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I'm trying to find the correct formatting for expired futures via the History API. I have no problem with futures that use a single digit year code. The problem is only with futures that started using 2 digit year codes in January of 2024. For example, I can extract data for the December 2023 Emini contract by using…
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
i need to fetch close and settlement prices for expired options and futures contracts . please assist for the following : 1. Please let know the exact syntax for constructing the RICs for expired contracts for both futures and options . 2. second need to know the exact command to get the close and settlement prices for the…
I am trying to pull ticks for expired contracts using DSS REST API. Extraction URL: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw Payload: {"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
How can I get the RIC for expired SOFR Futures options? In order to get the (currently active) SOFR futures call option with strike 99 and expiry in March 2023 I use the RIC "SRA99C3": ek.get_timeseries("SRA99C3", interval='daily', start_date='2020-01-01', end_date='2022-10-25') However, for the identical but expired 2022…
Hi there, is there a way to retrieve contract names of a futures product available on a date in the past using Eikon Python API? For example, crude oil on March 1, 2002 there were CLH02,CLJ02,CLK02,....CLZ04... etc on exchanges. Would the API get these names? Need to get these names first and then to check historical info…
Hi, I am trying to pull the display name of expired contract (attached screen shot). This can be done easily for active contracts using the following code eikon.get_data([ticker],['DSPLY_NAME']) But this doen's work for expired contract as there is no quote for an expired contract the request returns the following error Is…
I have a question regarding expired future contract. At which time exactly we switch from active RIC to Expired RIC . Example : Consider EUREX Bond futures March 2021 , Active RIC was FGBLH1. The expiry date is 12/08/2021.The expired RIC is FGBLH1^2. When can we start using the expired RIC ? Is there a period of time…
Hello, I get no data running the following line: ek.get_data(instruments=["SASUKIB4298=IBDR"], fields=['TR.ASKPRICE.calcdate', 'TR.ASKPRICE'], parameters={'SDate':'2016-09-30','EDate':'2018-10-30'}) despite the data seems to be there when looking in the desktop app. Furthermore, the same command works for other RICs (say,…
Is there a way to pull all expired contracts for a commodity? The same process is fairly straightforward for active contracts, but I haven't been able to find a simple method for expired contracts. If none exist, is there a means of pulling expiry dates for all active contracts?
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