Service metadata

Frammenti di codice

curl "https://api.oanor.com/tffpositioning-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/tffpositioning-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/tffpositioning-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/tffpositioning-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "note": "market is one of /v1/markets keys (ust10y, eur, sp500, vix, ...). screener group is lev_money (hedge funds, default) or asset_mgr (institutional); sort is net_pct (default, net as % of OI), net (raw contracts) or change (week-over-week); class filters to fx/index/rate. TFF updates Fridays; a 30-minute protective cache fronts the shared CFTC upstream.",
        "groups": [
            "lev_money",
            "asset_mgr"
        ],
        "source": "CFTC Traders in Financial Futures (Socrata yw9f-hn96), live",
        "classes": [
            "fx",
            "index",
            "rate"
        ],
        "markets": 17,
        "service": "tffpositioning-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/markets": "The supported financial futures and their CFTC codes.",
            "GET /v1/screener": "Rank financial futures by leveraged-fund or asset-manager net positioning (group=lev_money, sort=net_pct, class=all).",
            "GET /v1/positioning": "Full four-group TFF breakdown for one financial future (market=ust10y)."
        },
        "description": "TFF positioning — where leveraged funds and asset managers are positioned in financial futures (currencies, stock indices, interest rates), from the CFTC Traders in Financial Futures report (no key). It splits the market into Dealers (sell-side), Asset Managers (real-money institutional), Leveraged Funds (hedge funds) and Other — the breakdown the commodity reports lack. positioning returns one market's full four-group breakdown with longs/shorts/net, share of open interest, trader counts, week change and a leveraged-funds bias read. screener ranks FX, equity-index and rate futures by where the leveraged funds (or asset managers) are net positioned. The financial-futures TFF cut — distinct from the legacy COT feed, the COT-Index, the commodity Managed-Money report and the price APIs.",
        "upstream_status": "ok",
        "ust10y_lev_money_net": -1896875
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:49.963Z",
        "request_id": "efd8dd44-a71d-4e6d-afac-3111f0b1139d"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}