parsing multiple contract expiration timestring formats #1471
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Pull Request
Most exchanges have FUT / FOP contracts with expiration date as %Y%m%d format.
Some exchanges, (IPE, ICEEU, LMEOTC) have contracts with expiration date %Y%m%d %H:%M:%S %Z. These contracts error on
pd.to_datetime()as the format argument is incorrect.This change parses contracts with the alternate expiration date.
Type of change