Service metadata

Frammenti di codice

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

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

$ch = curl_init("https://api.oanor.com/commoditycurve-api/v1/meta");
curl_setopt($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/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "note": "commodity is one of /v1/commodities keys (oil, natgas, gold, copper, corn, ...). The chain is built from the current month forward; skip-month commodities return fewer contracts. roll_yield_annualized_pct > 0 = backwardation (long roll earns), < 0 = contango (long roll pays). A 30-minute protective cache fronts the shared Yahoo upstream.",
        "source": "Yahoo Finance dated futures contracts, live",
        "service": "commoditycurve-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/curve": "One commodity's full dated futures curve, roll yield and shape (commodity=oil).",
            "GET /v1/screener": "Rank all commodities by roll yield, backwardation vs contango.",
            "GET /v1/commodities": "The supported commodity futures and their roots."
        },
        "commodities": [
            "oil",
            "natgas",
            "gasoline",
            "gold",
            "silver",
            "copper",
            "corn",
            "wheat",
            "soybeans"
        ],
        "description": "Commodity futures term structure & roll yield — the shape of the futures curve (contango vs backwardation) and the roll yield it pays, live from Yahoo Finance dated futures contracts (no key, nothing stored). curve returns one commodity's full dated chain with the front-to-second-month roll yield annualised, the curve shape and front-vs-back spread; screener ranks crude oil, natural gas, gasoline, gold, silver, copper, corn, wheat and soybeans by roll yield, separating the backwardated (positive carry) from the contango (negative carry) markets. The commodity futures term-structure / roll-yield cut — distinct from the crypto dated-futures curve API, the crack/crush inter-commodity spread API, the commodity-momentum and seasonality APIs and the spot price feeds.",
        "upstream_status": "ok",
        "most_backwardated": "oil"
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:34.164Z",
        "request_id": "d25cc09e-7331-4d88-8485-f20edac0f987"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}