The columns needed by this version of the function are primary_id
and month_cycle. primary_id should match the primary_id
of the instrument describing the root contract.
month_cycle should contain a comma delimited string describing the
month sequence to use, e.g. "F,G,H,J,K,M,N,Q,U,V,X,Z" for all months
using the standard futures letters, or "H,M,U,Z" for quarters, or
"Mar,Jun,Sep,Dec" for quarters as three-letter month abbreviations, etc.
The correct values will vary based on your data source.
build_series_symbols(roots, yearlist = c(0, 1))data.frame containing at least columns primary_id and month_cycle, see Details
vector of year suffixes to be applied, see Details
TODO add more flexibility in input formats for roots