Futures Screener¶

Screen futures contracts across commodities, indices, and currencies.

Quick Start¶

from tvscreener import FuturesScreener, FuturesField

fs = FuturesScreener()
df = fs.get()

Field Count¶

The Futures Screener has access to ~393 fields covering:

Price data (open, high, low, close)
Volume and open interest
Technical indicators
Performance metrics

Common Fields¶

Price & Volume¶

FuturesField.PRICE           # Current price
FuturesField.OPEN            # Day open
FuturesField.HIGH            # Day high
FuturesField.LOW             # Day low
FuturesField.VOLUME          # Trading volume
FuturesField.CHANGE_PERCENT  # Daily change

Technical¶

FuturesField.RELATIVE_STRENGTH_INDEX_14    # RSI(14)
FuturesField.MACD_LEVEL_12_26              # MACD
FuturesField.SIMPLE_MOVING_AVERAGE_50      # SMA 50
FuturesField.SIMPLE_MOVING_AVERAGE_200     # SMA 200
FuturesField.AVERAGE_TRUE_RANGE_14         # ATR

Performance¶

FuturesField.PERF_W                  # 1 week
FuturesField.PERF_1M                 # 1 month
FuturesField.PERF_YTD                # Year to date
FuturesField.PERF_Y                  # 1 year

Example Screens¶

All Futures by Volume¶

fs = FuturesScreener()
fs.sort_by(FuturesField.VOLUME, ascending=False)
fs.set_range(0, 50)
fs.select(
    FuturesField.NAME,
    FuturesField.PRICE,
    FuturesField.CHANGE_PERCENT,
    FuturesField.VOLUME
)

df = fs.get()

Top Gainers¶

fs = FuturesScreener()
fs.where(FuturesField.CHANGE_PERCENT > 2)
fs.sort_by(FuturesField.CHANGE_PERCENT, ascending=False)
fs.select(
    FuturesField.NAME,
    FuturesField.PRICE,
    FuturesField.CHANGE_PERCENT
)

df = fs.get()

Oversold RSI¶

fs = FuturesScreener()
fs.where(FuturesField.RELATIVE_STRENGTH_INDEX_14 < 30)
fs.select(
    FuturesField.NAME,
    FuturesField.PRICE,
    FuturesField.RELATIVE_STRENGTH_INDEX_14
)
fs.sort_by(FuturesField.RELATIVE_STRENGTH_INDEX_14, ascending=True)

df = fs.get()

High Volatility¶

fs = FuturesScreener()
fs.where(FuturesField.AVERAGE_TRUE_RANGE_14 > 0)
fs.sort_by(FuturesField.AVERAGE_TRUE_RANGE_14, ascending=False)
fs.select(
    FuturesField.NAME,
    FuturesField.PRICE,
    FuturesField.AVERAGE_TRUE_RANGE_14,
    FuturesField.VOLATILITY_D
)
fs.set_range(0, 20)

df = fs.get()

Specific Futures¶

Query specific contracts:

fs = FuturesScreener()
fs.symbols = {
    "query": {"types": []},
    "tickers": ["CME:ES1!", "CME:NQ1!", "COMEX:GC1!", "NYMEX:CL1!"]
}
fs.select_all()

df = fs.get()

Common Futures Symbols¶

Index Futures¶

Contract	Symbol
E-mini S&P 500	`CME:ES1!`
E-mini NASDAQ	`CME:NQ1!`
E-mini Dow	`CBOT:YM1!`
E-mini Russell	`CME:RTY1!`

Commodity Futures¶

Contract	Symbol
Gold	`COMEX:GC1!`
Silver	`COMEX:SI1!`
Crude Oil	`NYMEX:CL1!`
Natural Gas	`NYMEX:NG1!`
Corn	`CBOT:ZC1!`
Soybeans	`CBOT:ZS1!`

Currency Futures¶

Contract	Symbol
Euro FX	`CME:6E1!`
British Pound	`CME:6B1!`
Japanese Yen	`CME:6J1!`

Multi-Timeframe¶

fs = FuturesScreener()

# Daily trend
fs.where(FuturesField.PRICE > FuturesField.SIMPLE_MOVING_AVERAGE_50)

# 4-hour RSI
rsi_4h = FuturesField.RELATIVE_STRENGTH_INDEX_14.with_interval('240')
fs.where(rsi_4h.between(40, 60))

fs.select(
    FuturesField.NAME,
    FuturesField.PRICE,
    FuturesField.RELATIVE_STRENGTH_INDEX_14,
    rsi_4h
)

df = fs.get()

All Fields¶

fs = FuturesScreener()
fs.select_all()
fs.set_range(0, 100)

df = fs.get()
print(f"Columns: {len(df.columns)}")  # ~393

Notes¶

Futures symbols typically end with 1! for the front-month contract
Volume and open interest are key metrics for futures
Different exchanges have different trading hours