Pulling data for Calendar Spreads

Asher

http://ld.discovery.search(
view = ld.discovery.Views.SEARCH_ALL,
filter = "RCSAssetCategoryLeaf eq 'Commodity Future' and TickerSymbol eq 'CT' and ExpiryDate ne null and PrimaryChainRIC eq '0#CT-:'",
select = "RIC,DocumentTitle,ExpiryDate",
top = 1000
)


So I want to adjust this so I can pull all calendar spread data from active and inactive series

I would also want to be able to make a like for like comparison between the same spreads

Example Jul/Dec spread how could I be able to do seasonality analysis on this spread year to year etc

Thank you

Jirapongse

@Asher

Thank you for reaching out to us.

Is it for Cotton?

If yes, it could be this one:

ld.discovery.search(
        view = ld.discovery.Views.SEARCH_ALL,
        filter = "RCSAssetCategoryLeaf eq 'Commodity Spread' and TickerSymbol eq 'CT' and ExpiryDate ne null and PrimaryChainRIC eq '0#CT-:'",
        select = "RIC,DocumentTitle,ExpiryDate",
        top = 1000
    )

However, please contact the helpdesk team via MyAccount to confirm these RICs.

Asher

https://community.developers.refinitiv.com/discussion/comment/124544#Comment_124544

Yes thank you very much!