FXFixGroup

class sigtech.framework.instruments.fixes.FXFixGroup

Baseclasses: ContractGroup

A class representing an FX fixing group.

due_time: time

fixing_source: str

history_end_date: Optional[date]

history_fields: Optional[list[str]]

holidays: str

intraday_history_fields: Optional[list[str]]

item_product_type: Optional[str]

prime_history_field: Optional[str]

prime_intraday_history_field: Optional[str]

timezone: str

classmethod from_contract(fix_source, env: Optional[ConfiguredEnvironment] = None)

Create a FXFixGroup from fixing source.

Parameters:

• fix_source – Fixing source.

• env – Configured environment (optional).

Returns:

Instance of FXFixGroup.