Issue #1403 ignore LME weekly contracts #1431
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Monthly contracts expire on the third Wednesday, see here. Presumably weeklies and dailies expiring on the same day are not listed separately. |
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We need some way to identify "monthly" LME contracts. The symbols follow the same pattern for all contracts. The only difference I can see is that the third week of the month seems to have most of the volume. Although I'm not sure that really makes it the monthly contract (or even a monthly contract).
I'm open to alternative solutions, but there has to be some way of choosing if we want to support getting data for these contracts.