How can I pull roll over dates ie last call date, options expiry for Cotton futures into my historical price series. How can I retrieve those dates for each futures contract, historically and the active futures
@Asher
Thank you for reaching out to us.
Currently, I assume that you can use the Search API to retrieve the required RICs.
With a RIC, you can use the Data Item Browser tool to search for avialable fields and parameters.
According to this discussion, the search's results also have the ExpiryDates
Otherwise, please contact the helpdesk team directly via MyAccount and ask for the fields that can provide the required data.
Thanks Jirapongse, is it also possible to bring in the last call date and options expiry date into this query? ie the rollover rule into this data pull?
Can you share the sample output?
Thanks Jirapongse, I get the output that you get from above I am wondering if you can bring in the last call date and options expiry date into this query? ie the rollover rule into this data pull? You need these dates for the methodology of how you do your rollover
I found that you submitted this question to the helpdesk team and the case has been resolved.
