|
Extensions are suffixes that modify an instrument, or a variable representing an instrument. For example,
IBM.last
specifies the last price of IBM.
Time series extensions apply to instruments that have an expiration, i.e., futures and options. The table below summarizes time series extensions:
Extension |
Meaning |
.DAY |
Days since 1/1/1900 |
.DOW |
Day of Week (Sunday=0) |
.DOY |
Day of Year |
.DOM |
Day of Month |
.TOD |
Minutes since midnight |
.TOW |
Minute of Week |
.TOM |
Minute of Month |
.TOY |
Minute of Year |
.MONTH |
Month (1-12) |
.YEAR |
Year (4 digits) |