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leslieg avatar image
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Expired futures Time and Sales data

Hi,

I am new to this platform and have been browsing through the forum and couldn't get a definite answer.

Just to check am I able to extract historical Quote, Time & Sales data of an expired futures contract like CME ES Mar 2022 or any other contracts ? How far back could I get the data ?

Would appreciate any helps on how to kickstart the whole process. Is using Python the only way to extract the historical data ?

Thanks.

#technologyrdp-apiapirefinitiv-data-libraries
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jason.ramchandani01 avatar image
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@leslieg Thanks for your question - please look at the following articles we wrote on working with expired futures and options contracts. These article offer a Python implementation but our Data Libraries come in three language variants Python, .NET and TypeScript.

I hope this can help.

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