settlement_prices
Get the settlement prices for Cboe futures contracts.
Examples
from openbb import obb
# Settlement prices for the most recent session.
obb.cboe.futures.settlement_prices(provider='cboe')
# Final settlement prices for expired contracts.
obb.cboe.futures.settlement_prices(final_settlement=True, provider='cboe')
Parameters
- standard
- cboe
date: date | None | str
The settlement date. Sessions that settled nothing, such as weekends and holidays, fall back to the most recent session that did.
options: bool | None
Default: False
When True, returns options on futures.
archives: bool | None
Default: False
Settlement price archives for select years and products. Overridden by the other parameters.
final_settlement: bool | None
Default: False
Final settlement prices for expired contracts. Overrides archives.
Returns
results: CboeFuturesSettlements
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- cboe
product: str | None
The product family of the contract.
symbol: str | None
The contract symbol.
expiration: str | None
The expiration date of the contract.
price: float | None
The settlement price of the contract.
duration_type: str | None
The duration classification of the contract.
settlement_date: date | None
The session the prices settled on.
settlement_price: float | None
The final settlement price, for archived contracts.
settlement_month: int | None
The settlement month, for archived contracts.
settlement_year: int | None
The settlement year, for archived contracts.
product_type: str | None
The product type, for archived contracts.
product_description: str | None
The product description, for archived contracts.