Futures Curve
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
FuturesCurve | FuturesCurveQueryParams | FuturesCurveData |
Import Statement
from openbb_core.provider.standard_models.futures_curve import (
FuturesCurveData,
FuturesCurveQueryParams,
)
Parameters
- standard
- cboe
- yfinance
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
date | Union[Union[date, str], List[Union[date, str]]] | A specific date to get data for. Multiple items allowed for provider(s): cboe, yfinance. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Literal['VX_AM', 'VX_EOD'] | 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 | VX_EOD | True |
date | Union[Union[date, str], List[Union[date, str]]] | A specific date to get data for. Multiple items allowed for provider(s): cboe, yfinance. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
date | Union[Union[date, str], List[Union[date, str]]] | A specific date to get data for. Multiple items allowed for provider(s): cboe, yfinance. | None | True |
Data
- standard
- cboe
- yfinance
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
expiration | str | Futures expiration month. |
price | float | The price of the futures contract. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
expiration | str | Futures expiration month. |
price | float | The price of the futures contract. |
symbol | str | Symbol representing the entity requested in the data. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
expiration | str | Futures expiration month. |
price | float | The price of the futures contract. |