Retrieve future chain using chain RIC

leiy

Does Eikon Python Data API support retrieving the Future Chain using Chain RIC?

Alex Putkov.1

There may be some exceptions to this, but in general yes. E.g.

ek.get_data('0#C:',['TRDPRC_1','OPINT_1','EXPIR_DATE'])

leiy

https://community.developers.refinitiv.com/discussion/comment/32670#Comment_32670

Using Chain Ric 0#SFC:, I found that one of the retrieved contracts is Index rather than Futures, which is .FTXIN9. Does this mean this way will also return the associated Index symbols?

Alex Putkov.1

https://community.developers.refinitiv.com/discussion/comment/33010#Comment_33010

I'm not sure I fully understand the question. Are you asking if you can rely on the index RIC being included in the future chain? The answer is no. Some future chains include the RIC for the underlying, some don't.

leiy

https://community.developers.refinitiv.com/discussion/comment/33021#Comment_33021

Let me put it in this way. With this call:

ek.get_data('0#SFC:',['TRDPRC_1','OPINT_1','EXPIR_DATE'])

I am receiving the following RICs: /.FTXIN9, /SFCV8, /SFCX8, /SFCZ8, /SFCH9, /SFCM9, /SFCU9. All are regular Futures contracts except /.FTXIN9, which is an index. The question is how to change this call to make it only return Futures contracts?

Alex Putkov.1

https://community.developers.refinitiv.com/discussion/comment/33023#Comment_33023

There's no way to exclude chain constituents based on the asset class from the response. However, once you retrieve the constituents, you can filter them out based on symbology (index RICs start with ".") or on the value of field RECORDTYPE, which you can include in your chain request (see this article for details about using field RECORDTYPE), or based on the value of field TR.AssetCategory, which you can retrieve for all chain constituents in a separate get_data call.