Handle futes venue remaps as per oct-nov 2022 rollout

ib_contract_updates
Tyler Goodlet 2022-11-13 18:18:33 -05:00
parent ebbfa47baf
commit af9c30c3f5
1 changed files with 14 additions and 14 deletions

View File

@ -167,35 +167,35 @@ _futes_venues = (
_adhoc_futes_set = { _adhoc_futes_set = {
# equities # equities
'nq.globex', 'nq.cme',
'mnq.globex', # micro 'mnq.cme', # micro
'es.globex', 'es.cme',
'mes.globex', # micro 'mes.cme', # micro
# cypto$ # cypto$
'brr.cmecrypto', 'brr.cme',
'ethusdrr.cmecrypto', 'ethusdrr.cme',
# agriculture # agriculture
'he.nymex', # lean hogs 'he.comex', # lean hogs
'le.nymex', # live cattle (geezers) 'le.comex', # live cattle (geezers)
'gf.nymex', # feeder cattle (younguns) 'gf.comex', # feeder cattle (younguns)
# raw # raw
'lb.nymex', # random len lumber 'lb.comex', # random len lumber
# metals # metals
# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924 # https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
'xauusd.cmdty', # london gold spot ^ 'xauusd.cmdty', # london gold spot ^
'gc.nymex', 'gc.comex',
'mgc.nymex', # micro 'mgc.comex', # micro
# oil & gas # oil & gas
'cl.nymex', 'cl.comex',
'xagusd.cmdty', # silver spot 'xagusd.cmdty', # silver spot
'ni.nymex', # silver futes 'ni.comex', # silver futes
'qi.comex', # mini-silver futes 'qi.comex', # mini-silver futes
} }