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 !
