We have improved ProphetX’s support for expiration shifted alias symbols. The following are now supported with shift values from 1 – 40 business days. Prior to this release ProphetX only supported intervals 3, 5, 8, 10, 12, 15, 20, 30, 40. Note that this change occurred on the ProphetX server side, so the functionality is already available without updating your ProphetX client.
- Expiration shifted continuous contracts (for example: @C@C{9 or QC@C{21).
- Expiration shifted single month continuous contracts(@C@CZ{27)
- Expiration shifted relative aliases (for example @C@1{7 ). This is new functionality.
- Expiration shifted Forward continuous contract (for example @C@C5{11 ).
- Expiration shifted Forward single-month filtered continuous contract (for example QCL@C2Z{21 )
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!