Expired futures Time and Sales data

leslieg

Hi,

I am new to this platform and have been browsing through the forum and couldn't get a definite answer.

Just to check am I able to extract historical Quote, Time & Sales data of an expired futures contract like CME ES Mar 2022 or any other contracts ? How far back could I get the data ?

Would appreciate any helps on how to kickstart the whole process. Is using Python the only way to extract the historical data ?

Thanks.

jason.ramchandani01

@leslieg Thanks for your question - please look at the following articles we wrote on working with expired futures and options contracts. These article offer a Python implementation but our Data Libraries come in three language variants Python, .NET and TypeScript.

I hope this can help.