FuturesContract
QuantConnect.Data.Market.FuturesContract
FuturesContract(symbol: Union[Symbol, str, BaseContract])
FuturesContract(contract_data: FutureUniverse)
Bases: BaseContract
Defines a single futures contract at a specific expiration
Initializes a new instance of the FuturesContract class
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Optional[Union[Symbol, str, BaseContract]]
|
The futures contract symbol |
None
|
contract_data
|
Optional[FutureUniverse]
|
The contract universe data |
None
|
open_interest
open_interest: float
Gets the open interest
last_price
last_price: float
Gets the last price this contract traded at
volume
volume: int
Gets the last volume this contract traded at
bid_price
bid_price: float
Get the current bid price
bid_size
bid_size: int
Get the current bid size
ask_price
ask_price: float
Gets the current ask price
ask_size
ask_size: int
Get the current ask size
expiry
expiry: datetime
Gets the expiration date
time
time: datetime
Gets the local date time this contract's data was last updated
to_string
to_string() -> str
Returns a string that represents the current object.
Returns:
| Type | Description |
|---|---|
str
|
A string that represents the current object. |