Historical energy futures data for your analysis
Retrieve available Brent, WTI and natural-gas futures observations as JSON. Inspect the returned contract month and dates before joining a series to your risk model, dashboard or backtest.
History depth, contract availability and access depend on the dataset and your account. A supported lookback parameter does not guarantee that every observation in that period exists.
First request: available Brent history
Use the canonical Brent endpoint with a supported period and interval. Keep your API key on the server.
curl "https://api.oilpriceapi.com/v1/futures/brent/historical?period=1m&interval=daily" \
-H "Authorization: Token YOUR_API_KEY"Inspect the response status and data array. The documented record fields include date, contract_month, price, volume and open_interest. Verify which fields are populated for your series; missing observations must not become zero prices.
Choose your query
| Parameter | Supported values and behavior |
|---|---|
| period | 1d, 1w, 1m, 3m or 1y; defaults to 1w. |
| interval | hourly, daily, weekly or monthly; defaults to daily. |
| contract_month | Optional contract selection. Confirm the available contract identifiers in the current reference before pinning a series. |
Check the series before backtesting
- Compare the first and last returned dates with the history your model requires.
- Inspect contract changes. Do not assume the result is a continuous, roll-adjusted or settlement-price series.
- Verify units, source cadence and missing values before combining futures with spot or physical-price observations.
- Handle authentication, entitlement and unavailable-data responses explicitly; an empty result is not a zero-valued market.