FXFix#

class sigtech.framework.instruments.fixes.FXFix

Baseclasses: Fix

A class representing an FX fixing.

property available_data_points

Data points available for this instrument.

property data_source_all

Data sources of the instrument.

property default_data_point

Default field used when retrieving history.

fixing_sources: list[str]

property live_supported

Returns True if live streaming is supported for this instrument

property valuation_time

Valuation time for the fix Included so we can supply this to TradingManager.data_point_from_time

property valuation_tzinfo

Valuation time zone for the fix Included so we can supply this to TradingManager.data_point_from_time

due_time()

Time when the instrument is expected to be delivered.

holidays()

List of holiday calendars for this instrument.

static is_fx_cross_name(name: str)→ bool

Check if the name resembles the identifier for a fx cross fixing.

timezone()

Time zone for the instrument.

valuation_dt(d: date) → datetime

Valuation dt - datetime for a given valuation date. Included so we can supply this to TradingManager.data_point_from_time

valuation_price_base(dt: Union[datetime, date]field=None)→ float

Return the price in base currency on a given valuation date.