Cboe Futures Curve
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CboeFuturesCurve | CboeFuturesCurveQueryParams | CboeFuturesCurveData |
Import Statement
from openbb_core.provider.standard_models. import (
CboeFuturesCurveData,
CboeFuturesCurveQueryParams,
)
Parameters
- standard
- cboe
symbol: str
Symbol to get data for.
date: date | str | None | list[date | str | None]
A specific date to get data for. Multiple items allowed for provider(s): cboe.
symbol: str | None
Default: VX_EOD
Description
Symbol to get data for.Default is 'VX_EOD'. Entered dates return the data nearest to the entered date.
'VX_AM' = Mid-Morning TWAP Levels
'VX_EOD' = 4PM Eastern Time Levels
Choices
- VX_AM
- VX_EOD
date: date | str | None | list[date | str | None]
A specific date to get data for. Multiple items allowed for provider(s): cboe.
Data
- standard
- cboe
date: date | None | str
The date of the data.
expiration: str
Futures expiration month.
price: float | None
The price of the futures contract.
date: date | None | str
The date of the data.
expiration: str | None
Futures expiration month.
price: float | None
The price of the futures contract.
symbol: str | None
Symbol representing the entity requested in the data.