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Futures config update
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gavbrennan committed Mar 31, 2021
1 parent 4581197 commit 3980001
Showing 1 changed file with 12 additions and 8 deletions.
20 changes: 12 additions & 8 deletions data/futuresettings.json
Original file line number Diff line number Diff line change
Expand Up @@ -5440,7 +5440,7 @@
"NeverExpires": false,
"FixedFuture": null
},
"Months": ["H", "K", "N", "U", "Z"],
"Months": ["F","G","H","J", "K","M", "N","Q", "U","V","X", "Z"],
"TimeZone": {
"Id": "Eastern Standard Time",
"DisplayName": "(UTC-05:00) Eastern Time (US & Canada)",
Expand Down Expand Up @@ -5616,7 +5616,7 @@
"NeverExpires": false,
"FixedFuture": null
},
"Months": ["G", "J", "M", "Q", "V", "Z"],
"Months": ["F","G","H", "J","K", "M","N", "Q", "U","V", "X","Z"],
"TimeZone": {
"Id": "Eastern Standard Time",
"DisplayName": "(UTC-05:00) Eastern Time (US & Canada)",
Expand Down Expand Up @@ -5795,7 +5795,7 @@
"NeverExpires": false,
"FixedFuture": null
},
"Months": ["H", "K", "N", "U", "Z"],
"Months": ["F","G","H", "J","K", "M","N", "Q", "U","V", "X","Z"],
"TimeZone": {
"Id": "Eastern Standard Time",
"DisplayName": "(UTC-05:00) Eastern Time (US & Canada)",
Expand Down Expand Up @@ -9450,15 +9450,19 @@
"PriceMultiplier": 0.0025,
"TickSize": 2.5E-05
}, {
"Names": ["STOXX 600 - EUREX", "STX600", "STOXX 600 Basic Resources - EUREX", "STX600-BASIC"],
"Names": ["STOXX 600 - EUREX", "STOXX600", "STOXX 600 Basic Resources - EUREX", "STOXX600-BASIC","SXO","Eurostoxx 50 - Eurex","VG","JS","KG"],
"CodeConversions": {
"IB": {
"STX600": "FXXP",
"STX600-BASIC": "FSTS"
"SXO": "FXXP",
"JS": "FSTS",
"VG": "FESX",
"KG": "FSTE"
},
"BBG": {
"STX600": "SXO",
"STX600-BASIC": "JS"
"SXO": "SXO",
"JS": "JS",
"VG": "VG",
"KG": "KG"
},
},
"ExpiryGen": {
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