# SGX Derivatives EOD Scraper (`parseforge/sgx-derivatives-eod-scraper`) Actor

Collects end-of-day derivatives market data from the Singapore Exchange. Returns settlement prices, volume, and open interest for futures and options contracts as a flat row.

- **URL**: https://apify.com/parseforge/sgx-derivatives-eod-scraper.md
- **Developed by:** [ParseForge](https://apify.com/parseforge) (community)
- **Categories:** Automation, Integrations
- **Stats:** 2 total users, 1 monthly users, 90.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

from $7.50 / 1,000 results

This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events.
Since this Actor supports Apify Store discounts, the price gets lower the higher subscription plan you have.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-event

## What's an Apify Actor?

Actors are web data automations that power AI and operations. They run on the Apify platform to scrape websites, process data, connect APIs, and automate workflows.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.
Actors are written with capital "A".

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.
The best way to integrate Actors is as follows.

- **AI agents and MCP clients** — the [Apify MCP server](https://docs.apify.com/integrations/mcp.md) at `https://mcp.apify.com` (remote, streamable HTTP, OAuth on first use).
- **Agentic workflows and local Actor development** — [Agent Skills](https://apify.com/.well-known/agent-skills/index.json) with the [Apify CLI](https://docs.apify.com/cli/docs.md): `npm install -g apify-cli`, then `apify login`.
- **JavaScript/TypeScript projects** — the official [JS/TS client](https://docs.apify.com/api/client/js/docs.md): `npm install apify-client`.
- **Python projects** — the official [Python client](https://docs.apify.com/api/client/python/docs.md): `pip install apify-client`.
- **Any other language** — the [REST API](https://docs.apify.com/api/v2.md).

For usage examples, see the [API](#api) section below.

For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt).

# README

[![ParseForge](https://raw.githubusercontent.com/ParseForge/apify-assets/main/banner.jpg)](https://apify.com/parseforge?fpr=vmoqkp)

### SGX Derivatives EOD Scraper

**Scrape end-of-day derivatives data from the Singapore Exchange, including futures and options settlement prices, volume, and open interest.** Pull data for any trade date and filter by contract code. Export to CSV, JSON, Excel, or XML.

The Singapore Exchange publishes daily market statistics for its derivatives products, but manually downloading reports for each contract is slow and repetitive. This actor reads the official EOD data feed directly, letting you collect settlement prices, traded volumes, and open interest for futures and options in one structured dataset. No API key or complex setup is required.

| Who uses it | What they scrape SGX for |
|---|---|
| Quantitative analysts | Backtesting trading strategies with clean historical settlement prices and volume data. |
| Risk managers | Monitoring daily open interest changes across key futures contracts to gauge market exposure. |
| Market data vendors | Automating the daily ingestion of official SGX derivatives statistics into internal databases. |
| Commodity traders | Tracking daily price movements and liquidity for specific commodity futures contracts. |

### What it does

This Actor collects SGX derivatives end-of-day data for a specified trade date and optional contract filter, returning each contract's market statistics as a flat row.

- 📅 **Trade date targeting:** Specify a YYYYMMDD date or leave blank to automatically fetch the most recent available data.
- 🏷️ **Contract code filter:** Narrow results to a specific product group by providing a contract prefix like CN or NK.
- 📊 **Volume control:** Set a maximum number of contracts to collect per run, from a single test record up to a million.

Results export to CSV, JSON, Excel, or XML, or straight from the API.

### What you can do with SGX data

**📈 Build a historical derivatives database.**

A quantitative researcher runs the actor daily with an empty trade date to capture the latest data, gradually building a multi-year archive of SGX futures and options statistics for backtesting.

**📉 Monitor daily open interest shifts.**

A risk analyst sets the actor to fetch the most recent data each morning, filtering for a specific equity index futures contract to track changes in market participation.

**🛢️ Track commodity contract liquidity.**

A commodity trader uses the contract filter to pull only iron ore or rubber futures data, comparing daily volume and open interest to assess market depth before executing large orders.

### Why choose this scraper

| | What you get |
|---|---|
| **Official source data** | Reads directly from the Singapore Exchange's published EOD statistics, the same source used by market professionals. |
| **Flexible date selection** | Target a specific historical date or automatically retrieve the latest available trading day's data. |
| **Structured output** | Every contract returns as a clean, flat row with consistent fields, ready for analysis in any spreadsheet or database. |
| **No manual downloads** | Eliminates the need to visit the SGX website and download files one by one, saving hours of repetitive work. |

### How it compares

No other Store actor targets SGX the same way, so the honest comparison is with the alternatives teams actually weigh.

| | SGX Derivatives EOD Scraper | Build it in-house | By hand |
|---|---|---|---|
| Setup | Run it now, zero config | Days of engineering | None, but hours per pull |
| When SGX changes | Maintained for you | You fix it | You re-learn the page |
| Proxies, retries, anti-bot | Built in | Your problem | Browser only |
| Output | Fixed JSON schema, CSV/Excel export | Whatever you build | Copy-paste |
| Cost | Pay per result | Engineering time | Analyst hours |

### Configure the run

Drive the Actor with a trade date and an optional contract code filter, and set a maximum item limit to control the size of your output dataset. The Input tab lists every parameter.

A first run with the defaults:

```json
{
 "maxItems": 10
}
```

A larger pull:

```json
{
 "maxItems": 200
}
```

### Pricing

Pay-per-result: **$0.0085 per result** collected. You pay only for the results written to your dataset.

| Results collected | Approximate cost |
|---|---|
| 100 results | $0.85 |
| 1,000 results | $8.50 |
| 10,000 results | $85.00 |

New Apify accounts start with $5 in free credit.

### Free users

Free-plan runs return up to 10 results as a preview. [Upgrade your Apify plan](https://console.apify.com/sign-up?fpr=vmoqkp) to collect up to 1,000,000 results per run.

### Run it

1. [Create a free Apify account with $5 in credit](https://console.apify.com/sign-up?fpr=vmoqkp).
2. Open the [SGX Derivatives EOD Scraper](https://apify.com/parseforge/sgx-derivatives-eod-scraper?fpr=vmoqkp).
3. Set your inputs and any filters, then click **Start**.
4. Export the results as CSV, Excel, JSON, or XML from the **Dataset** tab.

Run it programmatically through the [Apify API](https://docs.apify.com/api/v2) (`run-sync-get-dataset-items`) or the [ApifyClient](https://docs.apify.com/api/client/js) for JavaScript and Python.

### Use with AI agents (MCP)

Give an AI agent live access to SGX through the Model Context Protocol. Add the Actor to Claude, Cursor, or any MCP client:

```bash
claude mcp add --transport http apify "https://mcp.apify.com/?tools=parseforge/sgx-derivatives-eod-scraper"
```

Then prompt it in plain language to run the scraper and read back the results.

### Troubleshooting

**Why am I getting no results for my chosen date?**

The date you entered might be a weekend or a Singapore public holiday when the market was closed. Try leaving the trade date field empty to fetch the most recent available data, or check the SGX trading calendar for the correct date.

**The actor returns fewer contracts than my max items setting.**

This is normal. The max items setting is an upper limit. The actor will return all available contracts matching your filter for that day, which may be fewer than the maximum you set.

**My contract filter is not returning any results.**

Verify the contract code prefix you entered. Codes are case-sensitive and must match SGX's naming convention exactly, such as 'CN' for FTSE China A50 futures. Try running the actor without a filter first to see all available contract codes.

**The actor run failed with a timeout error.**

If you set a very high max items limit, the run might exceed the default timeout. Try reducing the max items number or increasing the actor's timeout setting in the run options.

### FAQ

| Question | Answer |
|---|---|
| What data fields are included in the output? | The dataset includes contract name, settlement price, traded volume, open interest, and other daily market statistics published by SGX. The exact fields are shown in the sample output on the Actor's page. |
| Can I scrape data for a specific historical date? | Yes. Enter the desired date in YYYYMMDD format in the trade date input field. If you leave it empty, the actor will automatically fetch the most recent available trading day. |
| How do I filter for a specific type of contract? | Use the contract filter input. Provide a contract code prefix, such as CN for China A50 futures or NK for Nikkei 225 futures, and the actor will return only matching contracts. |
| Is an SGX account or API key required? | No. This actor reads publicly available end-of-day market data from the SGX website. No login, registration, or API key is needed. |
| What is the maximum number of contracts I can collect? | You can set the maximum items limit up to 1,000,000 per run. This gives you full control over the size of your dataset and the duration of the actor's execution. |
| Does this actor provide real-time or intraday data? | No. This actor is designed specifically for end-of-day (EOD) data, which is published by SGX after the market closes. It does not provide live or intraday prices. |
| What output formats are supported? | You can export your results in JSON, CSV, Excel, or XML format directly from the Apify dataset. |
| Can I schedule this actor to run automatically every day? | Yes. You can set up a scheduled task on Apify to run this actor daily, ensuring your SGX derivatives database is always up to date without any manual intervention. |

### Related actors

Browse the full [ParseForge collection](https://apify.com/parseforge?fpr=vmoqkp) for more scrapers.

🆘 **Need help?** Email parseforge@protonmail.com with your run ID, your input, and what you expected.

⚠️ **Disclaimer.** This Actor is unofficial and is not affiliated with, endorsed by, or sponsored by Singapore Exchange Ltd. It collects only publicly available data. You are responsible for using the collected data in compliance with the source's terms of service and applicable data-protection laws, including GDPR, CCPA, and PIPL. Do not use it to collect personal data unlawfully.

# Actor input Schema

## `tradeDate` (type: `string`):

YYYYMMDD. If empty, uses the most recent available.

## `contract` (type: `string`):

Optional contract code filter (e.g. CN, NK).

## `maxItems` (type: `integer`):

How many contracts to collect per run.

## Actor input object example

```json
{
  "maxItems": 10
}
```

# Actor output Schema

## `results` (type: `string`):

No description

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {
    "tradeDate": "",
    "maxItems": 10
};

// Run the Actor and wait for it to finish
const run = await client.actor("parseforge/sgx-derivatives-eod-scraper").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {
    "tradeDate": "",
    "maxItems": 10,
}

# Run the Actor and wait for it to finish
run = client.actor("parseforge/sgx-derivatives-eod-scraper").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{
  "tradeDate": "",
  "maxItems": 10
}' |
apify call parseforge/sgx-derivatives-eod-scraper --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,parseforge/sgx-derivatives-eod-scraper"
        }
    }
}

```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/1brS4Haksdsg2rxC1/builds/Ny0wYjXO09Y0SGRyl/openapi.json
