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Add support for E-mini contracts on GLOBEX #9

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Bomper opened this issue Jan 16, 2018 · 3 comments
Open

Add support for E-mini contracts on GLOBEX #9

Bomper opened this issue Jan 16, 2018 · 3 comments

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@Bomper
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Bomper commented Jan 16, 2018

It's MLK evening over in the US right now (10:30pm Eastern) and GLOBEX is in session, but fincal.calendar('new_york').areMarketsOpenNow(true) returns false because the code concludes today is a holiday.

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OK, GLOBEX is not "new_york", so this might be a feature request to add "chicago", but the logic at line 421 is still wrong for E-mini contracts that trade for 23.25 hours a day.

@Bomper Bomper changed the title New York extended markets *are* open now (MLK evening) Add support for E-mini contracts on GLOBEX Jan 16, 2018
@zgsrc
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zgsrc commented Jan 16, 2018 via email

@Bomper
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Bomper commented Jan 17, 2018

Should I submit a PR for a market called "GLOBEX"? Or "Chicago"? Or "CMEBOT"?

@zgsrc
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zgsrc commented Jan 18, 2018

Well, it's really not Chicago anymore. The locations are really meant to match to equity markets in specific locations. If you are using the ib-sdk library, you can use the security.contract.areMarketsOpen/areMarketsLiquid instead.

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