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Figure out underlying for futures contracts #6

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jspahrsummers opened this issue Apr 17, 2019 · 0 comments
Open

Figure out underlying for futures contracts #6

jspahrsummers opened this issue Apr 17, 2019 · 0 comments
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enhancement New feature or request

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@jspahrsummers
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e.g., ES might say something like SPX, while single-stock futures will naturally use the underlying stock. This may be relevant for calculating the realizedBasis of a security.
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