VolatilityIndexFuture

class sigtech.framework.instruments.futures.VolatilityIndexFuture

Baseclasses: Future

Class representing volatility index future instrument.

Example object creation:

from sigtech.framework.instruments.futures import VolatilityIndexFuture

future = VolatilityIndexFuture(
    contract_code='UX',
    contract_size=1000.0,
    currency='USD',
    ticker='UXZ18',
    exchange_code='CBOEEC(T) EXCHANGE GROUP',
    expiry_date_stored=dtm.date(2018, 12, 19),
    first_delivery_date=dtm.date(2018, 12, 19),
    first_delivery_notice_date=dtm.date(2018, 12, 19),
    first_trade_date=dtm.date(2018, 3, 22),
    futvalpt_raw='1000.00',
    last_delivery_date=dtm.date(2018, 12, 19),
)