MTM/market value not loading for futures

bankroll-py / bankroll

Ingest portfolio and other data from multiple brokerages, and analyze it

MIT License

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MTM/market value not loading for futures #40

Closed jspahrsummers closed 5 years ago

jspahrsummers commented 5 years ago

Not sure why, haven't looked into it

jspahrsummers commented 5 years ago

I'm seeing this currently with FOP EW4Q9 P2780, will try looking into it

jspahrsummers commented 5 years ago

Looks like SMART routing isn't supported with futures or futures options. We'll have to track the exchange that each instrument belongs to.

Although, for the futures options, it looks like the right thing will happen if the exchange is just omitted. Not sure if this is safe to assume in the general case.