Hi all,
I'm trying to get hourly level data for a contract with RIC 'FFH3^2' which is CBoT 30days Fed Fund Rate Future for March 2023. Even though for current future contract 'FFH25' hourly level data is available, the RIC 'FFH3^2' doesnt return any data when I use code:
rd.get_history(universe=['FFH3^2'], fields =['BID', 'ASK'], interval="1h", start="2022-07-17", end="2022-07-24")
Is it that there's another RIC for high frequency data as in the following link or LSEG just simply doesnt store anything beyond daily frequency for historic expired futures?