Futures next expiry as of date - LSEG Developer Community

ryan.ohanlon · 2023-09-11T16:39:54+00:00

Hello, I am using Datascope TimeAndSales TickHistory to download futures data. I am aware of using c1,c2 shorthand to get the next two expiries which works if downloading the data for T+1. But if I want to do a backfill the API doesn't work out the next expiry as of historical date. Is there a way to do this? Best, Ryan

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