GET /historical/latest - Fetch latest OHLC bars for gap fill.
Accepts ready ROOT1! aliases with the same optional backward-difference adjustment, priceAdjustments, rollAdjustments, era stitching and metadata as /md/historical. Alias results are chronological, deduplicated, limited to the newest requested buckets, and at or after since. Custom alias intervals (multiples of 15 seconds through one week) are supported. Errors use success:false and an explicit code, following the existing history API.
Query Parameters
Dated contract (own history) or a ready continuous alias, e.g. MNQ1!.
OHLC interval: "15s", "30s", "1m", "2m", "3m", "5m", "15m", "30m", "1h", "4h", "1d", "1w"
Continuous aliases only: none (default) or backward-difference.
Unix timestamp in seconds. Bars at or after this timestamp are returned.
x >= 0Limit number of records (default: 500, max: 10000)
x >= 0Response
Latest/gap-fill OHLC bars
Response for latest/gap-fill OHLC bars.
x >= 0Alias only: none or backward-difference, matching the request.
Alias only: earliest verified ledger history in Unix seconds.
x >= 0Adjusted aliases only: cumulative offsets by historical era.
Alias only: current dated contract for the raw WebSocket subscription.
Adjusted aliases only: reference closes used for each rollover difference.
Alias only: always cme-session-roll. Original era provenance is preserved.
Alias only: compare with /md/continuous revision to discard stale responses.
x >= 0