Get futures roll calendar
get_futures_rollsRoll calendar for all 139 futures markets since 2007: for each front-month contract its first and last date as front month, expiry, the next contract, the roll date, trading days before expiry, and the back-adjustment added to its prices in the continuous series (adjusted = raw + back_adjustment). The current front month has an estimated next roll date. Give root (ES, CL, GC ...) or ALL for every market.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| root | Yes | Futures root, e.g. ES, CL, GC, or ALL. | |
| start | No |