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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
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28
piker/brokers/ib/api.py
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@ -167,35 +167,35 @@ _futes_venues = (
_adhoc_futes_set = {
# equities
'nq.globex',
'mnq.globex', # micro
'nq.cme',
'mnq.cme', # micro
'es.globex',
'mes.globex', # micro
'es.cme',
'mes.cme', # micro
# cypto$
'brr.cmecrypto',
'ethusdrr.cmecrypto',
'brr.cme',
'ethusdrr.cme',
# agriculture
'he.nymex', # lean hogs
'le.nymex', # live cattle (geezers)
'gf.nymex', # feeder cattle (younguns)
'he.comex', # lean hogs
'le.comex', # live cattle (geezers)
'gf.comex', # feeder cattle (younguns)
# raw
'lb.nymex', # random len lumber
'lb.comex', # random len lumber
# metals
# https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid%20Info&wlId=IB&conid=69067924
'xauusd.cmdty', # london gold spot ^
'gc.nymex',
'mgc.nymex', # micro
'gc.comex',
'mgc.comex', # micro
# oil & gas
'cl.nymex',
'cl.comex',
'xagusd.cmdty', # silver spot
'ni.nymex', # silver futes
'ni.comex', # silver futes
'qi.comex', # mini-silver futes
}