API Documentation

Overview

The API endpoint uses 256 bit SSL encryption through https.

Authentication

Most 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 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.

Header Row

Response
    To show a header row for CSV requests, inculde the ShowHeader=1 parameter. This will only work for endpoints that return one record type.

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.

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.

  • UnitNumeratorMultiplierdouble

    The multiplier for the unit numerator.

  • CurrencyCodestring(3)

    The trading currency. See the currencies.

  • ContractSizedouble

    The size of the contract as a double.

  • UnitDenominatorMultiplierdouble

    The multiplier for the unit denominator.

  • UnitDenominatorTypeIdinteger

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

  • MinimumTickdouble

    The minimum tick defined by the exchange.

  • TickValuedouble

    The value of one tick.

  • FractionalPointValuedouble

    The value of one CSI point.

  • FullPointValuedouble

    The value of 1.00 of price movement.

  • PriceLimitdouble

    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 valid (V), invalid (I), and switching (S) months. Valid months are always traded, invalid months are never traded, and switching months are sometimes traded. 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.

  • ContractSizeTextdouble

    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.

  • Footnoteboolean

    Any notable events or details about the market.

API Endpoint
https://apps.csidata.com/FuturesFactsheet
Request Example
https://apps.csidata.com/FuturesFactsheet?Format=csv
Response Example
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, 2,0,LC,Live Cattle,CME,1,19641130,20210603,19641130,0.01,USD,40000,1,3,2.5,10,4,400,300,2,3,0,LC,2,1,SVSVSVSVIVSV,0,0,1,,30,2,08:30:00,13:05:00,40000 lbs,0,The contract size was 25000 lbs prior to the August 1969 contract. 3,0,CC,Cocoa,ICE-US,1,19651230,20210603,19651230,1,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." 4,0,LH,Lean Hogs,CME,1,19660228,20210603,19660228,0.01,USD,40000,1,3,2.5,10,4,400,300,2,3,0,LH,2,1,IVIVVVVVIVIV,0,0,1,,31,4,08:30:00,13:05:00,40000 lbs,0,"Beginning with the February 1997 contract, Live Hogs changed to Lean Hogs Index." 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,0,0,,,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." 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." 7,0,CT,Cotton #2,ICE-US,1,19670322,20210603,19670322,0.01,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." 8,0,HG,Copper,COMEX,1,19880729,20210603,19660103,0.01,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, 9,0,C,Corn,CBT,1,19460102,20210603,19460102,0.01,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." 10,0,KC,Coffee,ICE-US,1,19720816,20210603,19720816,0.01,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." 11,0,O,Oats,CBT,1,19470102,20210603,19470102,0.01,USD,5000,1,2,2,12.5,6.25,50,450,4,1,0,O,-1,0,IIVIVIVIVIIV,0,0,1,,2,11,09:00:00,13:20:00,5000 bu,0,"Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts." 12,0,OJ,Orange Juice,ICE-US,1,19661026,20210603,19661026,0.01,USD,15000,1,3,5,7.5,1.5,150,500,1,1,0,OJ,2,0,VIVIVIVIVIVI,0,0,1,,45,12,08:00:00,14:00:00,15000 lbs,0,The last trade date of the September 2017 contract was moved to 2017-09-15 from 2017-09-11 in order to allow market participants time to adjust their positions in light of Hurricane Irma. 13,0,PL,Platinum,NYMEX,1,19640114,20210603,19640114,1,USD,50,1,4,1,5,5,50,1000,3,1,0,PL,1,0,VVVVVVVVVVVV,0,0,1,,103,13,18:00:00,17:00:00,50 oz troy,0,Quoted to 2 decimal places with a tick size of 0.01 before 1967. 16,0,SI,Silver,COMEX,1,19630612,20210603,19630612,0.01,USD,5000,1,4,1,5,5,50,2000,3,1,0,SI,1,0,VSVSVSVSVSSV,0,0,1,,106,16,18:00:00,17:00:00,5000 oz troy,0,"Quoted to 2 decimal places with a tick size of 0.05 before 1968-01-17. Contract size was 10,000oz before September 26, 1974." 17,0,S,Soybeans,CBT,1,19470707,20210603,19470707,0.01,USD,5000,1,2,2,12.5,6.25,50,700,4,1,0,S,-1,0,VIVIVIVVVIVI,0,0,1,,3,17,19:00:00,13:20:00,5000 bu,0,"Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts." ...

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.

  • Opendouble

    The open price.

  • Highdouble

    The high price.

  • Lowdouble

    The low price.

  • Closedouble

    The close price.

  • Volumedouble

    The volume.

  • OIdouble

    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.

  • UnitNumeratorMultiplierdouble

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

  • CurrencyCodestring(3)

    The trading currency. See the currencies.

  • UnitDenominatorMultiplierdouble

    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.

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

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.

  • Adjustmentdouble

    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
CM,3,1000,1,1980,11,10000101,99991231,1,0,0,0.01,2,0.01,1 UT,3,1000,1,1980,11,10000101,99991231,1,0,0,2204.62,2,3,8 CS,3,1000,1,1980,11,10000101,99991231,0,1,1,3000,2,30000,10 UT,3,1000,1,1980,11,10000101,99991231,0,1,1,0.00045359290943564,2,3,8 QS,4,1000,1,1996,12,10000101,99991231,1,0,0,1.35135135135135,5,live hogs,lean hogs CS,5,1000,1,1979,1,10000101,99991231,0,1,1,0.947368421052632,6,36000,38000 CS,5,1000,1,1987,1,10000101,99991231,0,1,1,0.95,6,38000,40000 CS,9,1000,1,9999,12,10000101,19971231,0,1,1,0.2,16,1000,5000 CS,11,1000,1,9999,12,10000101,19971231,0,1,1,0.2,16,1000,5000 CS,16,1000,1,9999,12,10000101,19740925,0,1,1,2,536,10000,5000 CS,17,1000,1,9999,12,10000101,19971231,0,1,1,0.2,16,1000,5000 CS,21,1000,1,9999,12,10000101,19971231,0,1,1,0.2,16,1000,5000 CS,22,1000,1,9999,12,10000101,19971231,0,1,1,0.2,16,1000,5000 ...

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. This usually matches the CSI symbol.

  • 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.

  • Strikedouble

    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.

  • Opendouble

    Open price.

  • Highdouble

    High price.

  • Lowdouble

    Low price.

  • Closedouble

    Close price.

  • Volumeinteger

    Volume.

  • Record Type: 86

    Mutual fund record in decimal.

  • Datedate

    Date of data in CCYYMMDD format.

  • NAVdouble

    Net asset value.

  • Record Type: 97

    Dividend/capital gain record.

  • ExDatedate

    Ex-dividend date in CCYYMMDD format.

  • Dividenddouble

    Dividend amount.

  • CapitalGaindouble

    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.

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.

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.

  • Dividenddouble

    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.

  • Dividenddouble

    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

    When converting a points representation strike to match the decimal futures price, it must be divided or multiplied by this value.

  • 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/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

    When converting a points representation strike to match the decimal futures price, it must be divided or multiplied by this value.

  • 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 ...

Options Price History

Returns historical options price data.

Request
  • Csinuminteger

    The unique identifier.

  • DYoptional integer

    The delivery year.

  • DMoptional integer

    The delivery month.

  • Strikeoptional double

    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.

  • Strikedouble

    The strike price.

  • Datedate

    The trade date.

  • Opendouble

    The open price. This field is currently not supported.

  • Highdouble

    The high price.

  • Lowdouble

    The low price.

  • Closedouble

    The close price.

  • Volumedouble

    The volume.

  • OIdouble

    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 ...

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 ...

Stock Symbol Changes

Returns the instances when every stock changed symbols.

Response
  • Csinuminteger

    The unique identifier.

  • Datedate

    The change date.

  • Symbolstring

    The new symbol.

API Endpoint
https://apps.csidata.com/StockSymbolChanges
Request Example
https://apps.csidata.com/StockSymbolChanges
Response Example
1006,19930202,DDR 1006,20181012,SITC 1012,19930225,MHC 1012,20041123,ELS 1014,19941216,CYD 1025,19930402,PI 1025,20020102,MHM ...

Stock Name Changes

Returns the instances when every stock changed names.

Response
  • Csinuminteger

    The unique identifier.

  • Datedate

    The change date.

  • Namestring

    The new name.

API Endpoint
https://apps.csidata.com/StockNameChanges
Request Example
https://apps.csidata.com/StockNameChanges
Response Example
1006,20110915,Ddr Corp 1006,20181012,Site Centers Corp 1012,20041123,Equity Lifestyle Prp 1012,20160420,Equity Lifestyle Properties Inc 1014,20160420,China Yuchai International Ltd 1025,20020102,Masonite Intl Cp 1027,20091008,General Growth Properties 1027,20160420,General Growth Properties Inc 1027,20170127,GGP Inc 1030,20000925,Royal Carribean Cruise Ltd 1030,20160420,Royal Caribbean Cruises Ltd ...

Daily File

Returns a daily file with a preset portfolio of stocks, futures, and options.

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. You can use a preset portfolio (Contact CSI to change the contents of this portfolio) or one of these stock portfolios:
    G51NYSE
    G52AMEX
    G53NASDAQ
    G54US Indices
    G55Canada Stocks
    G56London Stocks
    G57Mutual Funds
    G58Foreign Indices
    G59North American Stocks, Mutuals, World Indices
    G60US Stocks, no funds
    G61US ETF
    G62Canada ETF
    G63London ETF
    G64US ETN

Response
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

Modify Portfolio

Add or remove markets to your CSI portfolio. The portfolio is used for daily files and API permissions.

Request
  • Functionstring

    Use "add" to add an item to the portfolio or "remove" to remove an item.

  • Csinuminteger

    The csinum identifier of a stock or future.

  • Typechar

    Use "O" to specify an option or "N" for a non option.

  • DMCodeinteger

    Use 0 when specifying a stock or normal future delivery months. Use an integer between 37 and 62 if you are specifying a "perpetual" series. Use 54 for a cash series.

Response
  • SuccessMessagestring

    Displays "Ok." upon a successful operation.

API Endpoint
https://apps.csidata.com/ModifyPortfolio
Request Example
https://apps.csidata.com/ModifyPortfolio?Function=add&Csinum=2&Type=N&DMCode=0
Response Example
Ok.

Data Postings

Returns all of the data release groups.

Response
  • PostingIdinteger

    The posting identifier.

  • Descriptionstring

    The data release description.

  • AverageReleaseTimetime

    The average release time in Eastern Time.

API Endpoint
https://apps.csidata.com/DataReleasePostings
Request Example
https://apps.csidata.com/DataReleasePostings
Response Example
1,Asia,09:45:00 2,Europe,15:30:00 3,Early Stocks,17:00:00 4,Early Futures,18:30:00 5,Stocks,19:00:00 6,Everything,20:00:00

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
6

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.

  • Namestring

    The country name.

  • Currencystring

    The primary currency used by the country.

  • ISOCountryCodestring

    The ISO country code.

API Endpoint
https://apps.csidata.com/Countries
Request Example
https://apps.csidata.com/Countries
Response Example
1,South Korea,KRW,KR 2,Denmark,DKK,DK 3,Japan,JPY,JP 4,Netherlands,EUR,NL 5,Canada,CAD,CA 6,Poland,PLN,PL 7,Italy,EUR,IT 8,Singapore,SGD,SG 9,United States,USD,US 10,South Africa,ZAR,ZA 11,China,CNY,CN 12,Portugal,EUR,PT 13,Greece,EUR,GR 14,Mexico,MXN,MX 15,United Kingdom,GBP,GB ...

Exchange Countries

Returns one or more countries that are local to each exchange.

Response
API Endpoint
https://apps.csidata.com/ExchangeCountries
Request Example
https://apps.csidata.com/ExchangeCountries
Response Example
ACCESS,9 ADEX,13 AEX,4 ALBRTA,5 AMEX,9 ASX,25 ASX,34 BALTEX,15 BDP,12 BELFOX,33 BMF,24 BSE,19 BUD,28 CASH,9 CBOE,9 CBT,9 CCFE,9 CCX,3 CFE,9 CFFEX,11 ...

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. Updates for the next year are made every December/January. 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.

  • Opendouble

    The open price.

  • Highdouble

    The high price.

  • Lowdouble

    The low price.

  • Closedouble

    The close price.

  • Volumedouble

    The volume.

  • OpenInterestdouble

    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:
    -33 Months
    -66 Months
    11 Year
    22 Years
    55 Years
    1010 Years
    1515 Years
    2020 Years
    2525 Years
    3030 Years
    3535 Years
    4040 Years

  • Csinum1required integer

    The first csinum (stock or future).

  • Csinum2required integer

    The second csinum (stock or future).

Response
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:
    -33 Months
    -66 Months
    11 Year
    22 Years
    55 Years
    1010 Years
    1515 Years
    2020 Years
    2525 Years
    3030 Years
    3535 Years
    4040 Years

  • CsinumListrequired List

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

Response
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:
    -33 Months
    -66 Months
    11 Year
    22 Years
    55 Years
    1010 Years
    1515 Years
    2020 Years
    2525 Years
    3030 Years
    3535 Years
    4040 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
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:
    -33 Months
    -66 Months
    11 Year
    22 Years
    55 Years
    1010 Years
    1515 Years
    2020 Years
    2525 Years
    3030 Years
    3535 Years
    4040 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 ...