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roll calendar sonia3
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rob committed Jul 17, 2023
1 parent 514add4 commit 61dee1b
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14 changes: 14 additions & 0 deletions data/futures/roll_calendars_csv/SONIA3.csv
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DATE_TIME,current_contract,next_contract,carry_contract
2020-03-01 11:00:00,20220600,20220900,20220300
2020-03-03 11:00:00,20220900,20221200,20220600
2020-03-24 10:00:00,20221200,20230300,20220900
2020-06-17 13:00:00,20230300,20230600,20221200
2020-09-16 14:00:00,20230600,20230900,20230300
2020-12-14 08:00:00,20230900,20231200,20230600
2021-03-15 08:00:00,20231200,20240300,20230900
2021-06-14 07:00:00,20240300,20240600,20231200
2021-09-14 07:00:00,20240600,20240900,20240300
2021-12-15 07:00:00,20240900,20241200,20240600
2022-03-16 07:00:00,20241200,20250300,20240900
2022-06-14 07:00:00,20250300,20250600,20241200
2022-09-14 07:00:00,20250600,20250900,20250300

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