Class Future

A Future Contract

Hierarchy

  • Future

Implements

Constructors

constructor

Properties

currency? exchange lastTradeDateOrContractMonth localSymbol multiplier secType symbol

Constructors

constructor

  • Parameters

    • symbol: string
    • localSymbol: string
    • lastTradeDateOrContractMonth: string
    • exchange: string
    • multiplier: number
    • Optional currency: string

    Returns Future

Properties

Optional currency

currency?: string

The trading currency.

exchange

exchange: string

The destination exchange.

lastTradeDateOrContractMonth

lastTradeDateOrContractMonth: string

The contract's last trading day or contract month (for Options and Futures).

Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day.

localSymbol

localSymbol: string

The contract's symbol within its primary exchange For options, this will be the OCC symbol.

multiplier

multiplier: number

The instrument's multiplier (i.e. options, futures).

secType

secType: SecType = SecType.FUT

The security type

symbol

symbol: string

The asset symbol.

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