First available date of a series for a particular RIC (Future Conctract i.e "GCc1").

First available date of a series for a particular RIC (Future Conctract i.e "GCc1").

Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @david.colas

    The only way I can think of determining when a future contract began trading is by retrieving the earliest date for which the price history for the RIC is available.

Answers

  • @david.colas I take it you mean first available expiry - in which case this should be what you want:

    df,err= ek.get_data('GCc1',['EXPIR_DATE'])
    df

    image

    Is this what you are looking for?

  • Hi jason.ramchandani , thank you for your response. No, I mean the first trading date of the continuous future contract.

    jason.ramchandani