Balsam.UnfairAdvantage
1.1.2
dotnet add package Balsam.UnfairAdvantage --version 1.1.2
NuGet\Install-Package Balsam.UnfairAdvantage -Version 1.1.2
<PackageReference Include="Balsam.UnfairAdvantage" Version="1.1.2" />
<PackageVersion Include="Balsam.UnfairAdvantage" Version="1.1.2" />
<PackageReference Include="Balsam.UnfairAdvantage" />
paket add Balsam.UnfairAdvantage --version 1.1.2
#r "nuget: Balsam.UnfairAdvantage, 1.1.2"
#:package Balsam.UnfairAdvantage@1.1.2
#addin nuget:?package=Balsam.UnfairAdvantage&version=1.1.2
#tool nuget:?package=Balsam.UnfairAdvantage&version=1.1.2
Balsam Unfair Advantage
Balsam.UnfairAdvantage
provides historical data retrieval from CSI's Unfair Advantage© software via their COM API. This requires a separate API entitlement from CSI as well as Balsam Research. See the CSI Data website for more information.
Usage
using (var ua = new UnfairAdvantage())
{
var contracts = ua.GetContractDetails("ES");
Console.WriteLine($"{contracts.Count()} contracts available");
var data = ua.RetrieveContract("ESM5");
data.Print(5);
}
194 contracts available
ES e-mini S&P 500 Index Count: 565
3/17/2023 to 6/13/2025
0 3/17/2023 4,181.00 4,181.00 4,181.00 4,181.00 2264500 2528038 4,181.00 Jun-25
1 3/20/2023 4,211.00 4,211.00 4,211.00 4,211.00 1821193 2133866 4,211.00 Jun-25
2 3/21/2023 4,271.00 4,271.00 4,271.00 4,271.00 1534442 2149005 4,271.00 Jun-25
3 3/22/2023 4,206.00 4,206.00 4,206.00 4,206.00 1804008 2142444 4,206.00 Jun-25
4 3/23/2023 4,192.00 4,192.00 4,192.00 4,192.00 2239152 2151202 4,192.00 Jun-25
About
The Balsam.Backtester
is a suite of tools designed for rapid prototyping and testing of systematic trading strategies. It can run simple event studies to quantify market "edges" all the way to full blown multi-currency, multi-timeframe, multi-strategy portfolio simulations. Check out the documentation here.
Balsam Research, LLC
Balsam Research is an independent consulting firm offering custom solutions for systematic investors. We have extensive experience automating investment processes and running real-time systematic investment programs including fully automated futures trading systems. Contact us to learn more.
Product | Versions Compatible and additional computed target framework versions. |
---|---|
.NET | net8.0-windows7.0 is compatible. net9.0-windows was computed. net10.0-windows was computed. |
.NET Framework | net462 is compatible. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed. |
-
.NETFramework 4.6.2
- Balsam.Backtester (>= 1.1.2)
-
net8.0-windows7.0
- Balsam.Backtester (>= 1.1.2)
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
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