Futures¶

Cargo Docs

docs.rs/finance-query — domains::FuturesContract

The FuturesContract handle provides quote, chart, and history data for futures contracts. It is backed by Polygon.io and requires the polygon feature flag plus a POLYGON_API_KEY environment variable.

Feature flag required

Add features = ["polygon"] to your Cargo.toml dependency and set the POLYGON_API_KEY environment variable before calling build().

[dependencies]
finance-query = { version = "2", features = ["polygon"] }

Getting a Handle¶

Obtain a FuturesContract by routing Capability::FUTURES to Provider::Polygon and calling providers.futures(symbol):

use finance_query::{Capability, Interval, Provider, Providers, TimeRange};

# async fn run() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder()
    .route(Capability::FUTURES, [Provider::Polygon])
    .build()
    .await?;
let contract = providers.futures("ES");
let quote = contract.quote().await?;
let chart = contract.chart(Interval::OneDay, TimeRange::OneMonth).await?;
let history = contract.history(TimeRange::OneMonth).await?;
# Ok(()) }

Quote¶

quote() returns a FuturesQuote with the current contract price and metadata.

FuturesQuote Fields:

Field	Type	Description
`symbol`	`String`	Contract ticker symbol (e.g., `"ESM26"`)
`name`	`Option<String>`	Human-readable contract name
`underlying`	`Option<String>`	Underlying asset (e.g., `"S&P 500"`)
`exchange`	`Option<String>`	Exchange where the contract trades
`expiration_date`	`Option<String>`	Contract expiry as `YYYY-MM-DD`
`price`	`Option<f64>`	Current contract price
`change`	`Option<f64>`	Price change
`change_percent`	`Option<f64>`	Price change percentage
`open_interest`	`Option<u64>`	Number of outstanding contracts
`volume`	`Option<u64>`	Trading volume
`timestamp`	`Option<i64>`	Unix timestamp of the last update

Chart¶

chart(interval, range) returns OHLCV candles for the requested interval and time range.

History¶

history(range) is a convenience wrapper around chart that picks a sensible default interval for the given range via TimeRange::default_interval.

Indicators & Risk¶

indicators(interval, range) / indicator(kind, interval, range) (requires the indicators feature) and risk(interval, range) (requires the risk feature) compute directly from this handle's own chart data:

use finance_query::{Capability, Interval, Provider, Providers, TimeRange};
use finance_query::indicators::Indicator;

# async fn run() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder()
    .route(Capability::FUTURES, [Provider::Polygon])
    .build()
    .await?;
let contract = providers.futures("ES");

let summary = contract
    .indicators(Interval::OneDay, TimeRange::ThreeMonths)
    .await?;
if let Some(rsi) = summary.rsi_14 {
    println!("RSI(14): {:.2}", rsi);
}

let rsi_21 = contract
    .indicator(Indicator::Rsi(21), Interval::OneDay, TimeRange::ThreeMonths)
    .await?;

let risk = contract.risk(Interval::OneDay, TimeRange::OneYear).await?;
println!("VaR 95%:      {:.2}%", risk.var_95 * 100.0);
println!("Max Drawdown: {:.2}%", risk.max_drawdown * 100.0);
# Ok(()) }

risk takes no benchmark parameter — beta is always None, since futures contracts have no natural benchmark to compare against.

Provider Reference¶

Polygon.io — the only provider that currently supports Capability::FUTURES.