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r0k3 avatar image
1 ●0 ●1 ●1

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
eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apicommodities
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wasin.w avatar image   wasin.w

Hello @r0k3

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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Jirapongse avatar image
78.8k ●250 ●52 ●74

@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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r0k3 avatar image r0k3

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?

Jirapongse avatar image Jirapongse r0k3

@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)
r0k3 avatar image r0k3 Jirapongse

Thank you,

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


1603889302779.png (7.4 KiB)
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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

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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