The columns needed by this version of the function are
primary_id should match the
of the instrument describing the root contract.
month_cycle should contain a comma delimited string describing the
month sequence to use, e.g.
"F,G,H,J,K,M,N,Q,U,V,X,Z" for all months
using the standard futures letters, or
"H,M,U,Z" for quarters, or
"Mar,Jun,Sep,Dec" for quarters as three-letter month abbreviations, etc.
The correct values will vary based on your data source.
data.frame containing at least columns
vector of year suffixes to be applied, see Details
TODO add more flexibility in input formats for
Brian G. Peterson
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