Tasks that need to be performed on a certain date in Azure

The stuff you are trying to do should be done with a relational database. You can use timestamps to record when prices for session changed. I wouldn't use a queue at all for this. A queue is more for passing messages in a distributed system. Your problem is just about tracking what prices changed on what sessions and when. That data should be modeled in a database.

I think this scenario is more suitable to use Azure Scheduler. Programatically create a Job with one time recurrence with set date as 30 days later to run once. Once this job gets triggered automatically by scheduler, assign an action to callback to one of your API/Service to do the price & other required updates and also remove this Job from the scheduler as part of this action to have a clean jobs list. Anyways premium plan of Azure Scheduler Job Collection will give you unlimited number of jobs to run.

Hope this is exactly what you were looking for...

I would consider using Azure WebJobs. A WebJob basically gives you the ability to run a .NET console application within the context of an Azure Web App. It can be run on demand, continuously, or in response to a reoccurring schedule. If your processing requirements are low and allow for it they can also run in the same process that your Web App is running in to save you $$$ as they are free that way.

You could schedule the WebJob to run once or twice per day and examine the situation and react as is appropriate. Since it's really just a .NET worker role you have ultimate flexibility.