[WIP] Adds Futures support (alpha) #212

justinpolygon · 2025-02-28T00:13:09Z

Added futures REST and WebSocket support (alpha). Includes new REST endpoints for futures data (e.g., aggregates, contracts, market statuses, etc) and WebSocket event parsing (e.g. trades, quotes, and aggregates).

REST examples:

import { restClient } from '@polygon.io/client-js';
const rest = restClient("XXXX");

rest.futures.aggregates("ESZ4", 1, "day", "2023-01-01", "2023-01-02")).then((data) => {
	console.log(data);
}).catch(e => {
	console.error('An error happened:', e);
});

Websocket examples:

import { websocketClient } from
8D3C
 "@polygon.io/client-js";

// create a websocket client using the polygon client-js library
const ws  = websocketClient('XXXX', 'wss://socket.polygon.io').futures();

// register a handler to log errors
ws.onerror = (err) => console.log('Failed to connect', err);

// register a handler to log info if websocket closes
ws.onclose = (code, reason) => console.log('Connection closed', code, reason);

// register a handler when messages are received
ws.onmessage = (msg) => {
	// parse the data from the message
	const parsedMessage = JSON.parse(msg.data);

	// wait until the message saying authentication was successful, then subscribe to a channel
	if (parsedMessage[0].ev === 'status' && parsedMessage[0].status === 'auth_success') {
		console.log('Subscribing to the minute aggregates channel for *');
		ws.send(JSON.stringify({"action":"subscribe", "params":"AM.*"}));
	}

	console.log('Message received:', parsedMessage);
}

This is a work in progress PR and will get updates as things evolve.

Adds Futures support (alpha)

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[WIP] Adds Futures support (alpha) #212

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