FXFuture

class sigtech.framework.instruments.futures.FXFuture

Baseclasses: Future

Class representing FX future instrument.

Example object creation:

from sigtech.framework.instruments.futures import FXFuture

future = FXFuture(
    contract_code='EC',
    contract_size=125000.0,
    currency='USD',
    ticker='ECZ18',
    exchange_code='CMEFEF(T) EXCHANGE GROUP',
    expiry_date_stored=dtm.date(2018, 12, 17),
    first_delivery_date=dtm.date(2018, 12, 19),
    first_delivery_notice_date=dtm.date(2018, 12, 17),
    first_trade_date=dtm.date(2013, 12, 17),
    futvalpt_raw='125000.00',
    last_delivery_date=dtm.date(2018, 12, 19),
)