Skip to main content

Module symbology

Module symbology 

Source
Expand description

Symbology for converting between Interactive Brokers contracts and Nautilus identifiers.

Structs§

Symbology
Converts between IB contracts and Nautilus instrument IDs using one configured method.

Statics§

VENUE_MEMBERS
Venue to IB exchange mappings. Maps MIC venue codes to lists of IB exchange codes used by Interactive Brokers.

Functions§

derive_crypto_venue
Derives the venue for a crypto contract.
determine_venue_from_contract
Determine venue from contract using provider configuration.
exchange_to_mic_venue
Convert an Interactive Brokers exchange code to a MIC venue when known.
is_crypto_contract
Returns true if the contract is a cryptocurrency contract.
possible_exchanges_for_venue