futures trading dates via eikon api

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in Eikon COM

Is it possible using any of the Eikon APIs to get the first trade, last trade, and, where relevant, first notice dates for a given futures contract?

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  • Unknown
    Unknown
    Answer ✓

    Thanks. The data is available on Eikon in at least one place. If you open up a quotes window and go to 0#EXCHANGE/DATES, then the data is available if you click through there.

    Is it possible to access this page through the .NET API though? It doesn't look like it to me.

Answers

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG

    @asdfasdfasdf_deprecated_0 since this is a content question, I suggest that you should raise this with the Thomson Reuters Support Desk. If this data is on Eikon, most likely you can get it using the APIs.

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    https://community.developers.refinitiv.com/discussion/comment/8038#Comment_8038

    It is quite possible, however, not particularly straight forward. For instance, if we are looking at CME/DATE view, it consists of four text pages: CMEDATE1 to CMEDATE4. The left side of the table is present on CMEDATE1 and 3, while the right side is on CMEDATE2 and 4.

    You can get all fields from CMEDATE1 using the real-time request or subscription and then collate them on the logical level and parse out the text using coordinates or regular expression.

    I will use the Excel function as an example:

    =MID(RData(A1,"ROW80_10","RTFEED:IDN"),37,10) will give you the date for the BRL futures on CME.

  • Unknown
    Unknown

    Thanks. That is pretty convoluted! I'll try this, but it would be useful to have this data accessible via a more straightforward API (as is possible on Bloomberg). Where would I raise this as a feature request?

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    https://community.developers.refinitiv.com/discussion/comment/8054#Comment_8054

    You can raise an enhancement request with the Thomson Reuters Support Desk either by phone or by using Contact Us on Eikon.

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