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antequant / blotter

Microservice to connect to Interactive Brokers and stream market data into Google BigQuery
MIT License
1 stars 4 forks source link

Automatically handle contract rollover #19

Open jspahrsummers opened 4 years ago

jspahrsummers commented 4 years ago

For options, futures, etc., presumably we will just stop receiving streaming data once the contract expires. It might be nice if they could automatically roll over somehow (perhaps opt-in).