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SGX Derivatives EOD Scraper

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SGX Derivatives EOD Scraper

SGX Derivatives EOD Scraper

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.

Pricing

from $7.50 / 1,000 results

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ParseForge

ParseForge

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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 itWhat they scrape SGX for
Quantitative analystsBacktesting trading strategies with clean historical settlement prices and volume data.
Risk managersMonitoring daily open interest changes across key futures contracts to gauge market exposure.
Market data vendorsAutomating the daily ingestion of official SGX derivatives statistics into internal databases.
Commodity tradersTracking 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.

  • ๐Ÿ“… Trade date targeting: Specify a YYYYMMDD date or leave blank to automatically fetch the most recent available data.
  • ๐Ÿท๏ธ Contract code filter: Narrow results to a specific product group by providing a contract prefix like CN or NK.
  • ๐Ÿ“Š 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

๐Ÿ“ˆ 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.

๐Ÿ“‰ 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.

๐Ÿ›ข๏ธ 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 dataReads directly from the Singapore Exchange's published EOD statistics, the same source used by market professionals.
Flexible date selectionTarget a specific historical date or automatically retrieve the latest available trading day's data.
Structured outputEvery contract returns as a clean, flat row with consistent fields, ready for analysis in any spreadsheet or database.
No manual downloadsEliminates 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 ScraperBuild it in-houseBy hand
SetupRun it now, zero configDays of engineeringNone, but hours per pull
When SGX changesMaintained for youYou fix itYou re-learn the page
Proxies, retries, anti-botBuilt inYour problemBrowser only
OutputFixed JSON schema, CSV/Excel exportWhatever you buildCopy-paste
CostPay per resultEngineering timeAnalyst 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:

{
"maxItems": 10
}

A larger pull:

{
"maxItems": 200
}

Pricing

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

Results collectedApproximate 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 to collect up to 1,000,000 results per run.

Run it

  1. Create a free Apify account with $5 in credit.
  2. Open the SGX Derivatives EOD Scraper.
  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 (run-sync-get-dataset-items) or the ApifyClient 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:

$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

QuestionAnswer
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.

Browse the full ParseForge collection for more scrapers.

๐Ÿ†˜ Need help? Email parseforge@protonmail.com with your run ID, your input, and what you expected.

โš ๏ธ 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.