The code samples in C# how to iterate though futures contracts seem to be wrong
The referenced example is:
// Save accessor symbol in Initialize() function.
futureSymbol = future.Symbol;
// In OnData(Slice slice)
FuturesChain chain;
// Explore the future contract chain
if (slice.FuturesChains.TryGetValue(futureSymbol, out chain))
{
var underlying = chain.Underlying;
var contracts = chain.Contracts.Value;
foreach (var contract in contracts)
{
//
}
}
This however fails in the line contracts = chain.Contracts.Value with a compiler error in C#.
What is the correct way to iterate through the contracts ?
Petra Wagenbach
I found the solution. The error is that the line should read
instead of chain.Contracts.Value
Petra Wagenbach
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