I would like to see the exact instrument expiration (I am trading futures only) in the market analyzer. That's why I was adding a column called "Maturity". The code is attached.
I have two issues now:
1) Even when I set the expiration to the correct date. The instrument attribute "expiry" always shows the 1st of the selected month
2) When the instrument expiration is set to the correct date the data series is not constructed correct as shown in the attachment
I could probably use the rollover date to solve the first issue (I did not check that yet) but I would like to see the correct instrument expiration in the market analyzer.
Anybody having any idea?
I did not check the behaviour in NT8 yet but I will and repost it there if it also occurs there.
Cheers,
Klaus
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