Counter
The column titled #Counter in the table associated with the key Setis used only if Input Method = By Calendar and Standard Dates = Any, in which case it is mandatory and contains elements of type Integer.
Each element represents a positive integer that serves as identifier of the corresponding futures expiry (settlement) date.
The integers must be in increasing order.
The exact rule is best explained with an example:
Assume the #DateType column has - from top to bottom - Futures Dates , Futures Dates , Futures Dates, while this column here has the numbers 2 , 5 , 6
Assume also that the trade date is Oct 1, 2020 and the Min Mat Prd is zero.
Then the number 2 in the first row refers to the 2nd occurrence of a Futures Dates date strictly after Oct 1, 2020, which is the date Dec 1, 2020 that is thus regarded as the futures expiry (or settlement) date implied by the first row
The number 5 in the second row implies the difference (step forward) 3 = 5 - 2, which tells Deriscope to look for the 3rd occurrence of - this time - a Futures Dates date after Dec 1, 2020, which is the date Jun 16, 2021 that is thus regarded as the futures expiry date implied by the second row
Finally, the number 6 in the third row implies the difference (step forward) 1 = 6 - 5, which tells Deriscope to look for the 1st occurrence of - this time - a Futures Dates date after Jun 16, 2021, which is the date Jul 1, 2021 that is thus regarded as the futures expiry (or settlement) date implied by the third row
