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roll calendar
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rob committed Jul 17, 2023
1 parent af6b963 commit e99dd18
Showing 1 changed file with 268 additions and 0 deletions.
268 changes: 268 additions & 0 deletions data/futures/roll_calendars_csv/COCOA.csv
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DATE_TIME,current_contract,next_contract,carry_contract
1970-03-24 23:00:00,19700500,19700700,19700300
1970-05-21 23:00:00,19700700,19700900,19700500
1970-07-24 23:00:00,19700900,19701200,19700700
1970-09-23 23:00:00,19701200,19710300,19700900
1970-12-17 23:00:00,19710300,19710500,19701200
1971-03-22 23:00:00,19710500,19710700,19710300
1971-05-19 23:00:00,19710700,19710900,19710500
1971-07-21 23:00:00,19710900,19711200,19710700
1971-09-21 23:00:00,19711200,19720300,19710900
1971-11-30 23:00:00,19720300,19720500,19711200
1972-03-21 23:00:00,19720500,19720700,19720300
1972-05-19 23:00:00,19720700,19720900,19720500
1972-07-20 23:00:00,19720900,19721200,19720700
1972-09-20 23:00:00,19721200,19730300,19720900
1972-12-15 23:00:00,19730300,19730500,19721200
1973-03-21 23:00:00,19730500,19730700,19730300
1973-05-21 23:00:00,19730700,19730900,19730500
1973-07-20 23:00:00,19730900,19731200,19730700
1973-09-19 23:00:00,19731200,19740300,19730900
1973-12-17 23:00:00,19740300,19740500,19731200
1974-03-20 23:00:00,19740500,19740700,19740300
1974-05-21 23:00:00,19740700,19740900,19740500
1974-07-26 23:00:00,19740900,19741200,19740700
1974-09-19 23:00:00,19741200,19750300,19740900
1974-12-18 23:00:00,19750300,19750500,19741200
1975-03-25 23:00:00,19750500,19750700,19750300
1975-05-20 23:00:00,19750700,19750900,19750500
1975-07-22 23:00:00,19750900,19751200,19750700
1975-09-19 23:00:00,19751200,19760300,19750900
1975-12-16 23:00:00,19760300,19760500,19751200
1976-03-22 23:00:00,19760500,19760700,19760300
1976-05-19 23:00:00,19760700,19760900,19760500
1976-07-21 23:00:00,19760900,19761200,19760700
1976-09-21 23:00:00,19761200,19770300,19760900
1976-12-20 23:00:00,19770300,19770500,19761200
1977-03-22 23:00:00,19770500,19770700,19770300
1977-05-19 23:00:00,19770700,19770900,19770500
1977-07-20 23:00:00,19770900,19771200,19770700
1977-09-21 23:00:00,19771200,19780300,19770900
1977-12-20 23:00:00,19780300,19780500,19771200
1978-03-21 23:00:00,19780500,19780700,19780300
1978-05-19 23:00:00,19780700,19780900,19780500
1978-07-20 23:00:00,19780900,19781200,19780700
1978-09-20 23:00:00,19781200,19790300,19780900
1978-12-19 23:00:00,19790300,19790500,19781200
1979-03-22 23:00:00,19790500,19790700,19790300
1979-05-21 23:00:00,19790700,19790900,19790500
1979-07-20 23:00:00,19790900,19791200,19790700
1979-09-19 23:00:00,19791200,19800300,19790900
1979-12-17 23:00:00,19800300,19800500,19791200
1980-03-20 23:00:00,19800500,19800700,19800300
1980-05-20 23:00:00,19800700,19800900,19800500
1980-07-22 23:00:00,19800900,19801200,19800700
1980-09-19 23:00:00,19801200,19810300,19800900
1980-12-18 23:00:00,19810300,19810500,19801200
1981-03-20 23:00:00,19810500,19810700,19810300
1981-05-19 23:00:00,19810700,19810900,19810500
1981-07-22 23:00:00,19810900,19811200,19810700
1981-09-21 23:00:00,19811200,19820300,19810900
1981-12-18 23:00:00,19820300,19820500,19811200
1982-03-22 23:00:00,19820500,19820700,19820300
1982-05-19 23:00:00,19820700,19820900,19820500
1982-07-21 23:00:00,19820900,19821200,19820700
1982-09-16 23:00:00,19821200,19830300,19820900
1982-12-15 23:00:00,19830300,19830500,19821200
1983-03-17 23:00:00,19830500,19830700,19830300
1983-05-16 23:00:00,19830700,19830900,19830500
1983-07-15 23:00:00,19830900,19831200,19830700
1983-09-16 23:00:00,19831200,19840300,19830900
1983-12-15 23:00:00,19840300,19840500,19831200
1984-03-16 23:00:00,19840500,19840700,19840300
1984-05-16 23:00:00,19840700,19840900,19840500
1984-07-17 23:00:00,19840900,19841200,19840700
1984-09-14 23:00:00,19841200,19850300,19840900
1984-12-13 23:00:00,19850300,19850500,19841200
1985-03-15 23:00:00,19850500,19850700,19850300
1985-05-16 23:00:00,19850700,19850900,19850500
1985-07-17 23:00:00,19850900,19851200,19850700
1985-09-16 23:00:00,19851200,19860300,19850900
1985-12-13 23:00:00,19860300,19860500,19851200
1986-03-14 23:00:00,19860500,19860700,19860300
1986-05-15 23:00:00,19860700,19860900,19860500
1986-07-17 23:00:00,19860900,19861200,19860700
1986-09-16 23:00:00,19861200,19870300,19860900
1986-12-15 23:00:00,19870300,19870500,19861200
1987-03-17 23:00:00,19870500,19870700,19870300
1987-05-14 23:00:00,19870700,19870900,19870500
1987-07-16 23:00:00,19870900,19871200,19870700
1987-09-15 23:00:00,19871200,19880300,19870900
1987-12-15 23:00:00,19880300,19880500,19871200
1988-03-16 23:00:00,19880500,19880700,19880300
1988-05-13 23:00:00,19880700,19880900,19880500
1988-07-14 23:00:00,19880900,19881200,19880700
1988-09-15 23:00:00,19881200,19890300,19880900
1988-12-14 23:00:00,19890300,19890500,19881200
1989-03-15 23:00:00,19890500,19890700,19890300
1989-05-15 23:00:00,19890700,19890900,19890500
1989-07-14 23:00:00,19890900,19891200,19890700
1989-09-14 23:00:00,19891200,19900300,19890900
1989-12-13 23:00:00,19900300,19900500,19891200
1990-03-15 23:00:00,19900500,19900700,19900300
1990-05-15 23:00:00,19900700,19900900,19900500
1990-07-16 23:00:00,19900900,19901200,19900700
1990-09-13 23:00:00,19901200,19910300,19900900
1990-12-11 23:00:00,19910300,19910500,19901200
1991-03-13 23:00:00,19910500,19910700,19910300
1991-05-15 23:00:00,19910700,19910900,19910500
1991-07-16 23:00:00,19910900,19911200,19910700
1991-09-13 23:00:00,19911200,19920300,19910900
1991-12-13 23:00:00,19920300,19920500,19911200
1992-03-16 23:00:00,19920500,19920700,19920300
1992-05-13 23:00:00,19920700,19920900,19920500
1992-07-16 23:00:00,19920900,19921200,19920700
1992-09-15 23:00:00,19921200,19930300,19920900
1992-12-15 23:00:00,19930300,19930500,19921200
1993-03-16 23:00:00,19930500,19930700,19930300
1993-05-13 23:00:00,19930700,19930900,19930500
1993-07-15 23:00:00,19930900,19931200,19930700
1993-09-15 23:00:00,19931200,19940300,19930900
1993-12-14 23:00:00,19940300,19940500,19931200
1994-03-16 23:00:00,19940500,19940700,19940300
1994-05-13 23:00:00,19940700,19940900,19940500
1994-07-14 23:00:00,19940900,19941200,19940700
1994-09-15 23:00:00,19941200,19950300,19940900
1994-12-14 23:00:00,19950300,19950500,19941200
1995-03-16 23:00:00,19950500,19950700,19950300
1995-05-15 23:00:00,19950700,19950900,19950500
1995-07-14 23:00:00,19950900,19951200,19950700
1995-09-14 23:00:00,19951200,19960300,19950900
1995-12-13 23:00:00,19960300,19960500,19951200
1996-03-14 23:00:00,19960500,19960700,19960300
1996-05-15 23:00:00,19960700,19960900,19960500
1996-07-16 23:00:00,19960900,19961200,19960700
1996-09-13 23:00:00,19961200,19970300,19960900
1996-12-12 23:00:00,19970300,19970500,19961200
1997-03-14 23:00:00,19970500,19970700,19970300
1997-05-14 23:00:00,19970700,19970900,19970500
1997-07-16 23:00:00,19970900,19971200,19970700
1997-09-15 23:00:00,19971200,19980300,19970900
1997-12-12 23:00:00,19980300,19980500,19971200
1998-03-13 23:00:00,19980500,19980700,19980300
1998-05-13 23:00:00,19980700,19980900,19980500
1998-07-16 23:00:00,19980900,19981200,19980700
1998-09-15 23:00:00,19981200,19990300,19980900
1998-12-15 23:00:00,19990300,19990500,19981200
1999-03-16 23:00:00,19990500,19990700,19990300
1999-05-13 23:00:00,19990700,19990900,19990500
1999-07-15 23:00:00,19990900,19991200,19990700
1999-09-15 23:00:00,19991200,20000300,19990900
1999-12-14 23:00:00,20000300,20000500,19991200
2000-03-16 23:00:00,20000500,20000700,20000300
2000-05-15 23:00:00,20000700,20000900,20000500
2000-07-14 23:00:00,20000900,20001200,20000700
2000-09-14 23:00:00,20001200,20010300,20000900
2000-12-13 23:00:00,20010300,20010500,20001200
2001-03-15 23:00:00,20010500,20010700,20010300
2001-05-15 23:00:00,20010700,20010900,20010500
2001-07-16 23:00:00,20010900,20011200,20010700
2001-09-18 23:00:00,20011200,20020300,20010900
2001-12-11 23:00:00,20020300,20020500,20011200
2002-03-13 23:00:00,20020500,20020700,20020300
2002-05-15 23:00:00,20020700,20020900,20020500
2002-07-16 23:00:00,20020900,20021200,20020700
2002-09-13 23:00:00,20021200,20030300,20020900
2002-12-12 23:00:00,20030300,20030500,20021200
2003-03-14 23:00:00,20030500,20030700,20030300
2003-05-14 23:00:00,20030700,20030900,20030500
2003-07-16 23:00:00,20030900,20031200,20030700
2003-09-15 23:00:00,20031200,20040300,20030900
2003-12-12 23:00:00,20040300,20040500,20031200
2004-03-16 23:00:00,20040500,20040700,20040300
2004-05-13 23:00:00,20040700,20040900,20040500
2004-07-15 23:00:00,20040900,20041200,20040700
2004-09-15 23:00:00,20041200,20050300,20040900
2004-12-15 23:00:00,20050300,20050500,20041200
2005-03-15 23:00:00,20050500,20050700,20050300
2005-05-13 23:00:00,20050700,20050900,20050500
2005-07-14 23:00:00,20050900,20051200,20050700
2005-09-15 23:00:00,20051200,20060300,20050900
2005-12-14 23:00:00,20060300,20060500,20051200
2006-03-16 23:00:00,20060500,20060700,20060300
2006-05-15 23:00:00,20060700,20060900,20060500
2006-07-14 23:00:00,20060900,20061200,20060700
2006-09-14 23:00:00,20061200,20070300,20060900
2006-12-13 23:00:00,20070300,20070500,20061200
2007-03-15 23:00:00,20070500,20070700,20070300
2007-05-15 23:00:00,20070700,20070900,20070500
2007-07-16 23:00:00,20070900,20071200,20070700
2007-09-13 23:00:00,20071200,20080300,20070900
2007-12-13 23:00:00,20080300,20080500,20071200
2008-03-13 23:00:00,20080500,20080700,20080300
2008-05-14 23:00:00,20080700,20080900,20080500
2008-07-16 23:00:00,20080900,20081200,20080700
2008-09-15 23:00:00,20081200,20090300,20080900
2008-12-15 23:00:00,20090300,20090500,20081200
2009-03-16 23:00:00,20090500,20090700,20090300
2009-05-13 23:00:00,20090700,20090900,20090500
2009-07-16 23:00:00,20090900,20091200,20090700
2009-09-15 23:00:00,20091200,20100300,20090900
2009-12-15 23:00:00,20100300,20100500,20091200
2010-03-16 23:00:00,20100500,20100700,20100300
2010-05-13 23:00:00,20100700,20100900,20100500
2010-07-15 23:00:00,20100900,20101200,20100700
2010-09-15 23:00:00,20101200,20110300,20100900
2010-12-15 23:00:00,20110300,20110500,20101200
2011-03-16 23:00:00,20110500,20110700,20110300
2011-05-13 23:00:00,20110700,20110900,20110500
2011-07-14 23:00:00,20110900,20111200,20110700
2011-09-15 23:00:00,20111200,20120300,20110900
2011-12-14 23:00:00,20120300,20120500,20111200
2012-03-15 23:00:00,20120500,20120700,20120300
2012-05-15 23:00:00,20120700,20120900,20120500
2012-07-16 23:00:00,20120900,20121200,20120700
2012-12-13 23:00:00,20121200,20130300,20120900
2013-01-23 09:00:00,20130300,20130500,20121200
2013-03-12 09:00:00,20130500,20130700,20130300
2013-05-14 14:00:00,20130700,20130900,20130500
2013-07-10 14:00:00,20130900,20131200,20130700
2013-09-12 14:00:00,20131200,20140300,20130900
2013-12-12 10:00:00,20140300,20140500,20131200
2014-03-13 11:00:00,20140500,20140700,20140300
2014-05-14 14:00:00,20140700,20140900,20140500
2014-07-15 14:00:00,20140900,20141200,20140700
2014-09-12 08:00:00,20141200,20150300,20140900
2014-12-12 09:00:00,20150300,20150500,20141200
2015-03-13 10:00:00,20150500,20150700,20150300
2015-05-11 12:00:00,20150700,20150900,20150500
2015-07-15 12:00:00,20150900,20151200,20150700
2015-09-14 13:00:00,20151200,20160300,20150900
2015-12-14 11:00:00,20160300,20160500,20151200
2016-03-15 11:00:00,20160500,20160700,20160300
2016-05-12 10:00:00,20160700,20160900,20160500
2016-07-12 10:00:00,20160900,20161200,20160700
2016-09-14 15:00:00,20161200,20170300,20160900
2016-12-13 14:00:00,20170300,20170500,20161200
2017-03-06 11:00:00,20170500,20170700,20170300
2017-04-25 10:00:00,20170700,20170900,20170500
2017-07-13 17:00:00,20170900,20171200,20170700
2017-09-12 14:00:00,20171200,20180300,20170900
2017-12-13 16:00:00,20180300,20180500,20171200
2018-03-13 12:00:00,20180500,20180700,20180300
2018-05-14 16:00:00,20180700,20180900,20180500
2018-06-26 15:00:00,20180900,20181200,20180700
2018-09-12 17:00:00,20181200,20190300,20180900
2018-12-07 11:00:00,20190300,20190500,20181200
2019-03-13 17:00:00,20190500,20190700,20190300
2019-05-10 15:00:00,20190700,20190900,20190500
2019-07-12 12:00:00,20190900,20191200,20190700
2019-09-13 09:00:00,20191200,20200300,20190900
2019-12-10 13:00:00,20200300,20200500,20191200
2020-03-13 09:00:00,20200500,20200700,20200300
2020-04-27 17:00:00,20200700,20200900,20200500
2020-06-19 12:00:00,20200900,20201200,20200700
2020-09-11 12:00:00,20201200,20210300,20200900
2020-12-08 13:00:00,20210300,20210500,20201200
2021-03-16 09:00:00,20210500,20210700,20210300
2021-04-30 15:00:00,20210700,20210900,20210500
2021-07-12 15:00:00,20210900,20211200,20210700
2021-09-07 14:00:00,20211200,20220300,20210900
2021-12-14 13:00:00,20220300,20220500,20211200
2022-03-15 16:00:00,20220500,20220700,20220300
2022-05-04 08:00:00,20220700,20220900,20220500
2022-07-06 17:00:00,20220900,20221200,20220700
2022-09-14 12:00:00,20221200,20230300,20220900
2022-12-07 17:00:00,20230300,20230500,20221200
2023-03-14 13:00:00,20230500,20230700,20230300
2023-05-12 10:00:00,20230700,20230900,20230500

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