IFutureChainProvider
Provides the full future chain for a given underlying.
get_future_contract_list(
symbol: Union[Symbol, str, BaseContract],
date: Union[datetime, date],
) -> Iterable[Symbol]
Gets the list of future contracts for a given underlying symbol
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Union[Symbol, str, BaseContract]
|
The underlying symbol |
required |
date
|
Union[datetime, date]
|
The date for which to request the future chain (only used in backtesting) |
required |
Returns:
| Type | Description |
|---|---|
Iterable[Symbol]
|
The list of future contracts. |