pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

`ib`: Add treasury yield futs to adhoc fqsn set

misc_brokerd_backend_repairs
Tyler Goodlet 2022-12-14 21:29:34 -05:00
parent 800773e585
commit 9be245e955
1 changed files with 16 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
piker/brokers/ib/api.py
View File

@ -162,6 +162,7 @@ _futes_venues = (
'CMECRYPTO', 'CMECRYPTO',
'COMEX', 'COMEX',
'CMDTY', # special name case.. 'CMDTY', # special name case..
'CBOT', # (treasury) yield futures
) )
_adhoc_futes_set = { _adhoc_futes_set = {
@ -197,6 +198,21 @@ _adhoc_futes_set = {
'xagusd.cmdty', # silver spot 'xagusd.cmdty', # silver spot
'ni.comex', # silver futes 'ni.comex', # silver futes
'qi.comex', # mini-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',
} }