CommodityFuture

class sigtech.framework.instruments.futures.CommodityFuture

Baseclasses: Future

Class representing commodity future instrument.

Example object creation:

from sigtech.framework.instruments.futures import CommodityFuture

future = CommodityFuture(
    contract_size=1000,
    currency='USD',
    ticker='COZ18',
    exchange_code='ICE EXCHANGE GROUP',
    expiry_date_stored='2018-10-31',
    first_delivery_date='2018-10-31',
    first_delivery_notice_date_stored='2018-10-31',
    futvalpt_raw='1000.00',
    last_delivery_date='2018-10-31'
)

validate()

Perform validation checks on the instrument, e.g. relation between contract data and expiry date.