Returns historical price data for a rolling rate chain. Includes weighted average prices during roll periods when multiple contracts are blended.
Path Parameters
Query Parameters
Start of date range (ISO 8601)
End of date range (ISO 8601)
Aggregation interval: 1min, 5min, 1hour, 1d
Response
List of price data pointsMinimum price in interval
Maximum price in interval
Contracts contributing to the price at this timestampContract weight in the blend (0.0-1.0)
Example Response
{
"chain_id": "pres-2024-2028",
"prices": [
{
"timestamp": "2024-12-01T12:00:00Z",
"price": 0.68,
"min_price": 0.67,
"max_price": 0.69,
"contracts": [
{
"contract_id": "contract_001",
"weight": 0.65
},
{
"contract_id": "contract_002",
"weight": 0.35
}
]
},
{
"timestamp": "2024-12-01T12:05:00Z",
"price": 0.67,
"min_price": 0.66,
"max_price": 0.68,
"contracts": [
{
"contract_id": "contract_001",
"weight": 0.60
},
{
"contract_id": "contract_002",
"weight": 0.40
}
]
}
]
}
Roll Weight Calculation
During the roll window, weights transition linearly from the expiring contract to the next contract:
- Before roll window: Full weight (1.0) on current contract
- During roll window: Linear interpolation between contracts
- After roll window: Full weight (1.0) on next contract
The roll window is defined by:
roll_start = contract end date - roll_lead_daysroll_end = contract end date
Weight formula during roll:
weight = (timestamp - roll_start) / (roll_end - roll_start)
