RIC under Future chain with Expiry Date using python refinitiv dataplatform

V1k

Hi

Need help to get underlying RICs under Futures chain with expiry date of each underlying RICs via python refinitiv dataplatform

I tried below script facing issue, plz help me

input_excel = "chain_list.xlsx"
sheet_name="Sheet1"
column_name = "Chain RIC"

df_chains = pd.read_excel(input_excel, sheet_name="Sheet1")
chain_rics = df_chains['Chain RIC'].dropna().tolist()

def get_chain_expiry(chain_ric):
try:
chain_df = rdp.get_data(universe=chain_ric, fields=['LINK_CHAIN'])
if chain_df.empty or 'LINK_CHAIN' not in chain_df:
return pd.DataFrame()

    child_rics=chain_df['LINK_CHAIN'].dropna().tolist()


    expiry_data = rdp.get_data(universe=child_rics, fields=['EXPIR_DATE'])

    expiry_df['ParentChain']= chain_ric

    return expiry_df


except Exception as e:

    print(f"Error for {chain_ric}: {e}")

    return pd.DataFrame()

    all_expiry_data = pd.DataFrame()


for chain in chain_rics:

    expiry_data = get_chain_expiry(chain)

    all_expiry_data = pd.concat([all_expiry_data, expiry_data], ignore_index=True)

    output_csv = "out_chain_list_1.csv"

    all_expiry_data.to_csv(output_csv,index=False)

    print(f"Saved expiry data to:{output_csv}")