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Python Algorithmic Trading Cookbook

You're reading from  Python Algorithmic Trading Cookbook

Product type Book
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Pages 542 pages
Edition 1st Edition
Languages
Author (1):
Pushpak Dagade Pushpak Dagade
Profile icon Pushpak Dagade

Table of Contents (16) Chapters

Preface 1. Handling and Manipulating Date, Time, and Time Series Data 2. Stock Markets - Primer on Trading 3. Fetching Financial Data 4. Computing Candlesticks and Historical Data 5. Computing and Plotting Technical Indicators 6. Placing Regular Orders on the Exchange 7. Placing Bracket and Cover Orders on the Exchange 8. Algorithmic Trading Strategies - Coding Step by Step 9. Algorithmic Trading - Backtesting 10. Algorithmic Trading - Paper Trading 11. Algorithmic Trading - Real Trading 12. Other Books You May Enjoy Appendix I
1. Appendix II
2. Appendix III

Expiry of financial instruments

Financial instruments may or may not have a fixed expiry date. If they do, they are last available for trading on their expiry date. Typically, instruments from a cash segment do not expire, whereas derivative instruments (those from the futures and options segment) have a short validity period, and expire on the given date. This recipe shows both types of instruments and how their expiry date can be fetched. An expiry date is static data, meaning it doesn't change during the live market hours.

Getting ready

Make sure the broker_connection and instruments objects are available in your Python namespace. Refer to the Technical requirements section of this chapter to set up broker_connection. Refer to the first recipe of this chapter to set up instruments.

How to do it…

We execute the following steps for this recipe:

  1. Get an instrument object using broker_connection:
>>> instrument1 = broker_connection.get_instrument('NSE',...
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