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verified publisher icon dougransom

Roll periods and weighting for continuous 30 day maturity can be out by a day

Open dougransom opened this issue 2 years ago • 1 comments

These should be minor, but pandas_market_calendars may indicate CBOE was open when it wasn't on the odd holiday, including June 19, 2023.

dougransom avatar Jul 04 '23 20:07 dougransom

https://github.com/rsheftel/pandas_market_calendars/issues/261

dougransom avatar Jul 05 '23 23:07 dougransom

I think thi sis no longer an issue since pandas_market_calendar is fixed.

dougransom avatar May 31 '24 16:05 dougransom