curve

Futures Term Structure, current or historical.

Examples

from openbb import obb
obb.derivatives.futures.curve(symbol='VX', provider='cboe', date='2024-06-25')
obb.derivatives.futures.curve(symbol='NG', provider='yfinance')

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

Returns

OBBject
    results : List[FuturesCurve]
        Serializable results.

    provider : Optional[Literal['cboe', 'yfinance']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

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.

Examples​

Parameters​

Returns​

Data​

Examples

Parameters

Returns

Data