Phyton formula to get data for future contracts both active and expired. ie ESU25, ESU24^2

MarkJoseph.Canada

I am attempting to do that I hope you can provide guidance on. This will all be done using Python, which it is good to go. As an example, we can focus on the S&P E-mini (ES).
1) Is there a way to get all contracts for a future instrument? For example, expired, active, and future contracts.
2) Once we get the contracts, is there a way to get the last price for those contracts from first trade date to last trade date/ latest?
3) For the same contracts, is there a way to pull security masters information such as expiry date, first notice date, contract size, etc.

Jirapongse

@MarkJoseph.Canada

Thank you for reaching out to us.

As far as I know, we have a Search API that allows you to search for instruments. Its functionality is similar to the Advanced Search app in LSEG Workspace.

You should check with the Helpdesk team to confirm whether the Advanced Search app can be used to retrieve the instruments you need. Once you obtain a search filter, it can be applied in the API, as described in the article "Find content and functionality using the Data Library with Workspace Advanced Search."

After retrieving the RICs, you can use the Data Item Browser tool to identify the relevant fields and parameters needed to access the required data. For assistance with these fields and parameters, please contact the Helpdesk. They should align with those used in the @RDP .Data formula in LSEG Workspace Excel.

I hope that this information is of help.