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API to Get the FTSE 100 (FTSE) Price

API to Get the FTSE 100 (FTSE) Price

API to Get the FTSE 100 (FTSE) Price

You need a reliable FTSE 100 print to power a chart, a backfill job, or an alert that fires before London closes. By the end of this guide, you’ll pull the latest FTSE 100 value via Indices-API, parse it correctly, understand how time-series backfills work, and run a direct conversion that translates USD amounts into FTSE units (and vice versa) for downstream math.

What you’ll build and verify

  • Fetch the latest FTSE 100 price from the Indices-API latest endpoint with one curl command.
  • Extract the FTSE 100 level in code using Python (using the exact fields: base, date, timestamp, rates).
  • Understand how to backfill a daily time series for FTSE 100 and what to expect on weekends and holidays.
  • Run a convert call to translate USD into FTSE index units so you can compute exposures or normalizations.

How FTSE 100 is quoted in Indices-API

Indices-API standardizes quotes relative to a base currency (USD by default). For the FTSE 100, you will see two useful keys in the rates map:

Illustration: API to Get the FTSE 100 (FTSE) Price
  • rates.USDFTSE — the FTSE 100 level expressed as USD per 1 FTSE index unit (i.e., the index level in USD terms).
  • rates.FTSE — the reciprocal of the index level (FTSE units per 1 USD). This is occasionally useful for conversions.

You’ll also see rates.USD=1 (because the base is USD). If you’re unsure about the exact symbol for an index you plan to use, confirm on the Indices-API Supported Symbols page. For the FTSE 100, this article uses the FTSE symbol and the USDFTSE composite.

If you’re building a normalized chart, alert, or factor model, prefer rates.USDFTSE, as it gives you the direct FTSE 100 level. The reciprocal rates.FTSE is primarily helpful for conversions or validations.

Get the latest FTSE 100 price

The latest endpoint returns a snapshot updated according to your plan’s refresh frequency (e.g., every 60 minutes or every 10 minutes). The base currency is USD. Use your API key via the access_key query parameter.

curl example (copy/paste)

curl "https://indices-api.com/api/latest?access_key=YOUR_API_KEY"

Example of a real response for FTSE (use these exact values to validate your parsing):

{"data":{"success":true,"timestamp":1794444060,"date":"2026-11-12","base":"USD","rates":{"FTSE":6.9524318434426e-5,"USD":1,"USDFTSE":14383.456357694191}}}

What to read and store:

  • data.success — boolean health flag for the call.
  • data.timestamp — Unix epoch seconds (UTC). Useful for cache-control and ordering.
  • data.date — trading date for the snapshot (YYYY-MM-DD). Note this is not a datetime; use timestamp for precise scheduling.
  • data.base — the base currency for all rates (USD).
  • data.rates.USDFTSE — FTSE 100 level (USD per index unit). This is the value you’ll chart and alert on.
  • data.rates.FTSE — reciprocal (index units per USD), often used for conversions.

Python example: parse the FTSE level

import requests
import math
from datetime import datetime, timezone

API_URL = "https://indices-api.com/api/latest"
API_KEY = "YOUR_API_KEY"

resp = requests.get(API_URL, params={"access_key": API_KEY}, timeout=10)
resp.raise_for_status()
payload = resp.json()["data"]

assert payload["success"] is True

ts = payload["timestamp"]                 # Unix seconds
as_utc = datetime.fromtimestamp(ts, tz=timezone.utc)
trade_date = payload["date"]              # e.g., "2026-11-12"
base = payload["base"]                    # "USD"

rates = payload["rates"]
ftse_level = rates.get("USDFTSE")         # FTSE 100 level in USD terms
ftse_recip = rates.get("FTSE")            # Reciprocal (index units per USD), optional

# Basic sanity checks you might enforce:
if ftse_level is None or not math.isfinite(ftse_level):
    raise ValueError("Missing or invalid USDFTSE in response.")

print({
    "timestamp_utc": as_utc.isoformat(),
    "trade_date": trade_date,
    "base": base,
    "ftse_level_usd": ftse_level,
    "ftse_units_per_usd": ftse_recip,
})

Once you have ftse_level (USDFTSE), you can feed it straight into a chart, cache it for downstream tasks, and build alert rules like “notify if FTSE 100 moves more than X% from the previous close.”

Convert: USD to FTSE units (and back)

If your workflow needs to convert an amount quoted in USD into FTSE index units (or vice versa), call the convert endpoint. This is useful when normalizing exposures, building a composite factor, or reconciling the base currency in a multi-index dashboard.

curl: convert 1 USD into FTSE units

curl "https://indices-api.com/api/convert?access_key=YOUR_API_KEY&from=USD&to=FTSE&amount=1"

The convert response returns:

  • success — boolean.
  • query.from, query.to, query.amount — your request parameters echoed back.
  • info.timestamp — the Unix epoch for the conversion rate used.
  • info.rate — the applied conversion rate.
  • result — the computed amount in the target units.

When converting from USD to FTSE, result will correspond to index units per the given USD amount, consistent with the reciprocal perspective (similar to the rates.FTSE you saw on latest). For FTSE to USD, reverse from/to accordingly.

Backfill a daily FTSE 100 series

To backfill or update a time-series for a chart or factor model, use the time-series endpoint. You provide start_date and end_date, and receive a map of dates to FTSE 100 rates. Per the API’s design:

  • Use base=USD (default) if you want the same representation you saw on the latest endpoint.
  • end_date cannot be today; pick the most recent completed trading day to avoid partial-day artifacts.
  • Weekend and holiday dates will not have intraday updates; expect either missing entries or unchanged values depending on market session behavior. The FTSE 100 follows London Stock Exchange trading days. For reference on market hours and holidays, see the LSE trading calendar and FTSE Russell methodology: LSE trading hours and FTSE Russell.

You can access endpoint details and parameter constraints in the Indices-API Documentation. Keep your backfill batches modest and cache responses: repeated historical requests for the same date range should be served from your datastore to avoid unnecessary calls.

How to treat base currency, precision, and caching

  • Base currency: USD. rates.USD is always 1. The FTSE 100 level you’ll chart is rates.USDFTSE (USD per index unit). If you must operate in a non-USD base, consult the documentation on changing the base and confirm the effect on returned symbols.
  • Precision: The API returns floating-point values. For storage and display, keep the raw double precision until you output for UI, then format appropriately for your users (e.g., 2–4 decimals for index levels depending on your design).
  • Timestamps: Use timestamp (Unix epoch seconds, UTC) for scheduling, caching TTLs, and cross-market synchronization.
  • Trading days vs. weekends: Expect unchanged or missing values for non-trading days. Avoid computing day-over-day deltas across weekends without skipping non-sessions.
  • Update cadence: The latest endpoint updates depend on your plan’s refresh frequency (for example, every 60 minutes or every 10 minutes). If you poll, align your interval with the plan and add client-side debouncing.
  • Caching: Cache the latest payload at least until the next scheduled refresh; for historical and time-series data, cache indefinitely. Include timestamp and date as cache keys to make backfills idempotent.

From raw FTSE ticks to a production chart

Once you parse USDFTSE for each trading day, you can build a clean close-to-close series. Practical steps:

  1. Latest snapshot: Pull USDFTSE and timestamp for the current trading day. Store both the level and the retrieval time.
  2. Historical baseline: Use the time-series endpoint to backfill the last N days of USDFTSE values. Do not set end_date to today; use the most recent full trading date.
  3. Stitch and sort: Merge historical with your most recent latest snapshot. Sort by date and de-duplicate the current day if you re-poll intraday.
  4. Resilience: If FTSE is closed, keep the last close and mark the data as “as of” the previous trading day. Your UI should display both trade_date and a humanized timestamp (UTC) for clarity.
  5. Alerts: Trigger when abs(log_return) exceeds a threshold. Use prior close from your historical set and current level from latest. Skip alerting on weekends/holidays.

Innovation patterns with FTSE 100 data

Here are common builds that lean on clean FTSE 100 levels and reliable timestamps:

  • IoT dashboard displays: Edge devices polling the latest endpoint every plan-defined cadence, bundled with a small on-device cache and a fallback to last-known value.
  • Quant analytics: Factor normalization using rates.USDFTSE and convert calls to map portfolio USD exposures into FTSE units for volatility scaling.
  • Sustainability overlays: Blend FTSE 100 movements with ESG signals updated on a daily schedule; daily backfills slot in directly with time-series.
  • Cross-market monitors: Parallel polling of FTSE and other indices, keyed by the same base and timestamps, then aligned in UTC to avoid session skew.

If you need to integrate more endpoints (OHLC, intraday candles, or fluctuations), review the endpoint-by-endpoint specifications in the Indices-API Documentation. For a full enumeration of supported indices and symbol formats, confirm on the Symbols page.

Plan notes, trial, and environment hygiene

  • Trials and subscription: PRO is $49.99/month with a 7-day trial. Use the trial to validate your parsing, chart rendering, and cache policy before you go live.
  • Keys and environments: Store YOUR_API_KEY in a secret manager or environment variable; do not commit it to source control. Consider separate keys for staging and production.
  • Error handling: Check success flags and HTTP codes. If success=false, log the payload, back off, and retry per your SLOs.
  • Observability: Log timestamp, date, and USDFTSE each time you ingest. A simple diff alert on unexpected large gaps will catch integration regressions quickly.

Reference: latest vs time-series vs convert

  • Latest: One-shot snapshot of the current FTSE 100 price. Best for dashboards and alerts.
  • Time-series: A date-indexed set for backfills and studies. Make sure end_date is not today.
  • Convert: Translate an amount in USD to FTSE units (and back). Handy for normalization and exposure math.

If you need to align your pipeline with a data marketplace or enterprise distribution pattern, review the MCP page for ecosystem details.

FAQ

Q: Which symbol should I use for the FTSE 100?
A: Use FTSE for the reciprocal and USDFTSE for the index level in USD terms. Always confirm symbols on the Symbols page before you ship.

Q: Why do I see such a small number in rates.FTSE?
A: rates.FTSE is the reciprocal (index units per USD). For charting the index itself, read rates.USDFTSE (USD per index unit), which is the FTSE 100 level.

Q: Can I set end_date to today on the time-series endpoint?
A: No. end_date must be a completed trading day. Use the latest endpoint for the current session snapshot.

Q: How often does the latest endpoint update?
A: It depends on your plan (e.g., every 60 minutes or every 10 minutes). Cache until the next scheduled refresh and poll accordingly.

Q: What timezone should I assume?
A: timestamp is Unix epoch seconds in UTC. date is a trading date (YYYY-MM-DD). Use timestamp for precise scheduling and cache TTLs.

Get your free API key and start integrating FTSE 100 data in minutes. Sign up here: Register. For endpoint details and more symbols, see the Documentation and Symbols pages.

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