Futures Instruments
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
FuturesInstruments | FuturesInstrumentsQueryParams | FuturesInstrumentsData |
Import Statement
from openbb_core.provider.standard_models.futures_instruments import (
FuturesInstrumentsData,
FuturesInstrumentsQueryParams,
)
Parameters
- standard
- deribit
Name | Type | Description | Default | Optional |
---|---|---|---|---|
; |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
; |
Data
- standard
- deribit
Name | Type | Description |
---|---|---|
; |
Name | Type | Description |
---|---|---|
instrument_id | int | Deribit Instrument ID |
symbol | str | Symbol representing the entity requested in the data. |
base_currency | str | The underlying currency being traded. |
counter_currency | str | Counter currency for the instrument. |
quote_currency | str | The currency in which the instrument prices are quoted. |
settlement_currency | str | Settlement currency for the instrument. |
future_type | str | Type of the instrument. linear or reversed |
settlement_period | str | The settlement period. |
price_index | str | Name of price index that is used for this instrument |
contract_size | float | Contract size for instrument. |
is_active | bool | Indicates if the instrument can currently be traded. |
creation_timestamp | datetime | The time when the instrument was first created (milliseconds since the UNIX epoch). |
expiration_timestamp | datetime | The time when the instrument will expire (milliseconds since the UNIX epoch). |
tick_size | float | Specifies minimal price change and, as follows, the number of decimal places for instrument prices. |
min_trade_amount | float | Minimum amount for trading, in USD units. |
max_leverage | int | Maximal leverage for instrument. |
max_liquidation_commission | float | Maximal liquidation trade commission for instrument. |
block_trade_commission | float | Block Trade commission for instrument. |
block_trade_min_trade_amount | float | Minimum amount for block trading. |
block_trade_tick_size | float | Specifies minimal price change for block trading. |
maker_commission | float | Maker commission for instrument. |
taker_commission | float | Taker commission for instrument. |