FuturesListings
Bases: Object
Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date.
listed_contracts(
future_ticker: str, time: Union[datetime, date]
) -> List[Symbol]
Gets the listed futures contracts on a given date
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
future_ticker
|
str
|
Ticker of the future contract |
required |
time
|
Union[datetime, date]
|
Contracts to look up that are listed at that time |
required |
Returns:
| Type | Description |
|---|---|
List[Symbol]
|
The currently trading contracts on the exchange. |