High Frequency Historic Future Data RIC

WY104
WY104 Newcomer
edited March 7 in Refinitiv Data Platform

Hi all,

I'm trying to get hourly level data for a contract with RIC 'FFH3^2' which is CBoT 30days Fed Fund Rate Future for March 2023. Even though for current future contract 'FFH25' hourly level data is available, the RIC 'FFH3^2' doesnt return any data when I use code:

rd.get_history(universe=['FFH3^2'], fields =['BID', 'ASK'], interval="1h", start="2022-07-17", end="2022-07-24")

Is it that there's another RIC for high frequency data as in the following link or LSEG just simply doesnt store anything beyond daily frequency for historic expired futures?

https://community.developers.refinitiv.com/discussion/131328/inconsistent-results-when-getting-history-for-expired-futures-contract
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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @WY104

    Thank you for reaching out to us.

    I check the Chart App and found that it doesn't provide intraday historical data.

    image.png

    Comparing to FFH25, it supports intraday historical data.

    image.png

    To confirm the availability of content, please contact the helpdesk team directly via MyAccount. The team can verify the content or may provide other RICs that can provide the required data.

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