Does Eikon Python Data API support retrieving the Future Chain using Chain RIC?
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There may be some exceptions to this, but in general yes. E.g.
ek.get_data('0#C:',['TRDPRC_1','OPINT_1','EXPIR_DATE'])
Using Chain Ric 0#SFC:, I found that one of the retrieved contracts is Index rather than Futures, which is .FTXIN9. Does this mean this way will also return the associated Index symbols?
I'm not sure I fully understand the question. Are you asking if you can rely on the index RIC being included in the future chain? The answer is no. Some future chains include the RIC for the underlying, some don't.
Let me put it in this way. With this call:
ek.get_data('0#SFC:',['TRDPRC_1','OPINT_1','EXPIR_DATE'])
I am receiving the following RICs: /.FTXIN9, /SFCV8, /SFCX8, /SFCZ8, /SFCH9, /SFCM9, /SFCU9. All are regular Futures contracts except /.FTXIN9, which is an index. The question is how to change this call to make it only return Futures contracts?
