how to get history EXPIR_DATE of future contract?

Question

Question by andy.ej · Sep 27, 2018 at 09:51 PM · eikon eikon-data-api workspace python workspace-data-api refinitiv-dataplatform-eikon futures

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?

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2018-09-28T06:23:36Z

REFINITIV

Best Answer

Answer by Zhenya Kovalyov · Sep 28, 2018 at 06:23 AM

@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)

1 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

how to get history EXPIR_DATE of future contract?

1 Reply

Watch this question

Related Questions