Bloomberg Calendar Codes. The table below illustrates a typical futures symbol code: Access a comprehensive listing of bloomberg codes for interest rate futures and options, including:
Function codes are shortcuts that provide specific information and functions for different instruments. Thus, we will make two requests:
Function Codes Are Shortcuts That Provide Specific Information And Functions For Different Instruments.
Know how to get help in bloomberg to find.
We Need To Know It Calendar Code First.
The month that the futures contract expires and the year the contract expires.
The Bloomberg Api Will Tell You, For A Given Security, The Appropriate Calendar Code Using Ds853 (Calendar_Code).
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Calendar codes can later be saved in a database to avoid multiple requests.
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The first determining factor is trading platform and for this example we will use cme globex.