data / ib - fetch futures data

[westonplatter]

Currently, the IB data fetcher class only pulls in stock data.

Let's add another method (keeping it somewhat uniform so we have a solid data fetcher interface for other data feeds) for futures data.

A couple things to keep in mind,

• the calendar that calculates RTH will be different since we'll fetching data from a different exchange

• not all US futures have the same RTH. Eg, /MES and /ZC and /M6E have different market hours. If possible, let's have the rth field account for this. This is not possible based on the current support from trading_calendars, see CME calendar - products have different open/close ranges quantopian/trading_calendars#139.

• Is there any easy way to test this?

[rsheftel]

I ran accros this randomly and just wanted to let you know that a fork I made of the great Quantopian prject has support for different market hours for futures: https://github.com/rsheftel/pandas_market_calendars

[westonplatter]

@rsheftel score. I was thinking I couldn't be the only one who might need something like https://pandas-market-calendars.readthedocs.io/en/latest/calendars.html. Thanks!