RollingForward

class sigtech.framework.instruments.futures.RollingForward

Baseclasses: TradableInstrument

Subclasses: CommodityRollingForward

Forward instrument class

asset: str

contract_code: str

contract_fixed_trade_cost: Optional[float]

contract_size: float

expiry_bdc: Optional[str]

tenor: str

tick_size: float