Rank all commodities by roll yield, backwardation vs contango

Code-Snippets

curl "https://api.oanor.com/commoditycurve-api/v1/screener" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/commoditycurve-api/v1/screener", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/commoditycurve-api/v1/screener");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/commoditycurve-api/v1/screener",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "Commodities ranked by annualised front-to-second-month roll yield. Positive (backwardation) = a long futures position earns the roll; negative (contango) = it pays the roll away. The roll yield, not the spot move, drives long-run commodity-index returns. Read fresh per call, lightly cached.",
        "count": 9,
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "Crude Oil (WTI)",
                "rank": 1,
                "unit": "$/bbl",
                "shape": "backwardation",
                "available": true,
                "commodity": "oil",
                "front_price": 84.34,
                "front_vs_back_pct": 5.68,
                "roll_yield_annualized_pct": 22.47
            },
            {
                "name": "Gasoline RBOB",
                "rank": 2,
                "unit": "$/gal",
                "shape": "backwardation",
                "available": true,
                "commodity": "gasoline",
                "front_price": 2.9872,
                "front_vs_back_pct": 14.26,
                "roll_yield_annualized_pct": 20.8
            },
            {
                "name": "Gold",
                "rank": 3,
                "unit": "$/oz",
                "shape": "flat",
                "available": true,
                "commodity": "gold",
                "front_price": 4225.3,
                "front_vs_back_pct": -0.86,
                "roll_yield_annualized_pct": 1.48
            },
            {
                "name": "Silver",
                "rank": 4,
                "unit": "$/oz",
                "shape": "flat",
                "available": true,
                "commodity": "silver",
                "front_price": 67.15,
                "front_vs_back_pct": -3.02,
                "roll_yield_annualized_pct": 0.27
            },
            {
                "name": "Soybeans",
                "rank": 5,
                "unit": "cents/bu",
                "shape": "contango",
                "available": true,
                "commodity": "soybeans",
                "front_price": 1113.25,
                "front_vs_back_pct": -0.36,
                "roll_yield_annualized_pct": -5.37
            },
            {
                "name": "Corn",
                "rank": 6,
                "unit": "cents/bu",
                "shape": "contango",
                "available": true,
                "commodity": "corn",
                "front_price": 410.5,
                "front_vs_back_pct": -1.79,
                "roll_yield_annualized_pct": -10.77
            },
            {
                "name": "Wheat",
                "rank": 7,
                "unit": "cents/bu",
                "shape": "contango",
                "available": true,
                "commodity": "wheat",
                "front_price": 583,
                "front_vs_back_pct": -1.89,
                "roll_yield_annualized_pct": -11.36
            },
          
…