cwengc

Exception: No price data for symbol: eurostoxx (spot)

3

On scheduling and after downloading data, File "C:/Code/PyTrendFollow-master\trading\rules.py", line 54, in carry_spot f = inst.spot() - inst.market_price().reset_index('contract', drop=True) File "C:/Code/PyTrendFollow-master\core\spot.py", line 36, in get raise Exception("No price data for symbol:...

Futures usually have a contract multiplier. Is this equivalent to lotsize in CoreSymbolSpecification ? @esanchezros

Make exchange capable of replaying all messages through the system for audit purposes