def get_instrument_by_symbol(self, exchange, symbol):
# get instrument given exchange and symbol
global master_contracts_by_symbol
exchange = exchange.lower()
symbol = symbol.lower()
# check if master contract exists
if exchange not in master_contracts_by_symbol:
logging.warning("Cannot find exchange [%s] in master contract. "
"Please ensure you have called get_master_contract function first" % exchange)
return None
master_contract = master_contracts_by_symbol[exchange]
if symbol not in master_contract:
logging.warning("Cannot find symbol [%s:%s] in master contract" % (exchange, symbol))
return None
return master_contract[symbol]
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