New answers tagged


The DataTools product from Norgate covers 13 futures exchanges and about 100 markets. The "Close" price is the daily settlement value for all markets except where indicated (a handful of them shown are "Last" / "Official Close"). The coverage ...


Since all futures are linear instruments you can achieve a perfect hedge by going short or long into the same future depending on your position. If however there are no available futures you can use cross-hedging as explained by Hull (2007) i get an error bellow I'm not sure why so I'll put it in code format: > To answer your question the delta of ...


After some research and reading the source, I found there is a field in the Contract class called: m_includeExpired. Set this to True and you can get data for expired contracts.

Top 50 recent answers are included