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merge with develop
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rob committed Sep 26, 2023
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372 changes: 372 additions & 0 deletions data/futures/roll_calendars_csv/IBEX_mini.csv
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DATE_TIME,current_contract,next_contract,carry_contract
1992-10-06 23:00:00,19921000,19921100,19921100
1992-11-06 23:00:00,19921100,19921200,19921200
1992-12-04 23:00:00,19921200,19930100,19930100
1993-01-05 23:00:00,19930100,19930200,19930200
1993-02-05 23:00:00,19930200,19930300,19930300
1993-03-05 23:00:00,19930300,19930400,19930400
1993-04-06 23:00:00,19930400,19930500,19930500
1993-05-06 23:00:00,19930500,19930600,19930600
1993-06-07 23:00:00,19930600,19930700,19930700
1993-07-06 23:00:00,19930700,19930800,19930800
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1993-09-06 23:00:00,19930900,19931000,19931000
1993-10-06 23:00:00,19931000,19931100,19931100
1993-11-05 23:00:00,19931100,19931200,19931200
1993-12-07 23:00:00,19931200,19940100,19940100
1994-01-05 23:00:00,19940100,19940200,19940200
1994-02-07 23:00:00,19940200,19940300,19940300
1994-03-07 23:00:00,19940300,19940400,19940400
1994-04-06 23:00:00,19940400,19940500,19940500
1994-05-06 23:00:00,19940500,19940600,19940600
1994-06-06 23:00:00,19940600,19940700,19940700
1994-07-06 23:00:00,19940700,19940800,19940800
1994-08-05 23:00:00,19940800,19940900,19940900
1994-09-06 23:00:00,19940900,19941000,19941000
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1995-02-06 23:00:00,19950200,19950400,19950400
1995-04-06 23:00:00,19950400,19950500,19950500
1995-05-05 23:00:00,19950500,19950600,19950600
1995-06-06 23:00:00,19950600,19950700,19950700
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1995-08-07 23:00:00,19950800,19950900,19950900
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1996-01-05 23:00:00,19960100,19960200,19960200
1996-02-06 23:00:00,19960200,19960300,19960300
1996-03-06 23:00:00,19960300,19960400,19960400
1996-04-03 23:00:00,19960400,19960500,19960500
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1996-06-06 23:00:00,19960600,19960700,19960700
1996-07-05 23:00:00,19960700,19960800,19960800
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1997-01-07 23:00:00,19970100,19970200,19970200
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1997-06-06 23:00:00,19970600,19970700,19970700
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1997-12-05 23:00:00,19971200,19980100,19980100
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1998-02-06 23:00:00,19980200,19980300,19980300
1998-03-06 23:00:00,19980300,19980400,19980400
1998-04-06 23:00:00,19980400,19980500,19980500
1998-05-06 23:00:00,19980500,19980600,19980600
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1998-07-06 23:00:00,19980700,19980800,19980800
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2000-02-07 23:00:00,20000200,20000300,20000300
2000-03-06 23:00:00,20000300,20000400,20000400
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2007-01-05 23:00:00,20070100,20070200,20070200
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2012-03-06 23:00:00,20120300,20120400,20120400
2012-04-05 23:00:00,20120400,20120500,20120500
2012-05-07 23:00:00,20120500,20120600,20120600
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2013-02-06 23:00:00,20130200,20130300,20130300
2013-03-06 23:00:00,20130300,20130400,20130400
2013-04-05 23:00:00,20130400,20130500,20130500
2013-05-06 23:00:00,20130500,20130600,20130600
2013-06-06 23:00:00,20130600,20130700,20130700
2013-07-05 23:00:00,20130700,20130800,20130800
2013-08-06 23:00:00,20130800,20130900,20130900
2013-09-06 23:00:00,20130900,20131000,20131000
2013-10-07 23:00:00,20131000,20131100,20131100
2013-11-06 23:00:00,20131100,20131200,20131200
2013-12-06 23:00:00,20131200,20140100,20140100
2014-01-06 23:00:00,20140100,20140200,20140200
2014-02-06 23:00:00,20140200,20140300,20140300
2014-03-06 23:00:00,20140300,20140400,20140400
2014-04-07 23:00:00,20140400,20140500,20140500
2014-05-06 23:00:00,20140500,20140600,20140600
2014-06-06 23:00:00,20140600,20140700,20140700
2014-07-07 23:00:00,20140700,20140800,20140800
2014-08-06 23:00:00,20140800,20140900,20140900
2014-09-05 23:00:00,20140900,20141000,20141000
2014-10-06 23:00:00,20141000,20141100,20141100
2014-11-06 23:00:00,20141100,20141200,20141200
2014-12-05 23:00:00,20141200,20150100,20150100
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2015-02-06 23:00:00,20150200,20150300,20150300
2015-03-06 23:00:00,20150300,20150400,20150400
2015-04-07 23:00:00,20150400,20150500,20150500
2015-05-06 23:00:00,20150500,20150600,20150600
2015-06-05 23:00:00,20150600,20150700,20150700
2015-07-06 23:00:00,20150700,20150800,20150800
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2016-04-06 23:00:00,20160400,20160500,20160500
2016-05-06 23:00:00,20160500,20160600,20160600
2016-06-06 23:00:00,20160600,20160700,20160700
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2017-06-06 23:00:00,20170600,20170700,20170700
2017-07-06 23:00:00,20170700,20170800,20170800
2017-08-07 23:00:00,20170800,20170900,20170900
2017-09-06 23:00:00,20170900,20171000,20171000
2017-10-06 23:00:00,20171000,20171100,20171100
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2018-01-05 23:00:00,20180100,20180200,20180200
2018-02-06 23:00:00,20180200,20180300,20180300
2018-03-06 23:00:00,20180300,20180400,20180400
2018-04-06 23:00:00,20180400,20180500,20180500
2018-05-07 23:00:00,20180500,20180600,20180600
2018-06-06 23:00:00,20180600,20180700,20180700
2018-07-06 23:00:00,20180700,20180800,20180800
2018-08-06 23:00:00,20180800,20180900,20180900
2018-09-06 23:00:00,20180900,20181000,20181000
2018-10-05 23:00:00,20181000,20181100,20181100
2018-11-06 23:00:00,20181100,20181200,20181200
2018-12-06 23:00:00,20181200,20190100,20190100
2019-01-07 23:00:00,20190100,20190200,20190200
2019-02-06 23:00:00,20190200,20190300,20190300
2019-03-06 23:00:00,20190300,20190400,20190400
2019-04-05 23:00:00,20190400,20190500,20190500
2019-05-06 23:00:00,20190500,20190600,20190600
2019-06-06 23:00:00,20190600,20190700,20190700
2019-07-05 23:00:00,20190700,20190800,20190800
2019-08-06 23:00:00,20190800,20190900,20190900
2019-09-06 23:00:00,20190900,20191000,20191000
2019-10-07 23:00:00,20191000,20191100,20191100
2019-11-06 23:00:00,20191100,20191200,20191200
2019-12-06 23:00:00,20191200,20200100,20200100
2020-01-06 23:00:00,20200100,20200200,20200200
2020-02-06 23:00:00,20200200,20200300,20200300
2020-03-06 23:00:00,20200300,20200400,20200400
2020-04-06 23:00:00,20200400,20200500,20200500
2020-05-06 23:00:00,20200500,20200600,20200600
2020-06-05 23:00:00,20200600,20200700,20200700
2020-07-06 23:00:00,20200700,20200800,20200800
2020-08-06 23:00:00,20200800,20200900,20200900
2020-09-07 23:00:00,20200900,20201000,20201000
2020-10-06 23:00:00,20201000,20201100,20201100
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2021-03-05 23:00:00,20210300,20210400,20210400
2021-04-06 23:00:00,20210400,20210500,20210500
2021-05-06 23:00:00,20210500,20210600,20210600
2021-06-07 23:00:00,20210600,20210700,20210700
2021-07-06 23:00:00,20210700,20210800,20210800
2021-08-06 23:00:00,20210800,20210900,20210900
2021-09-06 23:00:00,20210900,20211000,20211000
2021-10-06 23:00:00,20211000,20211100,20211100
2021-11-05 23:00:00,20211100,20211200,20211200
2021-12-06 23:00:00,20211200,20220100,20220100
2022-01-06 23:00:00,20220100,20220200,20220200
2022-02-07 23:00:00,20220200,20220300,20220300
2022-03-07 23:00:00,20220300,20220400,20220400
2022-04-06 23:00:00,20220400,20220500,20220500
2022-05-06 23:00:00,20220500,20220600,20220600
2022-06-06 23:00:00,20220600,20220700,20220700
2022-07-06 23:00:00,20220700,20220800,20220800
2022-08-05 23:00:00,20220800,20220900,20220900
2022-09-06 23:00:00,20220900,20221000,20221000
2022-10-06 23:00:00,20221000,20221100,20221100
2022-11-07 23:00:00,20221100,20221200,20221200
2022-12-06 23:00:00,20221200,20230100,20230100
2023-01-06 23:00:00,20230100,20230200,20230200
2023-02-06 23:00:00,20230200,20230300,20230300
2023-03-06 23:00:00,20230300,20230400,20230400
2023-04-06 23:00:00,20230400,20230500,20230500
2023-05-05 23:00:00,20230500,20230600,20230600
2023-06-06 23:00:00,20230600,20230700,20230700
2023-07-06 23:00:00,20230700,20230800,20230800
2023-08-07 07:00:00,20230800,20230900,20230900
2023-09-06 08:00:00,20230900,20231000,20231000
14 changes: 14 additions & 0 deletions data/futures/roll_calendars_csv/NIFTY-IN.csv
Original file line number Diff line number Diff line change
@@ -0,0 +1,14 @@
DATE_TIME,current_contract,next_contract,carry_contract
2022-09-22 23:00:00,20220900,20221000,20221000
2022-10-11 23:00:00,20221000,20221100,20221100
2022-11-11 23:00:00,20221100,20221200,20221200
2022-12-12 23:00:00,20221200,20230100,20230100
2023-01-11 23:00:00,20230100,20230200,20230200
2023-02-10 23:00:00,20230200,20230300,20230300
2023-03-10 23:00:00,20230300,20230400,20230400
2023-04-11 23:00:00,20230400,20230500,20230500
2023-05-11 23:00:00,20230500,20230600,20230600
2023-06-12 23:00:00,20230600,20230700,20230700
2023-07-11 23:00:00,20230700,20230800,20230800
2023-08-11 23:00:00,20230800,20230900,20230900
2023-09-11 04:45:00,20230900,20231000,20231000

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