IntradayFix#
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class sigtech.framework.instruments.fixes.IntradayFix
Baseclasses:
HistoricalFrameworkObject
A class representing an intraday fixing.
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contract: str
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property data_point
Field used when retrieving history.
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property data_source_all
Data sources of the instrument.
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fix_data_point: str
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schedule_start: Optional[date]
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calendar_schedule()
This is when we expect data to arrive