Remove outdated symbology handling for CBOT instruments (#1609)

nautechsystems · Apr 25, 2024 · d3149c5 · d3149c5
1 parent e39591a
commit d3149c5
Show file tree

Hide file tree

Showing 2 changed files with 7 additions and 15 deletions.
diff --git a/nautilus_trader/adapters/interactive_brokers/parsing/instruments.py b/nautilus_trader/adapters/interactive_brokers/parsing/instruments.py
@@ -578,19 +578,11 @@ def instrument_id_to_ib_contract_simplified_symbology(  # noqa: C901 (too comple
         )
     elif instrument_id.venue.value in VENUES_FUT:
         if m := RE_FUT.match(instrument_id.symbol.value):
-            if instrument_id.venue.value == "CBOT":
-                # IB still using old symbology after merger of CBOT with CME
-                return IBContract(
-                    secType="FUT",
-                    exchange=instrument_id.venue.value,
-                    localSymbol=f"{m['symbol'].ljust(4)} {FUTURES_CODE_TO_MONTH[m['month']]} {m['year']}",
-                )
-            else:
-                return IBContract(
-                    secType="FUT",
-                    exchange=instrument_id.venue.value,
-                    localSymbol=f"{m['symbol']}{m['month']}{m['year'][-1]}",
-                )
+            return IBContract(
+                secType="FUT",
+                exchange=instrument_id.venue.value,
+                localSymbol=f"{m['symbol']}{m['month']}{m['year'][-1]}",
+            )
         elif m := RE_IND.match(instrument_id.symbol.value):
             return IBContract(
                 secType="CONTFUT",

diff --git a/tests/integration_tests/adapters/interactive_brokers/test_parsing.py b/tests/integration_tests/adapters/interactive_brokers/test_parsing.py
@@ -56,7 +56,7 @@
     (IBContract(secType="CONTFUT", exchange="SNFE", symbol="SPI"), "SPI.SNFE"),
     (IBContract(secType="FUT", exchange="CME", localSymbol="ESH3"), "ESH23.CME"),
     (IBContract(secType="FUT", exchange="CME", localSymbol="M6EH3"), "M6EH23.CME"),
-    (IBContract(secType="FUT", exchange="CBOT", localSymbol="MYM  JUN 23"), "MYMM23.CBOT"),
+    (IBContract(secType="FUT", exchange="CBOT", localSymbol="MYMM3"), "MYMM23.CBOT"),
     (IBContract(secType="FUT", exchange="NYMEX", localSymbol="MCLV3"), "MCLV23.NYMEX"),
     (IBContract(secType="FUT", exchange="SNFE", localSymbol="APH3"), "APH23.SNFE"),
     (IBContract(secType="FOP", exchange="NYBOT", localSymbol="EX2G3 P4080"), "EX2G23P4080.NYBOT"),
@@ -75,7 +75,7 @@
     (IBContract(secType="OPT", exchange="SMART", localSymbol="AAPL  230217P00155000"), "AAPL  230217P00155000=OPT.SMART"),
     (IBContract(secType="FUT", exchange="CME", localSymbol="ESH3"), "ESH3=FUT.CME"),
     (IBContract(secType="FUT", exchange="CME", localSymbol="M6EH3"), "M6EH3=FUT.CME"),
-    (IBContract(secType="FUT", exchange="CBOT", localSymbol="MYM  JUN 23"), "MYM  JUN 23=FUT.CBOT"),
+    (IBContract(secType="FUT", exchange="CBOT", localSymbol="MYMM3"), "MYMM3=FUT.CBOT"),
     (IBContract(secType="FUT", exchange="NYMEX", localSymbol="MCLV3"), "MCLV3=FUT.NYMEX"),
     (IBContract(secType="FUT", exchange="SNFE", localSymbol="APH3"), "APH3=FUT.SNFE"),
     (IBContract(secType="FOP", exchange="NYBOT", localSymbol="EX2G3 P4080"), "EX2G3 P4080=FOP.NYBOT"),