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@andy.ej I am afraid we do not store the expiration date series, and the EXPIR_DATE real-time field does not have an equivalent either on the time series or fundamental database. The contract specification (here) says "LAST TRADE DATE - Second last business day of the contract month".
I am attaching a sample calculation file using this logic for Eikon Excel.
@andy.ej I am afraid we do not store the expiration date series, and the EXPIR_DATE real-time field does not have an equivalent either on the time series or fundamental database. The contract specification (here) says "LAST TRADE DATE - Second last business day of the contract month".
I am attaching a sample calculation file using this logic for Eikon Excel.
contract-code-calcxlsx.zip