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Contract Expiry

Hello,

Why isn't the field "EXPIR_DATE" consistently available for futures contracts (expired or not)?


The following gives the field value only for the active (non-expired) contract:

dfe, _ = ek.get_data(['MZNH20^2', 'MZNH20', 'MZNH21'], 'EXPIR_DATE')
InstrumentEXPIR_DATE0MZNH20^2<NA>1MZNH20<NA>2MZNH212021-03-17
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@r0k3

As mentioned by my colleague, those RICs are expired or invalid so their data may not be available via the get_data method. You need to contact Refinitiv Content Helpdesk to confirm it.

However, I have tried to use other APIs to retrieve the expiration date for MZNH20^2 and found that DSS REST API can return this information.

For more information about DSS REST API, please refer to this page.


1603338706113.png (42.7 KiB)
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Expired or invalid :)

Are the symbols of expired contracts "invalid". Why?

I have put both the original symbol (MZNH20) and the expired version of it (MZNH20^2) so we can see the difference.

Why shouldn't one be able to get data items for a contract that was live a day ago but not today (after expiry) ? Although you show now you can get it but from a different API.

I am confused. Not sure what to do - ask my company to buy a new API access?

@r0k3

Sorry about that.

First, you need to directly contact Eikon Excel support team via MyRefinitiv to verify if it is possible to retrieve an expiration date for <MZNH20> or <MZNH20^2> via the TR excel function.

If yes, we can apply it to the get_data method in Eikon Data API to retrieve the same information.

If not, please contact your local Refinitv Sales team for alternative methods.


1603683120464.png (15.2 KiB)

Thank you,

I can confirm the data is not available in excel neither:


1603889302779.png (7.4 KiB)
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Hi @r0k3

Seems that MZNH20^2 and MZNH20 are not valid RIC.



If you still have further questions regarding content.

Please contact Refinitiv Content Helpdesk at https://my.refinitiv.com



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