MonthYear Data Type

MonthYear fields contain a month and year pair in the format YYYYMM. Use-cases include instrument maturity and expiration. For example, "202401" represents January 2024.

Perhaps counterintuitively, two additional formats are supported:

• YYYYMMDD - allowing for 2 extra digits to specify the day of the month. In this case, LocalMktDate or UTCDateOnly is likely a better choice. It is also common to pair a MonthYear field with a DayOfMonth field.
• YYYYMMWW - allowing for 2 extra digits to specify the week of the month, where WW is replaced by w1, w2, w3, w4, or w5.

Examples