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    Fixes intraday delistings not occurring before contract expiry for Futures and FOPs (#5007)

    frostbyte_neo 发布于 2020-12-11 23:46:56 +00:00 | 2669 次提交 在此版本后已推送到 master

    • Fixes intraday delistings not occurring for Futures and FOPs

      • Previously, we would wait until the next market open to
        liquidate futures and futures options contracts. Since these
        contracts can not be traded at the next market open and require
        intraday delisting, changes were made to liquidate at the first
        available place where we know the market is open. This means
        we now liquidate futures and FOPs intraday as a market order.

      • Maintains backwards compatability with equities and equity options
        delisting behavior

    • Addresses review: adds additional protections for ProcessDelistedSymbols

      • We choose to adjust the delisting date to the next market open only
        if the market is not open at the current time, otherwise the time
        would have been adjusted to the market open of the next trading day

    • Addresses review: reverts changes and fixes error message in regression algo

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