Inconsistent results when getting history for expired futures contract

adam.leroux

Hi all, I found something wierd that may be a bug, wanted to hear your thought.

I'm looking into getting historical price data for a futures contract, base RIC : JTIZ4, that has matured, so its current RIC is JTIZ4^2, per the RIC RULES.

So logically, when I try to do :

rd.get_history("JTIZ4")

Or :

rd.get_history("JTIZ4", interval="daily")

I get RDError, which makes sense, as I need to do

rd.get_history("JTIZ4^2", interval="daily")

To get the results.

Now the wierd part :

When chosing different intervals, I can still access data from RIC "JTIZ4", like for exemple :

rd.get_history("JTIZ4", interval="minute")

Where it should give me an RDError , as this RIC doesnt exist anymore.

The same works for intervals 1h and anything lower that daily. And I get RDError for any intervals higher than daily.

This is really an unexpected result, can someone point me as to why this happends ? (or how to report this as a possible bug ?)

PS: I discovered that I also cannot get historical price data using

JTIZ4^2

for interval lower that 1h, meaning that, for intervals lower that 1h, i need to use JTIZ4, and for intervals higher than 1h, i need to use JTIZ4^2 !

nick.zincone

Hi @adam.leroux

Yes, I can see the difference when choosing interday vs intraday for the RIC: 'JTIZ4' vs 'JTIZ4^2'.

I would suggest you reach out to the helpdesk or if you are within LSEG Workspace, you can pull down the "Get Help & Support - F1" option from the help menu. They will pull in a historical content specialist to explain what is happening here.