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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Three-Month SOFR Futures
Author Topic: Three-Month SOFR Futures (1 messages, Page 1 of 1)

andrewrs
-Interested User-
Posts: 4
Joined: Jul 15, 2019


Posted: Oct 12, 2023 12:36 PM          Msg. 1 of 1
I think there are incorrect expire dates being sent for the new Three-Month SOFR Futures. For example, the symbol @SR3N23 which is suppose to be the July 2023 contract has an expire date of Oct 17, 2023. This seems off to me based on industry standards where the expire month letter should correspond to the expire date of the future. So, shouldn't @SR3N23 have an expire date that occurred back in July and not one in October? The same problem can be seen with several of the other contract months: @SR3Q23, @SR3U23, @SR3V23, @SR3X23, @SR3Z23, @SR3F24, @SR3G24, @SR3H24, @SR3M24, @SR3U24, @SR3Z24 just to name a few. Can someone look into this?



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