daily_df['diff'] = daily_df['close'].diff() except: daily_df['diff'] = daily_df['last'].diff() # build flags flags = _continous_contract_flags(daily_df) # resample back to original if "K" in resolution or "S" in resolution: flags = flags.resample('S').last().ffil...
Futures options also have expiration dates. The option, or the right to buy or sell the underlying future contract, lapses on those dates. Note A "put option" is the right to sell at a certain strike price, while a "call option" is the right to buy at a certain strike price. You...
The quote shows the essential information for contracts with different expiry dates. This quote is not quite as detailed as above, but it still provides the expiry date, last price, change, yesterday's close/settle, today's open, high, low, volume, and the hi/low limit. The hi/low limi...
Investors can also take a short speculative position if they predict the price will fall. If the price declines, the trader will take an offsetting position to close the contract. The net difference would be settled at the expiration of the contract. An investor gains if the underlying asset'...
Ch02_Futures Markets and the Use of Futures for Hedging(金融工程-华东师范大学 汤银才)2.1 FuturesMarketsandtheUseofFuturesforHedging Chapter2 Options,Futures,andOtherDerivatives,4thedition©2000byJohnC.HullTangYincai,©2005 2.2 FuturesContracts •Availableonawiderangeofunderlyings•Exchangetraded...
The outside markets were mixed factors, as the US dollar index was down 1.443, with crude oil $1.50/barrel... CTH25 : 67.30 (-0.53%) CTK25 : 68.45 (-0.48%) CTZ24 : 71.40s (-1.37%) Cattle Close Mixed on Tuesday Barchart - Tue Jan 21, 4:47PM CST Live cattle futures ...
You’ll also need to make a note of the product’s trading hours which along with tick size and value, can be found on their respective exchange’s website. Some products are open close to 24 hours a day Monday to Friday but some have shorter sessions. ...
Find out the secret of opening prices in relation to 24 hour trading. Intraday Data Solution All About Intraday Data Learn how Portara can customise your data formats and roll your data into continuous files. Customise your timestamps to exchange or local time, wherever you are in the world...
You can find the exact holiday trading hours and Open and Close times on theCME Group website here. Here is the Emini-Watch public calendar with important Emini trading dates: If you use Google Calendar, just hit the “+” button (bottom right on the calendar below) and it will import...
In terms of concrete suggestions, making the course content and projects both locally relevant and meaningful was mentioned (P3: ‘trying to create a teaching assignment for your students which is meaningful’, P1: ‘Projects involving familiarity and starting from real close’, P2: ‘I think it...