 4,NL,Netherlands,EUR 5,CA,Canada,CAD 6,PL,Poland,PLN 7,IT,Italy,EUR 8,SG,Singapore,SGD 9,US,United States,USD 10,ZA,South Africa,ZAR 11,CN,China,CNY 12,PT,Portugal,EUR 13,GR,Greece,EUR 14,MX,Mexico,MXN 15,GB,United Kingdom,GBP 16,AE,United Arab Emirates,AED 17,MY,Malaysia,MYR 18,FI,Finland,EUR 19,IN,India,INR 20,TR,Turkey,TRY ...

Exchange Countries

Returns one or more countries of the exchange markets.

Response

ExchangeCodestring

The futures or stock exchange code.
CountryIdinteger

The country ID.
CountryIsoCodestring

The country ISO code.

API Endpoint

https://apps.csidata.com/ExchangeCountries

Request Example

https://apps.csidata.com/ExchangeCountries

Response Example

ACCESS,9,US ADEX,13,GR AEX,4,NL ALBRTA,5,CA AMEX,9,US ASX,25,AU ASX,34,NZ BALTEX,15,GB BDP,12,PT BELFOX,33,BE BMF,24,BR BSE,19,IN BUD,28,HU CASH,9,US CBOE,9,US CBT,9,US CCFE,9,US CCX,3,JP CFE,9,US CFFEX,11,CN CFTC,9,US CLEAR,9,US CME,9,US COMEX,9,US DCE,11,CN DGCX,16,AE DME,16,AE ...

Holidays

All of the available holidays.

Response

HolidayIdinteger

The holiday ID.
Descriptionstring

Description of the holiday.

API Endpoint

https://apps.csidata.com/Holidays

Request Example

https://apps.csidata.com/Holidays

Response Example

1,New Year Holiday 2,New Year's Day 3,New Year's Day (Observed) 4,Berchtold's Day 5,New Year 6,New Years Day (Observed) 7,Exchange Holiday 8,Epiphany Day 9,Epiphany 10,Coming of Age Day 11,Martin Luther King, Jr.Day 12, Exchanges Closed for Trading(Open for Settlement) 13,Lunar New Year 14,Chinese New Year 15,Lunar New Year's Day 16,Sao Paulo City Anniversary(a city holiday) 17,Australia Day 18,Republic Day 19,Federal Territory Day 20,Birthday Of Prophet Muhammad(Observed) 21,Constitution Day 22,Waitangi Day 23,Thaipusam 24,Carnival 25,Family Day ...

Holiday Mappings

The corresponding dates and countries for each holiday.

Response

HolidayDatedate

The holiday date.
CountryIDinteger

The country ID.
HolidayIDinteger

The holiday ID.
Holiday Descriptionsstring

The holiday description.

API Endpoint

https://apps.csidata.com/HolidayMappings

Request Example

https://apps.csidata.com/HolidayMappings

Response Example

... 20210709,24,6491,Constituionalist Revolution Day 20210709,38,76,Independence Day 20210715,20,6435,Democracy and National Unity Day 20210720,8,298,Hari Raya Haji* 20210720,17,104,Hari Raya Haji (Eid-Ul-Adha) 20210720,20,6008,Eid al-Adha 20210721,19,6320,Bakri Id 20210721,20,6008,Eid al-Adha 20210722,3,77,Marine Day 20210722,20,6008,Eid al-Adha 20210723,3,6295,Sports Day 20210723,20,6008,Eid al-Adha 20210726,29,6437,Asarnha Bucha Day OBS 20210728,29,116,H.M. the King's Birthday 20210802,5,80,Civic Holiday 20210802,25,132,Bank Holiday - NSW 20210809,3,6432,Mountain Day OBS 20210809,8,86,National Day 20210809,10,81,National Women's Day 20210810,17,6162,Awal Muharram 20210811,3,6386,Mountain Day 20210812,29,6438,H.M. the Queen Mother's Birthday 20210815,19,76,Independence Day 20210816,1,5957,Liberty Day 20210816,19,6378,Parsi New Year 20210816,38,6429,San Martin Day 20210819,19,6321,Moharram 20210820,28,78,National Holiday 20210830,15,6207,Summer Bank Holiday 20210830,20,91,Victory day 20210831,17,86,National Day 20210906,5,51,Labour Day 20210906,9,302,Labor Day 20210907,24,76,Independence Day 20210910,19,94,Ganesh Chaturthi 20210916,14,76,Independence Day 20210916,17,6288,Malaysia Day 20210920,1,6489,Chuseok 20210920,3,92,Respect for the Aged Day 20210920,11,6222,Mid Autumn Festival ...

Holiday Confirmations

These are confirmed holidays for specific markets. History is not available before 2020.

Response

Csinuminteger

The market identifier.
IsOptionboolean

Indicates if the market is an option.
HolidayDatedate

The date where there is no trading.

API Endpoint

https://apps.csidata.com/HolidayConfirmations

Request Example

https://apps.csidata.com/HolidayConfirmations

Response Example

2,0,20200101 2,0,20200525 2,0,20200703 2,0,20200907 2,0,20201126 2,0,20201225 2,0,20210101 2,0,20210118 2,0,20210215 2,0,20210402 2,0,20210531 2,0,20210705 2,0,20210906 2,0,20211125 2,0,20211224 2,1,20200101 2,1,20200525 2,1,20200703 2,1,20200907 2,1,20201126 2,1,20201225 2,1,20210101 2,1,20210118 2,1,20210215 2,1,20210402 2,1,20210531 2,1,20210705 2,1,20210906 ...

Gann History

Produces a Gann series.

Request

csinumrequired integer

The csinum identifier.
deliverymonthrequired integer

The request delivery month.
monthsprioroptional integer

The number of months prior used.
dayofmonthoptional integer

The day of month to use for rolling.
showtotalsoptional boolean

Flag to show total volume and open interest.
showcashoptional boolean

Flag to include cash series.
includeweekendsoptional boolean

Flag to include weekends.
includeholidaysoptional boolean

Flag to include holidays.
startdateoptional date

Start date for the history returned in YYYYMMDD format.

Response

Datedate

The date in YYYYMMDD format.
DYDMinteger

The contract delivery year and month in YYYYMM format.
Opendecimal

The open price.
Highdecimal

The high price.
Lowdecimal

The low price.
Closedecimal

The close price.
Volumedecimal

The volume.
OpenInterestdecimal

The open interest.

API Endpoint

https://apps.csidata.com/GannHistory

Request Example

https://apps.csidata.com/GannHistory?csinum=2&monthsprior=0&dayofmonth=1&deliverymonth=12&format=csv

Response Example

19650113,196512,24.5,24.5,24.5,24.5,1,1 19650114,196512,,,,24.5,0,3 19650115,196512,24.5,24.5,24.5,24.5,2,3 19650118,196512,,,,24.5,0,3 19650119,196512,24.6,24.65,24.55,24.55,2,3 19650120,196512,24.5,24.5,24.25,24.35,5,7 19650121,196512,,,,24.3,0,7 19650122,196512,24.3,24.3,24.3,24.3,2,9 19650125,196512,,,,24.3,0,9 19650126,196512,,,,24.3,0,9 19650127,196512,,,,24.3,0,9 19650128,196512,,,,24,0,9 19650129,196512,23.85,24,23.85,24,4,11 19650201,196512,,,,24,0,14 19650202,196512,,,,24,0,14 19650203,196512,24.25,24.25,24.25,24.25,8,14 19650204,196512,,,,24.2,0,14 ...

Correlations OvO

Returns correlation coefficients and final zscore difference for one csinum against another ("One Vs One").

Request

Typerequired string

Provide "OvO" for one vs one.
TimePeriodrequired signed integer

The time period used in the calculations. Possible values are:

-3 3 Months

-6 6 Months

1 1 Year

2 2 Years

5 5 Years

10 10 Years

15 15 Years

20 20 Years

25 25 Years

30 30 Years

35 35 Years

40 40 Years
Csinum1required integer

The first csinum (stock or future).
Csinum2required integer

The second csinum (stock or future).

Response

PearsonLinearCorrelationdouble

The Pearson linear correlation coefficient.
SpearmanRankCorrelationdouble

The Spearman rank correlation coefficient.
FinalZScoreDiffdouble

The Z Score Difference for the most recent day of data.

API Endpoint

https://apps.csidata.com/Correlations

Request Example

https://apps.csidata.com/Correlations?Type=OvO&TimePeriod=5&Csinum1=2&Csinum2=8

Response Example

.17071,.13,-1.2302

Correlations MvM

Returns correlation coefficients and final zscore difference for a list of csinums ("Many Vs Many").

Request

Typerequired string

Provide "MvM" for many vs many.
TimePeriodrequired signed integer

The time period used in the calculations. Possible values are:

-3 3 Months

-6 6 Months

1 1 Year

2 2 Years

5 5 Years

10 10 Years

15 15 Years

20 20 Years

25 25 Years

30 30 Years

35 35 Years

40 40 Years
CsinumListrequired List

The list of csinums seperated by commas (stocks and/or futures).

Response

Csinum1integer

The first csinum.
Csinum2integer

The second csinum.
PearsonLinearCorrelationdouble

The Pearson linear correlation coefficient.
SpearmanRankCorrelationdouble

The Spearman rank correlation coefficient.
FinalZScoreDiffdouble

The Z Score Difference for the most recent day of data.

API Endpoint

https://apps.csidata.com/Correlations

Request Example

https://apps.csidata.com/Correlations?Type=MvM&TimePeriod=5&CsinumList=2,8,517

Response Example

2,8,.17071,.13,-1.2302 2,517,.40467,.44219,-.54627 8,517,.50351,.55766,.68393

Correlations OvA

Returns correlation coefficients and final zscore difference for one csinum vs all others ("One Vs All").

Request

Typerequired string

Provide "OvA" for one vs all.
TimePeriodrequired signed integer

The time period used in the calculations. Possible values are:

-3 3 Months

-6 6 Months

1 1 Year

2 2 Years

5 5 Years

10 10 Years

15 15 Years

20 20 Years

25 25 Years

30 30 Years

35 35 Years

40 40 Years
Csinumrequired integer

The csinum.
StockFutureComborequired integer

The group of markets to correlate against. 1 for stocks, 2 for futures, 3 for both
MaxResultsToReturnoptional integer

The maximum results to return. Default is 10000.
MinCorrFilteroptional double

All returned values will have pearson linear correlation bigger than this limit. Must be between 0 and 1.
MaxCorrFilteroptional double

All returned values will have pearson linear correlation less than this limit. Must be between 0 and 1.
MinZFilteroptional double

All returned values will have z score differences bigger than this limit.
MaxZFilteroptional double

All returned values will have z score differences less than this limit.
IncludePositiveNegativeCorroptional integer

Flag to designate if the return values should include negative, positive, or both correlations (pearson).
IncludePositiveNegativeZoptional integer

Flag to designate if the return values should include negative, postive, or both z score differences.

Response

Csinuminteger

The other csinum.
PearsonLinearCorrelationdouble

The Pearson linear correlation coefficient.
SpearmanRankCorrelationdouble

The Spearman rank correlation coefficient.
FinalZScoreDiffdouble

The Z Score Difference for the most recent day of data.

API Endpoint

https://apps.csidata.com/Correlations

Request Example

https://apps.csidata.com/Correlations?Type=OvA&TimePeriod=5&Csinum=2&StockFutureCombo=3&MinCorrFilter=0&MaxCorrFilter=1&MinZFilter=0&MaxZFilter=20&MaxResultsToReturn=1000&IncludePositiveNegativeCorr=3&IncludePositiveNegativeZ=3

Response Example

694,1,1,0 886,0.99925,0.99794,-0.36156 95070,0.95865,0.92291,-0.11965 33,0.95534,0.9018,-0.13134 696,0.95534,0.9018,-0.13134 889,0.95477,0.89778,0.03231 3374,0.90455,0.79953,0.45378 41963,0.90101,0.8528,-0.4599 69578,0.89689,0.78675,-0.14911 19319,0.89186,0.71031,0.38713 4511,0.89156,0.79373,-1.12111 77060,0.89094,0.78284,0.09225 83103,0.89019,0.89455,-0.55664 945,0.88468,0.79787,-0.1602 109207,0.87993,0.71484,0.23706 40229,0.87962,0.83034,-0.95297 11033,0.87654,0.62199,0.32717 66434,0.87392,0.82254,-0.12253 97671,0.87042,0.81009,0.21885 84046,0.86974,0.69364,0.41721 104492,0.8686,0.66551,0.24827 68399,0.86441,0.71426,0.4494 41238,0.86325,0.70643,0.39666

Top Correlated Stocks

Returns the most correlated stocks ordered by the Pearson linear correlation.

Request

TimePeriodrequired signed integer

The time period used in the calculations. Possible values are:

-3 3 Months

-6 6 Months

1 1 Year

2 2 Years

5 5 Years

10 10 Years

15 15 Years

20 20 Years

25 25 Years

30 30 Years

35 35 Years

40 40 Years
Exchangesrequired string

A comma seperated list of stock exchange codes.
Attachmentoptional boolean

Use Attachment=1 to return the file as an attachment.

Response

Csinum1integer

The csinum for the first stock.
Symbol1string

The symbol for the first stock.
Exchange1string

The exchange for the first stock.
Csinum2integer

The csinum for the second stock.
Symbol2string

The symbol for the second stock.
Exchange2string

The exchange for the second stock.
PearsonLinearCorrelationdouble

The Pearson linear correlation coefficient.
SpearmanRankCorrelationdouble

The Spearman rank correlation coefficient.

API Endpoint

https://apps.csidata.com/TopCorrelatedStocks

Request Example

https://apps.csidata.com/TopCorrelatedStocks?TimePeriod=5&Exchanges=AMX,ARC,NYS,PNK,OQB,OQX,NGM,NGS&ShowHeader=1&Attachment=1

Response Example

csinum1,symbol1,exchange1,csinum2,symbol2,exchange2,pearsonlinearprice,spearmanrankprice 109334,AGPYY,PNK,109766,GZUHY,PNK,1,1 104570,HEHSF,PNK,121786,BPMUF,PNK,1,1 104068,GREZF,PNK,108649,KYKOF,PNK,1,1 15958,HWEN,PNK,109766,GZUHY,PNK,1,1 15958,HWEN,PNK,109334,AGPYY,PNK,1,1 3208,SPY,ARC,13422,IVV,ARC,0.99999,0.99901 120225,FBGX,ARC,133898,FRLG,ARC,0.99998,0.99901 3208,SPY,ARC,95575,VOO,ARC,0.99998,0.99901 56534,SLV,ARC,89924,SIVR,ARC,0.99998,1 13422,IVV,ARC,95575,VOO,ARC,0.99996,1 87870,TZA,ARC,92018,SRTY,ARC,0.99996,0.99901 13422,IVV,ARC,56565,SSO,ARC,0.99996,0.99901 87850,SPXL,ARC,89536,UPRO,ARC,0.99996,1 56565,SSO,ARC,89536,UPRO,ARC,0.99995,1 3208,SPY,ARC,56565,SSO,ARC,0.99995,0.99802 56565,SSO,ARC,95575,VOO,ARC,0.99994,0.99901 56565,SSO,ARC,87850,SPXL,ARC,0.99994,1 136077,MUTE,ARC,136094,YCOM,ARC,0.99994,0.99802 87868,TNA,ARC,92015,URTY,ARC,0.99994,0.99704 3208,SPY,ARC,56480,SPLG,ARC,0.99994,0.99901 56570,DDM,ARC,92013,UDOW,ARC,0.99993,0.99802 56667,UWM,ARC,92015,URTY,ARC,0.99993,0.99802 61877,GLD,ARC,90023,SGOL,ARC,0.99993,0.99901 56480,SPLG,ARC,95575,VOO,ARC,0.99992,0.99802 13422,IVV,ARC,56480,SPLG,ARC,0.99992,0.99802 13059,MDY,ARC,13421,IJH,ARC,0.99991,0.99901 13284,DIA,ARC,56570,DDM,ARC,0.99991,0.99901 13413,IWM,ARC,56667,UWM,ARC,0.9999,1 56584,DXD,ARC,92016,SDOW,ARC,0.9999,1 13417,IJR,ARC,95613,VIOO,ARC,0.9999,0.99901 56480,SPLG,ARC,56565,SSO,ARC,0.99989,0.99901 61877,GLD,ARC,134554,GLDM,ARC,0.99989,0.99901 13422,IVV,ARC,89536,UPRO,ARC,0.99989,0.99901 13417,IJR,ARC,116317,SPSM,ARC,0.99989,0.99901 13421,IJH,ARC,105975,SPMD,ARC,0.99989,0.99901 13966,TLT,NGM,91642,VGLT,NGM,0.99989,0.99802 56671,TWM,ARC,87870,TZA,ARC,0.99989,0.99802 13966,TLT,NGM,56807,SPTL,ARC,0.99989,0.99802 89536,UPRO,ARC,95575,VOO,ARC,0.99988,0.99901 90023,SGOL,ARC,134554,GLDM,ARC,0.99988,1 136078,TAWK,ARC,136096,XCOM,ARC,0.99988,1 13496,IJS,ARC,95615,VIOV,ARC,0.99988,1 95613,VIOO,ARC,116317,SPSM,ARC,0.99988,1 87850,SPXL,ARC,95575,VOO,ARC,0.99988,0.99901 56568,DOG,ARC,56584,DXD,ARC,0.99988,1 13422,IVV,ARC,87850,SPXL,ARC,0.99987,0.99901 56667,UWM,ARC,87868,TNA,ARC,0.99987,0.99901 ...

G51	NYSE
G52	AMEX
G53	NASDAQ
G54	US Indices
G55	Canada Stocks
G56	London Stocks
G57	Mutual Funds
G58	Foreign Indices
G59	North American Stocks, Mutuals, World Indices
G60	US Stocks, no funds
G61	US ETF
G62	Canada ETF
G63	London ETF
G64	US ETN

-3	3 Months
-6	6 Months
1	1 Year
2	2 Years
5	5 Years
10	10 Years
15	15 Years
20	20 Years
25	25 Years
30	30 Years
35	35 Years
40	40 Years

Overview

Authentication

HTTP Status Code Responses

Response

200 Ok

400 Bad Request

401 Unauthorized

500 Internal Server Error

Error Message Responses

Response

success

missing_userid

missing_usernum

invalid_userid

invalid_usernum

inactive_userid

no_package

not_entitled

data_not_ready

blocked_ip_address

blocked_mac_address

rate_limit_exceeded

missing_date

invalid_date

invalid_format

no_api_access

missing_csinum

invalid_csinum

custom_error

symbol_not_found

portfolio_is_empty

not_entitled_for_csinum

not_entitled_for_date

not_entitled_for_port

db_connect_error

Header Row

Response

Overview

Futures Factsheet

Request

Formatoptional string

Csinumoptional integer

DMoptional integer

ExchangeCodeoptional string

ExchangeSymboloptional string

Response

Csinuminteger

DMCodeinteger

Symbolstring

Namestring

ExchangeCodestring

IsActiveboolean

StartDatedate

EndDatedate

StartDateWithMappingdate

UnitNumeratorMultiplierdecimal

CurrencyCodestring(3)

ContractSizedecimal

UnitDenominatorMultiplierdecimal

UnitDenominatorTypeIdinteger

MinimumTickdecimal

TickValuedecimal

FractionalPointValuedecimal

FullPointValuedecimal

PriceLimitdecimal

Categoryinteger

SessionTypeinteger

CloseTypeinteger

ExchangeSymbolstring

ConversionFactorsigned integer

HasImplied5Boolean

ValidDeliveryMonthsstring(12)

HasCurrentDayVolumeBoolean

HasCurrentDayOpenInterestBoolean

HasKnownExpirationDatesBoolean

UnderlyingStockinteger

SessionGroupIdinteger

UACsinuminteger

TradingHoursStarttime

TradingHoursEndtime