Is it possible to get a list of expired futures for a given range of years via Python API?

jimmie.coulom.1
jimmie.coulom.1 LSEG
in Eikon Data APIs

I have a client using Python API that would like an automated process to get a list of expired futures contracts for 2010 through 2019. Is that possible? I have shown the client how to create that list manually in Excel, but I just thought I would check to see if there is a known, automated process.

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @jimmie.coulom.1

    I think you can share RIC construction rules to the user.

    Please go to Eikon Desktop and type in "RIC RULES"

    Than select FUTURES AND OPTIONS and select the topics for expiry code.

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