Handle futes venue remaps as per oct-nov 2022 rollout
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ebbfa47baf
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@ -167,35 +167,35 @@ _futes_venues = (
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_adhoc_futes_set = {
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_adhoc_futes_set = {
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# equities
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# equities
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'nq.globex',
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'nq.cme',
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'mnq.globex', # micro
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'mnq.cme', # micro
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'es.globex',
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'es.cme',
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'mes.globex', # micro
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'mes.cme', # micro
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# cypto$
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# cypto$
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'brr.cmecrypto',
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'brr.cme',
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'ethusdrr.cmecrypto',
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'ethusdrr.cme',
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# agriculture
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# agriculture
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'he.nymex', # lean hogs
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'he.comex', # lean hogs
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'le.nymex', # live cattle (geezers)
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'le.comex', # live cattle (geezers)
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'gf.nymex', # feeder cattle (younguns)
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'gf.comex', # feeder cattle (younguns)
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# raw
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# raw
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'lb.nymex', # random len lumber
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'lb.comex', # random len lumber
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# metals
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# metals
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
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'xauusd.cmdty', # london gold spot ^
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'xauusd.cmdty', # london gold spot ^
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'gc.nymex',
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'gc.comex',
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'mgc.nymex', # micro
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'mgc.comex', # micro
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# oil & gas
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# oil & gas
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'cl.nymex',
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'cl.comex',
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'xagusd.cmdty', # silver spot
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'xagusd.cmdty', # silver spot
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'ni.nymex', # silver futes
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'ni.comex', # silver futes
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'qi.comex', # mini-silver futes
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'qi.comex', # mini-silver futes
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}
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}
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