investfly.models.marketdata.FutureProduct
MONTH_CODE_TO_NUM: Dict[str, int] =
{'F': 1, 'G': 2, 'H': 3, 'J': 4, 'K': 5, 'M': 6, 'N': 7, 'Q': 8, 'U': 9, 'V': 10, 'X': 11, 'Z': 12}
class
FutureType(builtins.str, enum.Enum):
Enum representing high-level future product categories.
AGRICULTURE =
<FutureType.AGRICULTURE: 'AGRICULTURE'>
CURRENCY =
<FutureType.CURRENCY: 'CURRENCY'>
INTEREST =
<FutureType.INTEREST: 'INTEREST'>
ENERGY =
<FutureType.ENERGY: 'ENERGY'>
EQUITY_INDEX =
<FutureType.EQUITY_INDEX: 'EQUITY_INDEX'>
METALS =
<FutureType.METALS: 'METALS'>
CRYPTOCURRENCY =
<FutureType.CRYPTOCURRENCY: 'CRYPTOCURRENCY'>
class
FutureProduct(builtins.str, enum.Enum):
Future Product Enum. A few commented out since their contracts are not available.
futureType: FutureType
def
getMonths(self) -> List[tuple[str, int]]:
Return (month_code, month_number) pairs in listed order.
MZC =
<FutureProduct.MZC: 'MZC'>
LE =
<FutureProduct.LE: 'LE'>
MZW =
<FutureProduct.MZW: 'MZW'>
ZC =
<FutureProduct.ZC: 'ZC'>
ZW =
<FutureProduct.ZW: 'ZW'>
XW =
<FutureProduct.XW: 'XW'>
XC =
<FutureProduct.XC: 'XC'>
XK =
<FutureProduct.XK: 'XK'>
ZS =
<FutureProduct.ZS: 'ZS'>
MZS =
<FutureProduct.MZS: 'MZS'>
MZL =
<FutureProduct.MZL: 'MZL'>
MZM =
<FutureProduct.MZM: 'MZM'>
HE =
<FutureProduct.HE: 'HE'>
M6A =
<FutureProduct.M6A: 'M6A'>
M6B =
<FutureProduct.M6B: 'M6B'>
MCD =
<FutureProduct.MCD: 'MCD'>
M6E =
<FutureProduct.M6E: 'M6E'>
TN =
<FutureProduct.TN: 'TN'>
UB =
<FutureProduct.UB: 'UB'>
ZB =
<FutureProduct.ZB: 'ZB'>
ZF =
<FutureProduct.ZF: 'ZF'>
ZN =
<FutureProduct.ZN: 'ZN'>
ZT =
<FutureProduct.ZT: 'ZT'>
SR3 =
<FutureProduct.SR3: 'SR3'>
RB =
<FutureProduct.RB: 'RB'>
CL =
<FutureProduct.CL: 'CL'>
MCL =
<FutureProduct.MCL: 'MCL'>
NG =
<FutureProduct.NG: 'NG'>
QG =
<FutureProduct.QG: 'QG'>
HO =
<FutureProduct.HO: 'HO'>
BZ =
<FutureProduct.BZ: 'BZ'>
QM =
<FutureProduct.QM: 'QM'>
MNG =
<FutureProduct.MNG: 'MNG'>
NQ =
<FutureProduct.NQ: 'NQ'>
MNQ =
<FutureProduct.MNQ: 'MNQ'>
RTY =
<FutureProduct.RTY: 'RTY'>
YM =
<FutureProduct.YM: 'YM'>
ES =
<FutureProduct.ES: 'ES'>
MES =
<FutureProduct.MES: 'MES'>
M2K =
<FutureProduct.M2K: 'M2K'>
VXM =
<FutureProduct.VXM: 'VXM'>
VX =
<FutureProduct.VX: 'VX'>
MYM =
<FutureProduct.MYM: 'MYM'>
GC =
<FutureProduct.GC: 'GC'>
MGC =
<FutureProduct.MGC: 'MGC'>
SIL =
<FutureProduct.SIL: 'SIL'>
SI =
<FutureProduct.SI: 'SI'>
HG =
<FutureProduct.HG: 'HG'>
PL =
<FutureProduct.PL: 'PL'>
SIC =
<FutureProduct.SIC: 'SIC'>
MHG =
<FutureProduct.MHG: 'MHG'>
MXP =
<FutureProduct.MXP: 'MXP'>
BTC =
<FutureProduct.BTC: 'BTC'>
MBT =
<FutureProduct.MBT: 'MBT'>
MET =
<FutureProduct.MET: 'MET'>
ETH =
<FutureProduct.ETH: 'ETH'>