# *****************************************************************************
#
# Copyright (c) 2021, the pyEX authors.
#
# This file is part of the pyEX library, distributed under the terms of
# the Apache License 2.0. The full license can be found in the LICENSE file.
#
from functools import wraps
import pandas as pd
from ...common import _UTC, _expire, _get, _reindex, _toDatetime
@_expire(hour=8, tz=_UTC)
def futuresSymbols(
underlying="",
includeExpired=None,
token="",
version="stable",
filter="",
format="json",
):
"""This call returns an array of futures symbols that IEX Cloud supports for API calls.
https://iexcloud.io/docs/api/#futures-symbols
8am, 9am, 12pm, 1pm UTC daily
Args:
underlying (str): Underlying asset
includeExpired (bool): Include expired contracts in result
token (str): Access token
version (str): API version
filter (str): filters: https://iexcloud.io/docs/api/#filter-results
format (str): return format, defaults to json
Returns:
dict or DataFrame or list: result
"""
url = "ref-data/futures/symbols{}".format(
"/{}".format(underlying) if underlying else ""
)
if includeExpired is not None:
url += "?includeExpired={}".format(includeExpired)
return _get(
url,
token=token,
version=version,
filter=filter,
format=format,
)
@wraps(futuresSymbols)
def futuresSymbolsDF(*args, **kwargs):
df = pd.DataFrame(futuresSymbols(*args, **kwargs))
_toDatetime(df)
_reindex(df, "symbol")
df.sort_index(inplace=True)
return df
@wraps(futuresSymbols)
def futuresSymbolsList(*args, **kwargs):
if args or kwargs.get("underlying"):
grab = "symbol"
else:
grab = "underlying"
kwargs["filter"] = grab
return sorted([x[grab] for x in futuresSymbols(*args, **kwargs)])