From 0ccbca9453dd61892543d593d7fbc1d97c4ebd0d Mon Sep 17 00:00:00 2001 From: rob Date: Thu, 6 Jul 2023 15:53:27 +0100 Subject: [PATCH] ftse 100 roll calendar --- data/futures/roll_calendars_csv/FTSE100.csv | 158 ++++++++++++++++++++ 1 file changed, 158 insertions(+) create mode 100644 data/futures/roll_calendars_csv/FTSE100.csv diff --git a/data/futures/roll_calendars_csv/FTSE100.csv b/data/futures/roll_calendars_csv/FTSE100.csv new file mode 100644 index 0000000000..1573496a52 --- /dev/null +++ b/data/futures/roll_calendars_csv/FTSE100.csv @@ -0,0 +1,158 @@ +DATE_TIME,current_contract,next_contract,carry_contract +1984-05-18 23:00:00,19840600,19840900,19840900 +1984-08-20 23:00:00,19840900,19841200,19841200 +1984-11-19 23:00:00,19841200,19850300,19850300 +1985-02-15 23:00:00,19850300,19850600,19850600 +1985-05-20 23:00:00,19850600,19850900,19850900 +1985-08-19 23:00:00,19850900,19851200,19851200 +1985-11-18 23:00:00,19851200,19860300,19860300 +1986-02-17 23:00:00,19860300,19860600,19860600 +1986-05-19 23:00:00,19860600,19860900,19860900 +1986-08-19 23:00:00,19860900,19861200,19861200 +1986-11-18 23:00:00,19861200,19870300,19870300 +1987-02-16 23:00:00,19870300,19870600,19870600 +1987-05-19 23:00:00,19870600,19870900,19870900 +1987-08-19 23:00:00,19870900,19871200,19871200 +1987-11-18 23:00:00,19871200,19880300,19880300 +1988-02-17 23:00:00,19880300,19880600,19880600 +1988-05-19 23:00:00,19880600,19880900,19880900 +1988-08-19 23:00:00,19880900,19881200,19881200 +1988-11-18 23:00:00,19881200,19890300,19890300 +1989-02-16 23:00:00,19890300,19890600,19890600 +1989-05-19 23:00:00,19890600,19890900,19890900 +1989-08-18 23:00:00,19890900,19891200,19891200 +1989-11-17 23:00:00,19891200,19900300,19900300 +1990-02-16 23:00:00,19900300,19900600,19900600 +1990-05-18 23:00:00,19900600,19900900,19900900 +1990-08-20 23:00:00,19900900,19901200,19901200 +1990-11-19 23:00:00,19901200,19910300,19910300 +1991-02-15 23:00:00,19910300,19910600,19910600 +1991-05-20 23:00:00,19910600,19910900,19910900 +1991-08-19 23:00:00,19910900,19911200,19911200 +1991-11-18 23:00:00,19911200,19920300,19920300 +1992-02-17 23:00:00,19920300,19920600,19920600 +1992-05-19 23:00:00,19920600,19920900,19920900 +1992-08-19 23:00:00,19920900,19921200,19921200 +1992-11-18 23:00:00,19921200,19930300,19930300 +1993-02-16 23:00:00,19930300,19930600,19930600 +1993-05-19 23:00:00,19930600,19930900,19930900 +1993-08-19 23:00:00,19930900,19931200,19931200 +1993-11-18 23:00:00,19931200,19940300,19940300 +1994-02-16 23:00:00,19940300,19940600,19940600 +1994-05-19 23:00:00,19940600,19940900,19940900 +1994-08-19 23:00:00,19940900,19941200,19941200 +1994-11-18 23:00:00,19941200,19950300,19950300 +1995-02-16 23:00:00,19950300,19950600,19950600 +1995-05-19 23:00:00,19950600,19950900,19950900 +1995-08-18 23:00:00,19950900,19951200,19951200 +1995-11-17 23:00:00,19951200,19960300,19960300 +1996-02-16 23:00:00,19960300,19960600,19960600 +1996-05-20 23:00:00,19960600,19960900,19960900 +1996-08-19 23:00:00,19960900,19961200,19961200 +1996-11-18 23:00:00,19961200,19970300,19970300 +1997-02-17 23:00:00,19970300,19970600,19970600 +1997-05-19 23:00:00,19970600,19970900,19970900 +1997-08-19 23:00:00,19970900,19971200,19971200 +1997-11-18 23:00:00,19971200,19980300,19980300 +1998-02-16 23:00:00,19980300,19980600,19980600 +1998-05-19 23:00:00,19980600,19980900,19980900 +1998-08-19 23:00:00,19980900,19981200,19981200 +1998-11-18 23:00:00,19981200,19990300,19990300 +1999-02-16 23:00:00,19990300,19990600,19990600 +1999-05-19 23:00:00,19990600,19990900,19990900 +1999-08-19 23:00:00,19990900,19991200,19991200 +1999-11-18 23:00:00,19991200,20000300,20000300 +2000-02-17 23:00:00,20000300,20000600,20000600 +2000-05-19 23:00:00,20000600,20000900,20000900 +2000-08-18 23:00:00,20000900,20001200,20001200 +2000-11-17 23:00:00,20001200,20010300,20010300 +2001-02-16 23:00:00,20010300,20010600,20010600 +2001-05-18 23:00:00,20010600,20010900,20010900 +2001-08-20 23:00:00,20010900,20011200,20011200 +2001-11-19 23:00:00,20011200,20020300,20020300 +2002-02-15 23:00:00,20020300,20020600,20020600 +2002-05-20 23:00:00,20020600,20020900,20020900 +2002-08-19 23:00:00,20020900,20021200,20021200 +2002-11-18 23:00:00,20021200,20030300,20030300 +2003-02-17 23:00:00,20030300,20030600,20030600 +2003-05-19 23:00:00,20030600,20030900,20030900 +2003-08-19 23:00:00,20030900,20031200,20031200 +2003-11-18 23:00:00,20031200,20040300,20040300 +2004-02-17 23:00:00,20040300,20040600,20040600 +2004-05-19 23:00:00,20040600,20040900,20040900 +2004-08-19 23:00:00,20040900,20041200,20041200 +2004-11-18 23:00:00,20041200,20050300,20050300 +2005-02-16 23:00:00,20050300,20050600,20050600 +2005-05-19 23:00:00,20050600,20050900,20050900 +2005-08-19 23:00:00,20050900,20051200,20051200 +2005-11-18 23:00:00,20051200,20060300,20060300 +2006-02-16 23:00:00,20060300,20060600,20060600 +2006-05-19 23:00:00,20060600,20060900,20060900 +2006-08-18 23:00:00,20060900,20061200,20061200 +2006-11-17 23:00:00,20061200,20070300,20070300 +2007-02-16 23:00:00,20070300,20070600,20070600 +2007-05-18 23:00:00,20070600,20070900,20070900 +2007-08-20 23:00:00,20070900,20071200,20071200 +2007-11-19 23:00:00,20071200,20080300,20080300 +2008-02-18 23:00:00,20080300,20080600,20080600 +2008-05-19 23:00:00,20080600,20080900,20080900 +2008-08-19 23:00:00,20080900,20081200,20081200 +2008-11-18 23:00:00,20081200,20090300,20090300 +2009-02-16 23:00:00,20090300,20090600,20090600 +2009-05-19 23:00:00,20090600,20090900,20090900 +2009-08-19 23:00:00,20090900,20091200,20091200 +2009-11-18 23:00:00,20091200,20100300,20100300 +2010-02-16 23:00:00,20100300,20100600,20100600 +2010-05-19 23:00:00,20100600,20100900,20100900 +2010-08-19 23:00:00,20100900,20101200,20101200 +2010-11-18 23:00:00,20101200,20110300,20110300 +2011-02-16 23:00:00,20110300,20110600,20110600 +2011-05-19 23:00:00,20110600,20110900,20110900 +2011-08-19 23:00:00,20110900,20111200,20111200 +2011-11-18 23:00:00,20111200,20120300,20120300 +2012-02-17 23:00:00,20120300,20120600,20120600 +2012-05-18 23:00:00,20120600,20120900,20120900 +2012-08-20 23:00:00,20120900,20121200,20121200 +2012-11-20 23:00:00,20121200,20130300,20130300 +2013-02-15 10:00:00,20130300,20130600,20130600 +2013-05-20 07:00:00,20130600,20130900,20130900 +2013-08-19 09:00:00,20130900,20131200,20131200 +2013-11-18 08:00:00,20131200,20140300,20140300 +2014-02-17 08:00:00,20140300,20140600,20140600 +2014-05-19 07:00:00,20140600,20140900,20140900 +2014-08-19 02:00:00,20140900,20141200,20141200 +2014-11-18 08:00:00,20141200,20150300,20150300 +2015-02-16 10:00:00,20150300,20150600,20150600 +2015-05-19 07:00:00,20150600,20150900,20150900 +2015-08-19 07:00:00,20150900,20151200,20151200 +2015-11-18 08:00:00,20151200,20160300,20160300 +2016-02-17 07:00:00,20160300,20160600,20160600 +2016-05-19 07:00:00,20160600,20160900,20160900 +2016-08-19 09:00:00,20160900,20161200,20161200 +2016-11-18 08:00:00,20161200,20170300,20170300 +2017-02-16 03:00:00,20170300,20170600,20170600 +2017-05-19 09:00:00,20170600,20170900,20170900 +2017-08-18 01:00:00,20170900,20171200,20171200 +2017-11-17 01:00:00,20171200,20180300,20180300 +2018-02-16 07:00:00,20180300,20180600,20180600 +2018-05-18 12:00:00,20180600,20180900,20180900 +2018-08-20 10:00:00,20180900,20181200,20181200 +2018-11-16 08:00:00,20181200,20190300,20190300 +2019-02-15 08:00:00,20190300,20190600,20190600 +2019-05-20 23:00:00,20190600,20190900,20190900 +2019-08-19 07:00:00,20190900,20191200,20191200 +2019-11-18 08:00:00,20191200,20200300,20200300 +2020-02-17 02:00:00,20200300,20200600,20200600 +2020-05-18 08:00:00,20200600,20200900,20200900 +2020-08-19 08:00:00,20200900,20201200,20201200 +2020-11-18 01:00:00,20201200,20210300,20210300 +2021-02-16 08:00:00,20210300,20210600,20210600 +2021-05-19 07:00:00,20210600,20210900,20210900 +2021-08-19 07:00:00,20210900,20211200,20211200 +2021-11-18 08:00:00,20211200,20220300,20220300 +2022-02-15 08:00:00,20220300,20220600,20220600 +2022-05-19 03:00:00,20220600,20220900,20220900 +2022-08-19 13:00:00,20220900,20221200,20221200 +2022-11-18 08:00:00,20221200,20230300,20230300 +2023-02-16 11:00:00,20230300,20230600,20230600 +2023-05-19 08:00:00,20230600,20230900,20230900