Uncategorized

Function:  get_autolist(root_symbol)

Purpose:

Returns a list of instrument symbols (futures, spreads, options) based on a root symbol using wildcard syntax. Essential for programmatically retrieving contract tenors, calendar spreads, or option chains for use in other functions like get_timeseries().

Function Signature:

get_autolist(root_symbol: str) -> tuple

Parameters:

Name Type Required Default Description
root_symbol str Yes — Wildcard root string defining the instrument type to list.

Default Behavior & Internals:

  • Returns a tuple of symbol strings; results vary based on the wildcard pattern used.
  • Output can be reused directly in quote or historical data functions.

Wildcard Prefix Reference:

Pattern Description
*BRN-ICE Monthly futures
**BRN-ICE Front-back calendar spreads
**BRN:BRN-ICE All calendar spreads
**UHU:BRN-ICE Intercommodity spreads
*+BRN-ICE Historical tenors
***BRN-ICE All options for the product
***BRN-ICE Z24 Options for Z24 expiration
***BRN-ICE M22 ATM:10 ATM options for M22
***BRN-ICE Z24 OTM:10 OTM options for Z24
***BRN-ICE M22 ITM:10 ITM options for M22

Exchange Suffix Guidelines:

  • If the exchange suffix is missing, append ' fut' for futures (e.g., *sb fut) or ' stk' for stocks (e.g., *sb stk).

Notes:

  • Wildcard inputs are case-insensitive, but month codes should be uppercase when specified (e.g., Z24).
  • Useful for automated workflows: trading strategies, backtesting, or data exploration.