how to get history EXPIR_DATE of future contract?

andy.ej
andy.ej Explorer
in Eikon Data APIs

this code just get one future expire date

req, err = ek.get_data(['STWc1'], ['EXPIR_DATE'])

But How to get the history expire date form 2015-01-01 to 2018-08-30?

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @andy.ej I am afraid we do not store the expiration date series, and the EXPIR_DATE real-time field does not have an equivalent either on the time series or fundamental database. The contract specification (here) says "LAST TRADE DATE - Second last business day of the contract month".

    I am attaching a sample calculation file using this logic for Eikon Excel.

    contract-code-calcxlsx.zip

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