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Loading Futures Type Data (Monthly Curves): Creating the Futures Type Data File(s)

Creating the Futures Type Data File(s)

The data file(s) can be in the formats .csv or .xls. Remove any blank data rows or header fields from the data file(s). For this example, our data is in the file sample_data.csv in the following format:

WID.NYISOE.ONPEAK_2020Z,

6/24/2002,

51.238

WID.NYISOE.ONPEAK_2021F,

6/24/2002,

57.812

WID.NYISOE.ONPEAK_2021G,

6/24/2002,

57.812

WID.NYISOE.OFFPEAK_2020Z,

6/24/2002,

47.273

WID.NYISOE.OFFPEAK_2021F,

6/24/2002,

45.800

WID.NYISOE.OFFPEAK_2021G,

6/24/2002,

45.800

WID.NYISOE.ONPEAK_2020Z,

6/24/2002,

51.238

WID.NYISOE.ONPEAK_2021F,

6/24/2002,

57.812

WID.NYISOE.ONPEAK_2021G,

6/24/2002,

57.812

WID.NYISOE.OFFPEAK_2020Z,

6/24/2002,

47.273

WID.NYISOE.OFFPEAK_2021F,

6/24/2002,

45.800

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