derivitec.market_data.types.FuturesData

class derivitec.market_data.types.FuturesData(ask=None, bid=None, close=None, currency=None, date=None, expiration_date=None, high=None, low=None, identifier=None, settle=None, volume=None, provider_id=None)

__init__(ask=None, bid=None, close=None, currency=None, date=None, expiration_date=None, high=None, low=None, identifier=None, settle=None, volume=None, provider_id=None)

Parameters:

• ask – The ask

• bid – The bid

• close – The close

• currency – The currency

• date – The date

• expiration_date – The expiration date

• high – The high

• low – The low

• identifier – The identifier

• settle – The settle

• volume – The volume

• provider_id – The provider id

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([ask, bid, close, currency, date, ...])
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()