EquityIndexFuture

class sigtech.framework.instruments.futures.EquityIndexFuture

Baseclasses: Future

Class representing equity index future instrument.

Example object creation:

from sigtech.framework.instruments.futures import EquityIndexFuture

future = EquityIndexFuture(
    contract_code='ES',
    contract_size=50,
    currency='USD',
    ticker='ESZ18',
    exchange_code='CMEEIF(T) EXCHANGE GROUP',
    expiry_date_stored='2018-12-21',
    first_delivery_date='2018-12-21',
    first_delivery_notice_date='2018-12-21',
    futvalpt_raw='50.00',
    last_delivery_date='2018-12-21'
)