FutureExpirationCycles
QuantConnect.Securities.FutureExpirationCycles
Bases: Object
Static class contains definitions of popular futures expiration cycles
JANUARY
JANUARY: List[int] = ...
January Cycle: Expirations in January, April, July, October (the first month of each quarter)
FEBRUARY
FEBRUARY: List[int] = ...
February Cycle: Expirations in February, May, August, November (second month)
MARCH
MARCH: List[int] = ...
March Cycle: Expirations in March, June, September, December (third month)
DECEMBER
DECEMBER: List[int] = ...
December Cycle: Expirations in December
ALL_YEAR
ALL_YEAR: List[int] = ...
All Year Cycle: Expirations in every month of the year
GJMQVZ
GJMQVZ: List[int] = ...
GJMQVZ Cycle
GJKMNQVZ
GJKMNQVZ: List[int] = ...
GJKMNQVZ Cycle
HMUZ
HMUZ: List[int] = ...
HMUZ Cycle
HKNUZ
HKNUZ: List[int] = ...
HKNUZ Cycle
HKNV
HKNV: List[int] = ...
HKNV Cycle
HKNVZ
HKNVZ: List[int] = ...
HKNVZ Cycle
FHKNUX
FHKNUX: List[int] = ...
FHKNUX Cycle
FHJKQUVX
FHJKQUVX: List[int] = ...
FHJKQUVX Cycle
HKNUVZ
HKNUVZ: List[int] = ...
HKNUVZ Cycle
FHKNUVZ
FHKNUVZ: List[int] = ...
FHKNQUVZ Cycle
FHKNQUVZ
FHKNQUVZ: List[int] = ...
FHKMQUVZ Cycle
FHKNQUX
FHKNQUX: List[int] = ...
FHKNQUX Cycle
FGHJKMNQUVXZ
FGHJKMNQUVXZ: List[int] = ...
FGHJKMNQUVXZ Cycle