We are working on implementing Reuters FX spot and future and we are uncertain regarding one point.
Let’s say we are looking at the 1 month maturity price and we are March 16. What is the actual date for this product?
April 16? April 30?
Typical delivery period codes are: ON Overnight 3M Three month TN Tomorrow next 6M Six month SN Spot next 9M Nine month SW Spot week 1Y One year 1M One month 2Y Two year 2M Two month
I found the delivery code on your documentation : http://findb.aalto.fi/docs/Reuters/reuters_dataguide.pdf but nothing regarding this question.
Many thanks