Extract/infer descriptive information about an instrument from its name.
the id to be parsed (e.g. ‘ES_U11’, ‘SPY_111217C130’)
character name of instrument root_id. Optionally provide this to make parsing easier.
This function is primarily intended to be used on the names of
option_series instruments, and it will work best if the id has an
underscore in it that separates the root_id from the suffix_id. (However, it should be able
to handle most ids even if the underscore is missing).
x into a root_id and suffix_id, the suffix_id is
parse_suffix (see also) for further processing.
TODO: add support for bond_series.
a list of class ‘id.list’ containing ‘root’ and ‘suffix’ as well as
what is returned from
parse_suffix (type, month, year, strike, right, cm, cc, format)
this function will identify
x as an
exchange_rate only if it is
6 characters long and made up of 2 previously defined
1 2 3
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