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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Is there a way to pull all expired contracts for a commodity?
Hello @Krustnik2
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Hello @Krustnik2
There is the old post that use the legacy Refinitiv Data Platform - Library available here.
The similar code with the strategic Refinitiv Data Library - Python is as follows:
import refinitiv.data as rd
from refinitiv.data.content import search
# Open Session
rd.open_session()
response = search.Definition(
view=search.Views.COMMODITY_QUOTES,
select="RIC,ExpiryDate",
filter=("ExchangeCode eq 'CBT' and AssetCategory eq 'CMF' and PrimaryChainRIC eq '0#C:' and ExpiryDate lt 2021-02-05"),
top = 1000
).get_data()
response.data.df
Result:
Other old posts that might help you too:
- https://community.developers.refinitiv.com/questions/96122/pull-futures-chain-expired-and-current-get-all-his.html
- https://community.developers.refinitiv.com/questions/58620/request-expired-commodity-futures-with-get-data.html
For more detail about the Search API, please check the Building Search into your Application Workflow article.
