Futures Correlation

GET /api/v1.0/quote/{symbol}/future/correlation

Correlation time series between a future and up to 4 related futures. related_codes is required, comma-separated. cycle is the lookback window; range is the returned span. Coefficients unscaled to [-1, 1].

Request

Parameter	Type	In	Required	Description
symbol	string	path	yes	Futures symbol (path param), e.g. US.CLmain
related_codes	string	query	yes	Related futures, comma-separated, max 4, e.g. US.GCmain,US.ESmain
cycle	string	query	no	Lookback window: THREE_MONTH (default), SIX_MONTH, ONE_YEAR, THREE_YEAR
range	string	query	no	Returned span: ONE_DAY, THREE_MONTH, SIX_MONTH, ONE_YEAR (default), THREE_YEAR
page_size	int	query	no	Points per related future, default 30, max 200
page_flag	string	query	no	Page cursor. Omit on the first page; pass back pagination.page_flag

Example

curl -X GET 'https://webapi.futunn.com/api/v1.0/quote/US.AAPL/future/correlation?related_codes=1&cycle=1&range=1' \
  -H 'Authorization: Bearer <AccessToken>' | jq

Response

Field	Type	Description
data.items	object[]
data.total	integer	Total points in range (longest series)
data.items[].code	integer	Primary futures symbol
data.items[].related_code	integer	Related futures symbol
data.items[].points	object	Correlation time series
data.items[].points[].timestamp	integer	Timestamp, unix seconds (UTC+8 aligned)
data.items[].points[].correlation	string	Correlation coefficient
pagination.completed	string	True when the requested range is fully covered
pagination.page_flag	string	Next offset. Empty when completed is true

Errors

ret_code	error.code	Description
0	—	Success
-3	invalid_parameter	Missing or invalid parameter
-7	invalid_symbol	Unknown symbol
-8	unsupported	Market or product is not supported
-9	permission_denied	Missing permission
-10	no_data	No data
-11	rate_limited	Too many requests

Sample

{
  "ret_code": 0,
  "ret_msg": "success",
  "data": {
    "total": "example",
    "items": [
      {
        "code": 0,
        "related_code": 0,
        "points": "example"
      }
    ]
  },
  "pagination": {
    "completed": true,
    "page_flag": ""
  }
}