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v5.19.1

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@bryaningl3 bryaningl3 released this 24 May 04:02
· 118 commits to master since this release

Bug Fixes

  • Adjusted the logic used by the SymbolParser.parseInstrumentType function to infer the expiration year of futures contracts and futures options based solely on a symbol (e.g. ZCZ19). In previous versions, given a two-digit number (e.g. 19), a year in the current century or the next century would be returned (e.g. 2019 or 2119). In this version, a 100-year window is used, interpreting a two-digit number as a year up to 25 years in the future, or alternatively up to 75 years in the past. Assuming the current year is 2022, the 100-year window will range from 1948 to 2047.