If I have a target expiry then the date range would be from the previous expiry date to the day before the target expiry date. For example:
target expiry = ES 09-16; Expiry date = 09/16/16
previous expiry = ES 06-16; Expiry date = 06/17/16
therefore the date range is from 06/17/16 to 09/15/16.
Is my logic correct on calculating the replay date range?
And did I calculate the date range correctly in the example?
Thanks for all for any help,
rcheezem
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