From 9be245e955b863ac9dfd0a3b08b8bb101fc421b0 Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Wed, 14 Dec 2022 21:29:34 -0500 Subject: [PATCH] `ib`: Add treasury yield futs to adhoc fqsn set --- piker/brokers/ib/api.py | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/piker/brokers/ib/api.py b/piker/brokers/ib/api.py index 16fbe5e1..dda79d4e 100644 --- a/piker/brokers/ib/api.py +++ b/piker/brokers/ib/api.py @@ -162,6 +162,7 @@ _futes_venues = ( 'CMECRYPTO', 'COMEX', 'CMDTY', # special name case.. + 'CBOT', # (treasury) yield futures ) _adhoc_futes_set = { @@ -197,6 +198,21 @@ _adhoc_futes_set = { 'xagusd.cmdty', # silver spot 'ni.comex', # silver futes 'qi.comex', # mini-silver futes + + # treasury yields + # etfs by duration: + # SHY -> IEI -> IEF -> TLT + 'zt.cbot', # 2y + 'z3n.cbot', # 3y + 'zf.cbot', # 5y + 'zn.cbot', # 10y + 'zb.cbot', # 30y + + # (micros of above) + '2yy.cbot', + '5yy.cbot', + '10y.cbot', + '30y.cbot', }