Futures

About 10 min

get_future_exchanges Get a List of Future Exchanges

QuoteClient::get_future_exchange(SecType sec_type=SecType::FUT)

Description

Get a List of Supported Future Exchanges

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
sec_type	SecType	No	You can use the enums defined in include/tigerapi/enums.h SecType default: SecType::FUT

Response

The Exchanges contains the following fields：

Field	Type	Description
code	str	Code of the exchange
name	str	Name of the exchange
zoneId	str	Time zone of the location of the exchange

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_exchanges();
    cout << result << endl;

    return 0;
}

ResponseExample

[{"code":"CME","name":"CME","zoneId":"America/Chicago"},{"code":"NYMEX","name":"NYMEX","zoneId":"America/New_York"},
  {"code":"COMEX","name":"COMEX","zoneId":"America/New_York"},{"code":"SGX","name":"SGX","zoneId":"Singapore"},
  {"code":"HKEX","name":"HKEX","zoneId":"Asia/Hong_Kong"},{"code":"CBOT","name":"CBOT","zoneId":"America/Chicago"},
  {"code":"CBOE","name":"CBOE","zoneId":"America/Chicago"},{"code":"OSE","name":"OSE","zoneId":"Asia/Tokyo"},
  {"code":"CMEBTC","name":"CMEBTC","zoneId":"America/Chicago"},{"code":"TEST","name":"Test_Exchange","zoneId":"America/Chicago"},
  {"code":"TEST2","name":"Test_Exchange_2","zoneId":"America/Chicago"},{"code":"TEST3","name":"Test_Exchange_3","zoneId":"America/Chicago"},
  {"code":"CBOEXBT","name":"CBOEXBT","zoneId":"America/Chicago"},{"code":"EUREX","name":"EUREX","zoneId":"Europe/Berlin"},
  {"code":"ICEUS","name":"ICE FUTURES US","zoneId":"American/Chicago"},{"code":"ICEEU","name":"ICE FUTURES EUROPE","zoneId":"American/NewYork"}]

get_future_contracts Get Contracts Available for Trade

QuoteClient::get_future_contracts(utility::string_t type)

Description

Get all contracts of a given future type, like 'CL'

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
type	utility::string_t	Yes	The contract code of the future contract, excluding month code. Example: CL, ES

Response

The Contracts contains the following fields：

Field	Type	Description
continuous	bool	If the contract is continuous
contractCode	string	Full contract code. e.g. VIX2208
contractMonth	string	Month of delivery, in month code. Example: 202208 - 2022/08
currency	string	Currency of the contract
displayMultiplier		Display multiplier for price representation
exchange	string	Name of the exchange where the contract is traded. Example: NYMEX
exchangeCode	string	Exchange code. Example: NYMEX
firstNoticeDate	string	First notice date, the contract cannot be longed after the FND. Existing long positions will be closed out before the FND
ibCode	string	ib symbol of the contract
lastBiddingCloseTime	int	Last bidding time
lastTradingDate	string	Last trading date
minTick	float	Tick size
multiplier	int	Multiplier of the contract
name	string	name of the contract
trade	bool	If the contract is still open for trading
type	string	Contract code. Example: CL

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_contracts("CL");
    cout << result << endl;

    return 0;
}

Response

[{"continuous":false,"contractCode":"CL2504","contractMonth":"202504","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250324","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250320","minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - Apr 2025","trade":true,"type":"CL"},
  {"continuous":false,"contractCode":"CL2505","contractMonth":"202505","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250424","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250422","minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - May 2025","trade":true,"type":"CL"},
  {"continuous":false,"contractCode":"CL2506","contractMonth":"202506","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250522","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250520","minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - Jun 2025","trade":true,"type":"CL"},
  {"continuous":false,"contractCode":"CL2507","contractMonth":"202507","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250624","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250620","minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - Jul 2025","trade":true,"type":"CL"},
  {"continuous":false,"contractCode":"CL2508","contractMonth":"202508","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250724","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250722","minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - Aug 2025","trade":true,"type":"CL"}]

get_future_contract_by_contract_code Get future contract by code

QuoteClient::get_future_contract_by_contract_code(utility::string_t contract_code)

Description

Get future contract by code

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
contract_code	string_t	Yes	future contract code, e.g. CL2206

Response

Parameter	Type	Description
continuous	bool	If the contract is continuous
contractCode	string	Full contract code. e.g. VIX2208
contractMonth	string	Month of delivery, in month code. Example: 202208 - 2022/08
currency	string	Currency of the contract
displayMultiplier		Display multiplier for price representation
exchange	string	Name of the exchange where the contract is traded. Example: NYMEX
exchangeCode	string	Exchange code. Example: NYMEX
firstNoticeDate	string	First notice date, the contract cannot be longed after the FND. Existing long positions will be closed out before the FND
ibCode	string	ib symbol of the contract
lastBiddingCloseTime	int	Last bidding time
lastTradingDate	string	Last trading date
minTick	float	Tick size
multiplier	int	Multiplier of the contract
name	string	name of the contract
trade	bool	If the contract is still open for trading
type	string	Contract code. Example: CL

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_contract_by_contract_code("CL2504");
    cout << result << endl;

    return 0;
}

ResponseExample

{"continuous":false,"contractCode":"CL2504","contractMonth":"202504","currency":"USD","displayMultiplier":1,"exchange":"NYMEX",
  "exchangeCode":"NYMEX","firstNoticeDate":"20250324","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250320",
  "minTick":0.01,"multiplier":1000,"name":"WTI Crude Oil - Apr 2025","trade":true,"type":"CL"}

get_future_contract_by_exchange_code Get future contract by exchange code

QuoteClient::get_future_contract_by_exchange_code(utility::string_t exchange_code)

Description

Get Contracts Available for Trade Listed in Certain Exchange

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
exchange_code	string_t	Yes	code of an exchange，e.g. 'NYMEX'

Response

List of contracts

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_contract_by_exchange_code(U("NYMEX"));
    cout << result << endl;

    return 0;
}

ResponseExample

[{"continuous":false,"contractCode":"RB2509","contractMonth":"202509","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250903","ibCode":"RB","lastBiddingCloseTime":0,"lastTradingDate":"20250829","minTick":0.0001,"multiplier":42000,"name":"RBOB Gasoline - Sep 2025","trade":true,"type":"RB"},
{"continuous":false,"contractCode":"RB2507","contractMonth":"202507","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250702","ibCode":"RB","lastBiddingCloseTime":0,"lastTradingDate":"20250630","minTick":0.0001,"multiplier":42000,"name":"RBOB Gasoline - Jul 2025","trade":true,"type":"RB"},
{"continuous":false,"contractCode":"RB2505","contractMonth":"202505","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX","firstNoticeDate":"20250502","ibCode":"RB","lastBiddingCloseTime":0,"lastTradingDate":"20250430","minTick":0.0001,"multiplier":42000,"name":"RBOB Gasoline - May 2025","trade":true,"type":"RB"},
...]

get_current_future_contract Identify Front Month Contract

QuoteClient::get_future_current_contract(utility::string_t type)

Description

Identify the Front month contract of a given futures product

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
type	string_t	Yes	The trading variety corresponding to the futures contract, such as CL.

Response

Structured as follows：

Column	Type	Description
continuous	bool	If the contract is continuous
contractCode	string	Full contract code. e.g. VIX2208
contractMonth	string	Month of delivery, in month code. Example: 202208 - 2022/08
currency	string	Currency of the contract
displayMultiplier		Display multiplier for price representation
exchange	string	Name of the exchange where the contract is traded. Example: NYMEX
exchangeCode	string	Exchange code. Example: NYMEX
firstNoticeDate	string	First notice date, the contract cannot be longed after the FND. Existing long positions will be closed out before the FND
ibCode	string	ib symbol of the contract
lastBiddingCloseTime	int	Last bidding time
lastTradingDate	string	Last trading date
minTick	float	Tick size
multiplier	int	Multiplier of the contract
name	string	name of the contract
trade	bool	If the contract is still open for trading
type	string	Contract code. Example: CL

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_current_contract("CL");
    cout << result << endl;

    return 0;
}

ResponseExample

{"continuous":false,"contractCode":"CL2504","contractMonth":"202504","currency":"USD","displayMultiplier":1,"exchange":"NYMEX","exchangeCode":"NYMEX",
  "firstNoticeDate":"20250324","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"20250320","minTick":0.01,
  "multiplier":1000,"name":"WTI Crude Oil - Apr 2025","trade":true,"type":"CL"}

get_future_continuous_contracts Get Future Continuous Contracts

QuoteClient::get_future_continuous_contracts(utility::string_t type)

Description

Get Future Continuous Contracts

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
type	string_t	Yes	Full contract trading type, Example: CL

Response

The DataFrame contains the following fields：

Column	Type	Description
continuous	bool	If the contract is continuous
contractCode	string	Full contract code. e.g. VIX2208
contractMonth	string	Month of delivery, in month code. Example: 202208 - 2022/08
currency	string	Currency of the contract
displayMultiplier		Display multiplier for price representation
exchange	string	Name of the exchange where the contract is traded. Example: NYMEX
exchangeCode	string	Exchange code. Example: NYMEX
firstNoticeDate	string	First notice date, the contract cannot be longed after the FND. Existing long positions will be closed out before the FND
ibCode	string	ib symbol of the contract
lastBiddingCloseTime	int	Last bidding time
lastTradingDate	string	Last trading date
minTick	float	Tick size
multiplier	int	Multiplier of the contract
name	string	name of the contract
trade	bool	If the contract is still open for trading
type	string	Contract code. Example: CL

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_continuous_contract("CL");
    cout << result << endl;

    return 0;
}

ResponseExample

{"continuous":false,"contractCode":"CLmain","contractMonth":"","currency":"USD","displayMultiplier":1,"exchange":"NYMEX",
  "exchangeCode":"NYMEX","firstNoticeDate":"","ibCode":"CL","lastBiddingCloseTime":0,"lastTradingDate":"","minTick":0.01,
  "multiplier":1000,"name":"WTI Crude Oil - main","trade":true,"type":"CL"}

get_future_trading_date Get Trading Times of a Future Contract

QuoteClient::get_future_trading_date(utility::string_t contract_code, utility::string_t trading_date)

Description

Get Trading Times of a Future Contract

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameter	Type	Required	Description
contract_code	string_t	Yes	Contract code. Example CL1901
trading_date	string_t	Yes	Trading date. Example '2023-02-03'

Response

Structured as follows：

Column	Type	Description
biddingTimes	int	end and start bidding times
timeSection	utility::string_t	Time Zone
tradingTimes	int	end and start trading times

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_future_trading_date("CL2303", "2023-01-12");
    cout << result << endl;

    return 0;
}

ResponseExample

{
  "biddingTimes":[
    {
      "end":1673391600000,
      "start":1673390700000
    }
  ],
  "timeSection":"America/New_York",
  "tradingTimes":[
    {
      "end":1673474400000,
      "start":1673391600000
    }
  ]
}

get_future_kline Get Futures Bars

value get_future_kline(value contract_codes, utility::string_t period=U("day"), time_t begin_time=-1, time_t end_time=-1,
                               int limit=251, utility::string_t page_token=U(""))
vector<Kline> get_future_kline(value contract_codes, BarPeriod period=BarPeriod::DAY, time_t begin_time=-1, time_t end_time=-1,
                               int limit=251, utility::string_t page_token=U(""));

Description

Get Futures Bars

It provides daily K-line data of popular contracts in the past 10 years, as well as minute-level data of all contracts from August 2017 to the present.

The Response result is a collection of data in reverse chronological order starting from endTime.

For the 1-minute K-line, if there is no transaction within this 1 minute, the K-line data of this minute will be blank; the interface can only pull the K-line data of this 1 minute after there is a transaction within the latest minute. The first transaction is generated at 50 seconds, and the latest data cannot be pulled before 50 seconds.

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameters	Type	Required	Description
contract_codes	list<string_t>	Yes	futures code name list
period	string_t	No	The obtained K-line period. default: U("day")
begin_time	time_t	No	Start time, query results include this time point default: -1
end_time	time_t	No	End time, the query result does not include this time point default: -1
limit	int	No	Request number limit, max：1000 default: 251
page_token	string_t	No	Paging token, which records the location of the paging. The next_page_token of the last request for Response can be passed in as the start flag of the next request. When using pageToken to pull data by paging, other query conditions cannot be changed default: U("")

When begin_time and end_time both equals -1，Will return according to the number of items set by limit

Response

column	type	description
contract_code	utility::string_t	futures code name list
close	float	close price
high	float	high price
last_time	int	Bar was last updated
low	float	low price
open	float	open price
open_interest	int	open interest
settlement	float	Settlement price at the last update time of Bar, Response 0 when no settlement price is generated
time	int	The timestamp corresponding to the Bar, that is, the end time of the Bar. The cutting method of the bar is consistent with that of the exchange. Taking CN1901 as an example, the data from 17:00 on T day to 16:30 on T+1 day will be synthesized into a daily bar.
volume	int	volume

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();  
	symbols[0] = value::string("CL2303");  
	cout << "symbols " << symbols << endl;  
	value result = quote_client->get_future_kline(symbols);
    cout << result << endl;

    return 0;
}

** ResponseExample **

{
  "contractCode": "CL2303"
  "items": [
    {
      "close": 76.049999999999997
      "high": 77.510000000000005,
      "lastTime": 1677007775000,
      "low": 75.689999999999998,
      "open": 76.530000000000001,
      "openInterest": 2638,
      "settlement": 76.159999999999997,
      "time": 1677016800000,
      "volume": 8733
    },
    {
      "close": 76.329999999999998
      "high": 78.25,
      "lastTime": 1676671155000,
      "low": 75.060000000000002,
      "open": 78.069999999999993,
      "openInterest": 29064,
      "settlement": 76.340000000000003,
      "time": 1676671200000,
      "volume": 32840
    }
  ]
}

get_future_tick Get Futures Trade Ticks

QuoteClient::get_future_tick(utility::string_t contract_code, long begin_index=0, long end_index=100, int limit=1000)

Description

Get Futures Trade ticks

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameters	Type	Required	Description
contract_code	string_t	Yes	future code name
begin_index	int	No	start index default: 0
end_index	int	No	end index default: 100
limit	int	No	Response limit count，max support is : 1000 default: 1000

Response

Parameters	Type	Description
contractCode	utility::string_t	future code name
index	int	tick index
price	float	tick price
time	int	timestamp tick time
volume	int	tick volume

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config); 
	value result = quote_client->get_future_tick("CL2504");
    cout << result << endl;

    return 0;
}

** ResponseExample **

{
  "contractCode": "CL2504"
  "items": [
    {
      "index": 0,
      "price": 66.780000000000001,
      "time": 1741903200000,
      "volume": 3
    },
    {
      "index": 1,
      "price": 66.819999999999993,
      "time": 1741903200000,
      "volume": 1
    },
    {
      "index": 2,
      "price": 66.780000000000001,
      "time": 1741903200000,
      "volume": 1
    },
    {
      "index": 3,
      "price": 66.769999999999996,
      "time": 1741903200000,
      "volume": 1
    },
    {
      "index": 4,
      "price": 66.780000000000001,
      "time": 1741903200000,
      "volume": 1
    }
  ]
}

get_future_real_time_quote_value Get The Latest Futures Quotes

QuoteClient::get_future_real_time_quote_value(value contract_codes)

Description

Get the latest futures quotes, Including ask-bid data, latest transaction data, etc.

Frequency Limit

Please see：Rate Limit for details

Parameters

Parameters	Type	Required	Description
contract_codes	list<str>	Yes	future codes，such as ['CL2201']

Response

column	type	description
ask_price	float	ask price
bid_price	float	bid price
bid_size	int	bid size
contractCode	string	futures code name
high	float	high
latest_price	float	latest price
latest_size	int	latest size
latest_time	int	latest time
limit_down	float	limit down price
limit_up	float	limit up price
low	float	low
open	float	open
open_interest	int	open interest
settlement	float	settlement amount
volume	int	accumulated volume

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config); 
    value result = quote_client->get_future_real_time_quote_value(symbols); //result is value
    //        auto result = quote_client->get_future_real_time_quote(symbols); //result is vector<RealtimeQuote>
    cout << result << endl;

    return 0;
}

Response

{
  "askPrice":67.049999999999997,
  "askSize":6,
  "bidPrice":67.040000000000006,
  "bidSize":4,
  "contractCode":"CL2504",
  "high":67.140000000000001,
  "latestPrice":67.040000000000006,
  "latestSize":1,
  "latestTime":1741922888000,
  "limitDown":0,
  "limitUp":0,
  "low":66.670000000000002,
  "open":66.780000000000001,
  "openInterest":134432,
  "settlement":66.549999999999997,
  "volume":8652
}

Futures

# get_future_exchanges Get a List of Future Exchanges

# get_future_contracts Get Contracts Available for Trade

# get_future_contract_by_contract_code Get future contract by code

# get_future_contract_by_exchange_code Get future contract by exchange code

# get_current_future_contract Identify Front Month Contract

# get_future_continuous_contracts Get Future Continuous Contracts

# get_future_trading_date Get Trading Times of a Future Contract

# get_future_kline Get Futures Bars

# get_future_tick Get Futures Trade Ticks

# get_future_real_time_quote_value Get The Latest Futures Quotes

get_future_exchanges Get a List of Future Exchanges

get_future_contracts Get Contracts Available for Trade

get_future_contract_by_contract_code Get future contract by code

get_future_contract_by_exchange_code Get future contract by exchange code

get_current_future_contract Identify Front Month Contract

get_future_continuous_contracts Get Future Continuous Contracts

get_future_trading_date Get Trading Times of a Future Contract

get_future_kline Get Futures Bars

get_future_tick Get Futures Trade Ticks

get_future_real_time_quote_value Get The Latest Futures Quotes