API · /commoditycurve-api
Commodity Futures Term Structure API-documentatie
The shape of the commodity futures curve — contango versus backwardation — and the roll yield it pays, computed live from Yahoo Finance dated futures contracts, no key, nothing stored. A single commodity price hides the most important thing about it: what the market charges to hold it forward. When deferred contracts cost MORE than the front (an upward curve, contango) a long futures position bleeds money as it rolls up the curve each month; when they cost LESS (a downward curve, backwardation — classic for crude oil in tight markets) the roll pays you. That roll yield, not the spot move, is what drives the long-run return of commodity-index investing. This API reads the actual dated contracts — the front month and the deferred months out the curve — for crude oil, natural gas, gasoline, gold, silver, copper, corn, wheat and soybeans, and returns the full term structure, the front-to-second-month roll yield annualised, the curve shape and the front-vs-back spread. The curve endpoint returns one commodity's full chain; the screener endpoint ranks every commodity by roll yield, separating the backwardated markets (positive carry for a long) from the contango ones (negative carry). This is the commodity futures term-structure / roll-yield cut — distinct from the crypto dated-futures curve API, the inter-commodity crack/crush spread API, the commodity-momentum and seasonality APIs and the spot price feeds. It is the carry, read straight off the curve.
Eindpunten
-
GET
/v1/screener— Rank all commodities by roll yield, backwardation vs contango -
GET
/v1/curve— One commodity's full dated futures curve, roll yield and shape -
GET
/v1/commodities— The supported commodity futures and their roots -
GET
/v1/meta— Service metadata
Authenticatie
Stuur je API-key mee in de header x-oanor-key.
curl https://api.oanor.com/commoditycurve-api/your/path \
-H "x-oanor-key: oanor_live_..."