IntradayFix

IntradayFix#

class sigtech.framework.instruments.fixes.IntradayFix

Baseclasses: HistoricalFrameworkObject

A class representing an intraday fixing.

contract: str
property data_point

Field used when retrieving history.

property data_source_all

Data sources of the instrument.

fix_data_point: str
schedule_start: Optional[date]
calendar_schedule()

This is when we expect data to arrive