> ## Documentation Index
> Fetch the complete documentation index at: https://docs.backquant.com/llms.txt
> Use this file to discover all available pages before exploring further.

# COT markets

> The futures markets covered by the COT endpoints and the report each reads.

Keys for [/v2/cot/instrument](/api/v2/cot/instrument), with each market's
asset class, the CFTC report it reads and the trader categories compared as
smart and fast money.


## OpenAPI

````yaml GET /cot/markets
openapi: 3.1.0
info:
  title: BackQuant API v2
  description: >-

    # BackQuant API v2


    Options + gamma-exposure focused public API. Built on the same data the

    BackQuant Pro Terminal renders - pre-computed every 30s, served from cache.


    ## What's in v2


    * **Discovery**: `/v2/symbols` (universe + per-symbol freshness + supported
      endpoint list), `/v2/expiries` (active expiry tokens with DTE), `/v2/status`
      (per-symbol-per-category health with thresholds + overall classification).
    * **GEX**: composable levels (HVL / call wall / put support / max-pain /
      expected move / gamma-flip zones), strike profile with typed expiry
      filter, expiry profile, strike × expiry heatmap with downsampling,
      greek time-heatmap with DTE/OI/IV filters, history (cursor-paginated),
      Postgres-backed stress history, **per-expiry max-pain with pain curve**.
    * **Options**: filtered options chain with two-layer projection (top-level
      `?fields=` and per-contract `?include=oi,iv,greeks,bid_ask,volume,gex`)
      plus moneyness filter (`?moneyness_min=0.9&moneyness_max=1.1`), expiry
      summary table, full IV suite (surface / term structure / 25Δ-10Δ skew /
      curves / **single-expiry smile** / IV-RV history / VRP), expected move,
      **Breeden-Litzenberger probability density and surface**, typed greek
      profiles (delta / theta / vanna / charm / vega), strike × time charm/vega
      surfaces, strike × expiry 3D greek surface, OI by expiry + history,
      put/call ratio (intraday or daily), 0DTE & weekly premium tide,
      dated-futures term structure.
    * **Liquidation**: heatmap + leverage-tiered distribution.

    * **Multi**: `/v2/multi/gex/levels` - bundled multi-symbol read across the
      universe in one round-trip, with the same `?include=` model as the
      single-symbol endpoint.

    ## Authentication


    Every v2 route (except `/v2/openapi.json`, `/v2/docs`, `/v2/redoc`, and

    `/v2/health`) requires the `X-API-Key` header.


    ```

    X-API-Key: bq_live_your_api_key_here

    ```


    **Get your API key at
    [backquant.com/api-access](https://backquant.com/api-access).**


    The same key works across v1 and v2 - if you already have a v1 key, no

    re-issuance is needed.


    ## Rate limits


    Two budgets, both derived from your subscription tier: a **monthly request

    allowance** per account, and a **per-minute burst** per key. Size your

    integration against the monthly figure - sustained polling at the burst rate

    exhausts the month early.


    | Plan                      | Monthly allowance | Burst    | Sustained   |

    |---------------------------|-------------------|----------|-------------|

    | Starter (Terminal Yearly) | 10,000 req/month  | 10/min   | ~333/day    |

    | Standard (Crypto API)     | 250,000 req/month | 60/min   | ~8,300/day  |

    | Pro (Terminal + API)      | 1,000,000/month   | 120/min  | ~33,000/day |

    | Enterprise                | custom            | 600/min  | custom      |


    Headers `X-RateLimit-Limit / -Remaining / -Reset` (burst) and

    `X-Quota-Limit / -Used / -Remaining / -Period` (monthly) are included in

    every response; the rate-limit triple is echoed inside `meta.rate_limit`

    when populated by middleware. Exceeding either budget returns `429`.


    The live ladder is served at `GET /v2/meta` under `rate_limits`.


    ## Response envelope


    ```json

    {
      "success": true,
      "data": { ... },
      "meta": {
        "version": "2.0",
        "timestamp": "2026-04-29T12:00:00.000Z",
        "request_id": "req_…",
        "symbol": "BTCUSDT",
        "spot_price": 67213.5,
        "computed_at": "2026-04-29T11:59:48.000Z",
        "freshness_seconds": 12.0,
        "source": ["deribit","bybit","okx","binance","derive","thalex","delta_india","delta","bullish","paradex"],
        "exchanges_filtered": ["deribit","bybit"]
      }
    }

    ```


    ## Errors


    ```json

    {
      "success": false,
      "error": {
        "code": "NOT_FOUND",
        "message": "No data for BTCUSDT"
      },
      "meta": { "version": "2.0", "timestamp": "..." }
    }

    ```


    | Code                  | When |

    |-----------------------|------|

    | `UNAUTHORIZED`        | Missing or invalid API key |

    | `FORBIDDEN`           | Subscription doesn't allow API access |

    | `NOT_FOUND`           | Symbol/expiry/etc. not present in cache |

    | `VALIDATION_ERROR`    | Bad query parameters |

    | `RATE_LIMIT_EXCEEDED` | Per-tier limit hit |

    | `UPSTREAM_ERROR`      | Cache or DB temporarily unreachable |

    | `INTERNAL_ERROR`      | Anything else |
        
  version: '2.13'
servers: []
security: []
tags:
  - name: Meta
    description: Unauthenticated metadata + endpoint catalog (planning your integration)
  - name: Discovery
    description: Symbol catalog, active expiries, and service status
  - name: GEX
    description: Gamma exposure analytics
  - name: Options
    description: Options chain, IV, greeks, probability, premium tide
  - name: Liquidation
    description: Liquidation heatmap and distribution
  - name: Multi
    description: Bundled multi-symbol endpoints (single round-trip across the universe)
  - name: COT
    description: >-
      CFTC Commitments of Traders: futures positioning by trader category
      (public CFTC data)
  - name: Filings
    description: >-
      SEC Form 4 insider trades and 13F holders for MSTR, COIN, HOOD and IBIT
      (public SEC data)
paths:
  /cot/markets:
    get:
      tags:
        - COT
      summary: COT instruments
      description: >-
        The curated futures markets the CFTC Commitments of Traders report
        covers here, with each one's asset class, the report it reads (Traders
        in Financial Futures, Disaggregated or Legacy), its primary trader
        category and the categories compared as smart and fast money. `key` is
        what /v2/cot/instrument takes.
      operationId: get_cot_markets_cot_markets_get
      parameters:
        - name: asset_class
          in: query
          required: false
          schema:
            anyOf:
              - type: string
              - type: 'null'
            description: >-
              Asset class: crypto, equity, rates, fx, commodity_energy,
              commodity_metal, commodity_ag. Default all.
            default: all
            title: Asset Class
          description: >-
            Asset class: crypto, equity, rates, fx, commodity_energy,
            commodity_metal, commodity_ag. Default all.
        - name: X-API-Key
          in: header
          required: false
          schema:
            anyOf:
              - type: string
              - type: 'null'
            title: X-Api-Key
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '401':
          description: Invalid or missing API key
          content:
            application/json:
              example:
                success: false
                error:
                  code: UNAUTHORIZED
                  message: Invalid API key
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '404':
          description: No data available for the requested resource
          content:
            application/json:
              example:
                success: false
                error:
                  code: NOT_FOUND
                  message: No data for BTCUSDT
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '422':
          description: Validation error on query parameters
          content:
            application/json:
              example:
                success: false
                error:
                  code: VALIDATION_ERROR
                  message: Invalid request parameters
                  details:
                    errors: []
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '429':
          description: Rate limit exceeded
          content:
            application/json:
              example:
                success: false
                error:
                  code: RATE_LIMIT_EXCEEDED
                  message: Rate limit exceeded. Try again later.
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
      security:
        - ApiKeyAuth: []
components:
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: X-API-Key
      description: Your BackQuant API key (same key as v1)

````

This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.