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Question by munz32 · Feb 05, 2021 at 07:39 PM · eikoneikon-data-apiworkspacepythonworkspace-data-apirefinitiv-dataplatform-eikonapicommoditiesexpired-contract

Pull All Expired Contracts

Is there a way to pull all expired contracts for a commodity? The same process is fairly straightforward for active contracts, but I haven't been able to find a simple method for expired contracts. If none exist, is there a means of pulling expiry dates for all active contracts?

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Answer by Alex Putkov.1 · Feb 06, 2021 at 01:13 AM

Here's an example retrieving all expired CBOT corn futures. The result set contains one incorrect item (CH8). All expired future RICs contain carat symbol (^). You can filter out incorrect item that doesn't contain carat in the RIC name from the result set returned from the search.

rdp.search(
    view = rdp.SearchViews.CommodityQuotes,
    filter = ("ExchangeCode eq 'CBT' and AssetCategory eq 'CMF' and " +
              "PrimaryChainRIC eq '0#C:' and ExpiryDate lt 2021-02-05"),
    select = "RIC,ExpiryDate",
    top  = 1000)

For more info on using RDP Library to perform various types of searches see the article titled "Building Search into your Application Workflow".

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