QuantConnect.Securities.Future.FuturesListings Class Reference

Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date. More...

Static Public Member Functions
static List< Symbol >	ListedContracts (string futureTicker, DateTime time)
	Gets the listed futures contracts on a given date More...

Detailed Description

Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date.

Definition at line 29 of file FuturesListings.cs.

Member Function Documentation

ListedContracts()

static List<Symbol> QuantConnect.Securities.Future.FuturesListings.ListedContracts ( string  futureTicker, DateTime  time  )

static

Gets the listed futures contracts on a given date

Parameters

futureTicker	Ticker of the future contract
time	Contracts to look up that are listed at that time

Returns

The currently trading contracts on the exchange

Definition at line 67 of file FuturesListings.cs.

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The documentation for this class was generated from the following file:

• Common/Securities/Future/FuturesListings.cs