myholidays.txt

#Loading myholidays.txt - Holiday Definition File Expires January 1, 2021

 -

 - Session 36. OMX Stockholm Futures (9 AM - 5:28 PM Mon-Fri)

 -

 - http://www.nasdaqomxnordic.com/digitalAssets/107/107421_nordic-trading-mousepad_gtms.pdf

 -

 -YYMMDD

181224,36,Christmas Eve

181225,36,Christmas Day

181226,36,Boxing Day

181231,36,New Year's Eve

190101,36,New Year's Day

190419,36,Good Friday

190422,36,Easter Monday

190501,36,May Day

190530,36,Ascension Day

190621,36,Midsummer Eve

191224,36,Christmas Eve

191225,36,Christmas Day

191226,36,Boxing Day

191231,36,New Year's Eve

200101,36,New Year's Day

200106,36,Epiphany

200410,36,Good Friday

200413,36,Easter Monday

200501,36,May Day

200521,36,Ascension Day

200606,36,National Day

200619,36,Midsummer Eve

201224,36,Christmas Eve

201225,36,Christmas Day

201226,36,Boxing Day

210101,36,New Year's Day

Calendar spread January 18, 2019 (F19/9A) vs. December 21, 2018 (Z18/8L) : [-1.00]

Calendar spread December 21, 2018 (Z18/8L) vs. November 16, 2018 (X18/8K): [-1.25]

Calendar spread November 16, 2018 (X18/8K) vs. October 19, 2018 (V18/8J): [-4.25]

Calendar spread October 19, 2018 (V18/8J) vs. September 21, 2018 (U18/8I): [-3.00]

Calendar spread September 21, 2018 (U18/8I) vs. August 17, 2018 (Q18/8H): [-1.00]

Calendar spread August 17, 2018 (Q18/8G) vs. July 20, 2018 (N18/8G): [-1.25]

Calendar spread July 20, 2018 (N18/8G) vs. June 15, 2018 (M18/8F): [-1.25]

Calendar spread June 15, 2018 (M18/8F) vs. May 18, 2018 (K18/8E) : [-2.75]

Calendar spread May 18, 2018 (K18/8E) vs. April 20, 2018 (J18/8D): [-14.50]

Calendar spread April 20, 2018 (J18/8D) vs. March 16, 2018 (H18/8C): [-28.50]

Calendar spread March 16, 2018 (H18/8C) vs. February 16, 2018 (G18/8B): [-11.50]

Calendar spread February 16, 2018 (G18/8B) vs. January 19, 2018 (F18/8A): [-1.25]

Calendar spread January 19, 2018 (F8/8A) vs. December 15, 2017 (Z7/7L): [-0.75]

Calendar spread December 15, 2017 (Z7/7L) vs. November 17, 2017 (X7/7K): [-0.75]

Calendar spread November 17, 2017 (X7/7K) vs. October 20, 2017 (V7/7J): [-6.75]

Calendar spread October 20, 2017 (V7/7J) vs. September 15, 2017 (U7/7I) : [-1.50]

Calendar spread September 15, 2017 (U7/7I) vs. August 18, 2017 (Q7/7H) : [-0.75]

Calendar spread August 18, 2017 (Q7/7H) vs. July 21, 2017 (N7/7G): [-0.75]

Calendar spread July 21, 2017 (N7/7G) vs. June 16, 2017 (M7/7F): [-0.50]

Calendar spread June 16, 2017 (M7/7F) vs. May 19, 2017 (K7/7E): -0.25

Calendar spread May 19, 2017 (K7/7E) vs. Apr 21, 2017 (J7/7D) [-13.00]

Calendar spread Apr 21, 2017 (J7/7D) vs. Mar 17, 2017 (H7/7C) [-24.25]

Calendar spread Mar 17, 2017 (H7/7C) vs. Feb 17, 2017 (G7/7B) [-10.00]

Calendar spread Feb 17, 2017 (G7/7B) vs. Jan 20, 2017 (F7/7A) [-1.75]

Calendar spread Jan 20, 2016 (F7/7A) vs. Dec 16, 2016 (Z6/6L) [-1.00]

Calendar spread Dec 16, 2016 (Z6/6L) vs. Nov 18, 2016 (X6/6K): [-0.75]

Calendar spread Nov 18, 2016 (X6/6K) vs. Oct 21, 2016 (V6/6J): [-5.00]

Calendar spread Oct 21, 2016 (V6/6J) vs. Sep 16, 2016 (U6/6I): [-1.50]

Calendar spread: Sep 16, 2016 vs. Aug 19, 2016 [-1.50]

Calendar spread: Aug 19, 2016 vs. Jul 15, 2016 [-2.25]

Calendar spread: Jul 15, 2016 vs. Jun 17, 2016 [-2.75]

Calendar spread: Jun 17, 2016 vs. May 20, 2016 [-3.25]

Calendar spread: May 20, 2016 vs. April 15, 2016 [-14.75]

Calendar spread: April 15, 2016 vs. March 18, 2016 [-23.50]

Calendar spread: March 18, 2016 vs. February 19, 2016 [-13.00]

Calendar spread: February 19, 2016 vs. January 15, 2016 [-1.25]

Calendar spread: January 15, 2016 vs. December 18, 2015 [-0.25]

Calendar spread: December 18, 2015 vs. November 20, 2015 [-0.25]

Calendar spread: November 20, 2015 vs. October 16, 2015 [-2.00]

Calendar spread: October 16, 2015 vs. September 18, 2015 [-0.50]

Calendar spread: September 18, 2015 vs. August 21, 2015 [-0.25]

Calendar spread: August 21, 2015 vs. July 17, 2015 [-1.25]

Calendar spread: July 17 2015 vs June 18 2015 [-0.25]

1-min data from Dec 17, 2014 equalized/rolled into M5 (OMXS305F 2015-06-18)

OMXS30 M5-OMF (right-click, Save as .txt)

Calendar spread: Jun 18 2015 vs May 15 2015 [-1.50]

Calendar spread: May 15 2015 vs Apr 17 2015 [-13.50]

April 15 is missing due to a data transmission fiber cut near the OMX Stockholm exchange which apparently only affected eSignal. Rollover is performed one session earlier than usual (3 instead of 2 sessions before expiration) so as to faciliate backfill should the missing data be retreived.

Calendar spread: Apr 17 2015 vs Mar 20 2015 [-27.50]

Calendar spread: Mar 20 2015 vs Feb 20 2015 [-9.25]

Calendar spread: Feb 20 2015 vs Jan 16 2015 [-0.50]

myholidays.txt

#Loading myholidays.txt - Holiday Definition File Expires January 1, 2017
 -
 - Session 36. OMX Stockholm Futures (9 AM - 5:27 PM Mon-Fri)
 -
 - http://www.nasdaqomxnordic.com/digitalAssets/93/93200_trading-calendar-2014-2016.pdf
 -
 -YYMMDD
141224,36,Julafton
141225,36,Juldagen
141226,36,Annandag jul
141231,36,Nyårsafton
150101,36,Nyårsdagen
150106,36,Trettondedag jul
150403,36,Långfredagen
150406,36,Annandag påsk
150501,36,Första maj
150514,36,Kristi himmelsfärdsdag
150619,36,Midsommarafton
151224,36,Julafton
151225,36,Juldagen
151231,36,Nyårsafton
160101,36,Nyårsdagen
160106,36,Trettondedag jul
160325,36,Långfredagen
160328,36,Annandag påsk
160505,36,Kristi himmelsfärdsdag
160606,36,Sveriges nationaldag
160624,36,Midsommarafton
161226,36,Annandag jul
170101,36,Nyårsdagen

Calendar spread: Jan 16 2015 vs Dec 19 2014 [+0.50]

Calendar spread: Dec 19 2014 vs Nov 21 2014 [+0.25]