derivitec.market_data.types.BondFuturesData

class derivitec.market_data.types.BondFuturesData(ask=None, bbg_code=None, bid=None, close=None, currency=None, date=None, expiration_date=None, high=None, low=None, provider_id=None, ric=None, settle=None, volume=None)[source]
__init__(ask=None, bbg_code=None, bid=None, close=None, currency=None, date=None, expiration_date=None, high=None, low=None, provider_id=None, ric=None, settle=None, volume=None)[source]
Parameters:
  • ask – The ask

  • bbg_code – The bbg code

  • bid – The bid

  • close – The close

  • currency – The currency

  • date – The date

  • expiration_date – The expiration date

  • high – The high

  • low – The low

  • provider_id – The provider id

  • ric – The ric

  • settle – The settle

  • volume – The volume

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([ask, bbg_code, bid, close, ...])

json_params()

JSON param names.

rebuild(content)

Recursive rebuild.

recursive_decompose(item)

Helper function to recursively convert some types to a suitable format for json.

to_dict()

typename()