ContractGroup

class sigtech.framework.instruments.base.ContractGroup

Baseclasses: FrameworkObject

Subclasses: Exchange, InterestRateFixGroup, FXFixGroup, MacroEconomicFixGroup, ForecastFixGroup, InterestRateSwapGroup, BondGroup, CreditIndexGroup, FXForwardGroup, FuturesContractGroup, IndexGroup, AnalystGroup, MultiContractGroup, EquityGroup, OptionGroup, VolsurfaceBasedGroup, CustomDatasetGroup, IndexForwardGroup, VarianceSwapGroupBase, CrossCurrencySwapGroup, EconomicSeriesDatabaseGroup, FundGroup, SwapQuoteGroup

A class representing data common to a group of instruments. E.g. the ED COMDTY Group would hold information common to all EuroDollar Futures contracts.

property available_data_points: Optional[list[sigtech.framework.infra.data_adapter.common.DataPoint]]

Available data points for this object.

property data_source: str

Field used when retrieving history.

data_source_all: Optional[list[str]]

property default_data_point: DataPoint

Return the default data point.

property publication_delay: str

Publication delay of data for this group.

query_instrument_names() → list[str]

Generic doc store query to retrieve names of objects meeting filter criteria. :return: List of object names meeting filter criteria.

query_instruments() → list[sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject]

Generic doc store query to retrieve objects meeting filter criteria. :return: List of objects meeting filter criteria

session_data()

Returns the raw Copp-Clarke trading sessions data for this group