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Module futures

Module futures 

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Futures symbol parsing and formatting.

Structs§

FuturesSymbol
The parsed components of a futures symbol.

Functions§

format_futures_symbol
Formats a futures symbol with one, two, or four year digits.
futures_month
Returns the calendar month for a standard futures month code.
futures_month_code
Returns the standard futures month code for a calendar month.
parse_futures_symbol
Parses a single-leg futures symbol such as ESZ6, ESZ26, or ESZ2026. Callers must split multi-leg symbols before parsing.
resolve_futures_year
Resolves one-, two-, or four-digit futures years against a reference year.