I have been trying to get expiration dates for Eurodollar futures, US federal funds rate futures, US Treasury Futures.
1. For Eurodollar Futures (Eg RIC: EDH0, EDZ9, etc..)
2. For Fed Funds Futures (Eg RIC: FFH0, FFZ9, etc..)
3. For US Treasury Notes Futures (Eg RIC: TYZ8, TUH3 etc..)
4. For US Treasury Bond Futures (Eg RIC: USH5, etc..)
Problem: I get the tickhistory using RIC, but Dec 1999, Dec 2009, Dec 2019 futures share the same RIC which for Eurodollars will be EDZ9 (Z for december) so I get a single file with continuous data. I want to know the expiration date for Dec 1999, Dec 2009 futures, for instance... (in total I have 300+ RIC codes) These all belong to Exchange-Traded Rates category.
I have access to: RTH
I'm using python, so will prefer a solution that works using python.
What I tried so far:
1. Lookup here: https://developers.refinitiv.com/en/tools-catalog/ric-search, but it only has info for currently active instruments, I need it for historic instruments too
2. Solution to my previous query by @Jirapongse here:(https://community.developers.refinitiv.com/questions/95314/getting-information-for-ric-code-of-an-option-via.html) works for equity options but not for interest rate futures.
3. Used http://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Search.FuturesAndOptionsSearchRequest, which seems to work for SPX futures, but not for the futures I need information on.