code2month: Convert Maturity Code to Corresponding Month

In rb3: Download and Parse Public Data Released by B3 Exchange

Convert Maturity Code to Corresponding Month

Description

This function takes a character string representing the maturity code of a futures contract and returns the corresponding month as an integer. It supports both the new and old maturity code formats used in futures contracts.

Usage

code2month(x)

Arguments

x	A character vector with the maturity code(s) of futures contracts. The codes can be either a single letter (e.g., "F", "G", "H", ...) representing the new code format or a three-letter abbreviation (e.g., "JAN", "FEV", "MAR", ...) representing the old code format.

Details

The function distinguishes between two maturity code formats:

• The new code format uses a single letter (e.g., "F" = January, "G" = February, etc.).

• The old code format uses a three-letter abbreviation (e.g., "JAN" = January, "FEV" = February, etc.).

Value

A vector of integers corresponding to the months of the year, where 1 = January, 2 = February, ..., 12 = December.

Examples

code2month(c("F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"))
code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))

rb3 documentation built on Aug. 8, 2025, 6:20 p.m.