ProphetX has long supported several different continuous contracts formats. Including a simple front-month (e.g. @C@C), shifted expiration front-month (e.g. @C@C{10), forward continuous (e.g. @C@C3 for the third contract in the curve), and single-month filtered (e.g. @C@CZ).
To provide our users even more robust flexibility, we’ve added additional support for additional continuous symbols.
- Shifting expiration is now possible for [root symbol]@C through [root symbol]@C12 for supported intervals: 3, 5, 8, 10, 12, 15, 20, 30, 40.
- This will allow users to chart continuous formats further down the curve, and shifting to avoid volatility related to expirations in nearby contract. This may be especially useful when looking at continuous spreads (e.g. @C@C{10-@C@C2{10 will chart a continuous month1-month2 spread, rolling symbols 10 trading days prior to expiration).
- Forward single-month filtered: This will display only the Nth selected contract month when N can equal 2 or 3. For example @C@C2Z (displays ONLY the second December continuous contract).
- This can also prove useful when charting a year-to-year spread for the same contract month (e.g. @C@CZ-@C@C2Z will chart a December-December spread).
For a more detailed description of the different symbol syntaxes supported in ProphetX, please visit: Common Ag, Energy and Weather Symbols or contact ProphetX Support today!