QuantConnect.Securities.FutureExpirationCycles Class Reference

Static class contains definitions of popular futures expiration cycles More...

Static Public Attributes
static readonly int[]	January = { 1, 4, 7, 10 }
	January Cycle: Expirations in January, April, July, October (the first month of each quarter) More...
static readonly int[]	February = { 2, 5, 8, 11 }
	February Cycle: Expirations in February, May, August, November (second month) More...
static readonly int[]	March = { 3, 6, 9, 12 }
	March Cycle: Expirations in March, June, September, December (third month) More...
static readonly int[]	December = { 12 }
	December Cycle: Expirations in December More...
static readonly int[]	AllYear = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 }
	All Year Cycle: Expirations in every month of the year More...
static readonly int[]	GJMQVZ = { 2, 4, 6, 8, 10, 12 }
	GJMQVZ Cycle More...
static readonly int[]	GJKMNQVZ = { 2, 4, 5, 6, 7, 8, 10, 12 }
	GJKMNQVZ Cycle More...
static readonly int[]	HMUZ = March
	HMUZ Cycle More...
static readonly int[]	HKNUZ = { 3, 5, 7, 9, 12 }
	HKNUZ Cycle More...
static readonly int[]	HKNV = { 3, 5, 7, 10 }
	HKNV Cycle More...
static readonly int[]	HKNVZ = { 3, 5, 7, 10, 12 }
	HKNVZ Cycle More...
static readonly int[]	FHKNUX = { 1, 3, 5, 7, 9, 11 }
	FHKNUX Cycle More...
static readonly int[]	FHJKQUVX = { 1, 3, 4, 5, 8, 9, 10, 11 }
	FHJKQUVX Cycle More...
static readonly int[]	HKNUVZ = { 3, 5, 7, 9, 10, 12 }
	HKNUVZ Cycle More...
static readonly int[]	FHKNUVZ = { 1, 3, 5, 7, 9, 10, 12 }
	FHKNQUVZ Cycle More...
static readonly int[]	FHKNQUVZ = { 1, 3, 5, 7, 8, 9, 10, 12 }
	FHKMQUVZ Cycle More...
static readonly int[]	FHKNQUX = { 1, 3, 5, 7, 8, 9, 11 }
	FHKNQUX Cycle More...
static readonly int[]	FGHJKMNQUVXZ = AllYear
	FGHJKMNQUVXZ Cycle More...

Detailed Description

Static class contains definitions of popular futures expiration cycles

Definition at line 21 of file FutureExpirationCycles.cs.

Member Data Documentation

January

readonly int [] QuantConnect.Securities.FutureExpirationCycles.January = { 1, 4, 7, 10 }

static

January Cycle: Expirations in January, April, July, October (the first month of each quarter)

Definition at line 26 of file FutureExpirationCycles.cs.

February

readonly int [] QuantConnect.Securities.FutureExpirationCycles.February = { 2, 5, 8, 11 }

static

February Cycle: Expirations in February, May, August, November (second month)

Definition at line 31 of file FutureExpirationCycles.cs.

March

readonly int [] QuantConnect.Securities.FutureExpirationCycles.March = { 3, 6, 9, 12 }

static

March Cycle: Expirations in March, June, September, December (third month)

Definition at line 36 of file FutureExpirationCycles.cs.

December

readonly int [] QuantConnect.Securities.FutureExpirationCycles.December = { 12 }

static

December Cycle: Expirations in December

Definition at line 41 of file FutureExpirationCycles.cs.

AllYear

readonly int [] QuantConnect.Securities.FutureExpirationCycles.AllYear = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 }

static

All Year Cycle: Expirations in every month of the year

Definition at line 46 of file FutureExpirationCycles.cs.

GJMQVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.GJMQVZ = { 2, 4, 6, 8, 10, 12 }

static

GJMQVZ Cycle

Definition at line 51 of file FutureExpirationCycles.cs.

GJKMNQVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.GJKMNQVZ = { 2, 4, 5, 6, 7, 8, 10, 12 }

static

GJKMNQVZ Cycle

Definition at line 56 of file FutureExpirationCycles.cs.

HMUZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.HMUZ = March

static

HMUZ Cycle

Definition at line 61 of file FutureExpirationCycles.cs.

HKNUZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.HKNUZ = { 3, 5, 7, 9, 12 }

static

HKNUZ Cycle

Definition at line 66 of file FutureExpirationCycles.cs.

HKNV

readonly int [] QuantConnect.Securities.FutureExpirationCycles.HKNV = { 3, 5, 7, 10 }

static

HKNV Cycle

Definition at line 71 of file FutureExpirationCycles.cs.

HKNVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.HKNVZ = { 3, 5, 7, 10, 12 }

static

HKNVZ Cycle

Definition at line 76 of file FutureExpirationCycles.cs.

FHKNUX

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FHKNUX = { 1, 3, 5, 7, 9, 11 }

static

FHKNUX Cycle

Definition at line 81 of file FutureExpirationCycles.cs.

FHJKQUVX

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FHJKQUVX = { 1, 3, 4, 5, 8, 9, 10, 11 }

static

FHJKQUVX Cycle

Definition at line 86 of file FutureExpirationCycles.cs.

HKNUVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.HKNUVZ = { 3, 5, 7, 9, 10, 12 }

static

HKNUVZ Cycle

Definition at line 91 of file FutureExpirationCycles.cs.

FHKNUVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FHKNUVZ = { 1, 3, 5, 7, 9, 10, 12 }

static

FHKNQUVZ Cycle

Definition at line 96 of file FutureExpirationCycles.cs.

FHKNQUVZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FHKNQUVZ = { 1, 3, 5, 7, 8, 9, 10, 12 }

static

FHKMQUVZ Cycle

Definition at line 101 of file FutureExpirationCycles.cs.

FHKNQUX

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FHKNQUX = { 1, 3, 5, 7, 8, 9, 11 }

static

FHKNQUX Cycle

Definition at line 106 of file FutureExpirationCycles.cs.

FGHJKMNQUVXZ

readonly int [] QuantConnect.Securities.FutureExpirationCycles.FGHJKMNQUVXZ = AllYear

static

FGHJKMNQUVXZ Cycle

Definition at line 111 of file FutureExpirationCycles.cs.

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The documentation for this class was generated from the following file:

• Common/Securities/Future/FutureExpirationCycles.cs