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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