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andy.ej avatar image
27 ●2 ●4 ●8

how to get history EXPIR_DATE of future contract?

this code just get one future expire date

req, err = ek.get_data(['STWc1'], ['EXPIR_DATE'])

But How to get the history expire date form 2015-01-01 to 2018-08-30?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apifutures
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Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

@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


contract-code-calcxlsx.zip (13.2 KiB)
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