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Real-Time Kline

Complete K-line data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and various types. Includes complete indicators such as opening price, highest price, lowest price, closing price, trading volume and open interest, supporting multi-period queries from minute lines to monthly lines. Data is adjusted for continuity.

GET/future/kline

Request Parameters

regionenumRequired

Market code

codestringRequired

Product code

kTypeenumRequired

Interval: 1 minute, 2 five minutes, 3 fifteen minutes, 4 thirty minutes, 5 one hour, 8 one day, 9 one week, 10 one month

etstring

When the query end timestamp (e.g., 1751328000000) is empty, it defaults to the current timestamp.

limitstringRequired

Number of records to query

Response Parameters

codenumber

Response code

msgstring

Response description

dataarray(object)▶Response result
tunumber

Transaction amount

cnumber

Closing price of the Kline

tnumber

Timestamp

vnumber

Transaction volume

hnumber

Highest price of the Kline

lnumber

Lowest price of the Kline

onumber

Opening price of the Kline

Code Examples

import requests

url = "https://api.itick.org/future/kline?region=US&code=NQ&kType=2&limit=10"

headers = {
"accept": "application/json"
"token": "Your Token"
}

response = requests.get(url, headers=headers)

print(response.text)

Query URL

GEThttps://api.itick.org/future/kline?region=US&code=NQ&kType=2&limit=10

, Run query

Response Result

{
  "code": 0,
  "msg": null,
  "data": [
    {
      "tu": 31835798.75,
      "c": 23535,
      "t": 1754656800000,  // 2025-08-08 12:40:00 UTC
      "v": 1353,
      "h": 23539.25,
      "l": 23518.5,
      "o": 23527.5
    }
  ]
}