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Expired futures RIC for new 2 digit year format
I'm trying to find the correct formatting for expired futures via the History API. I have no problem with futures that use a single digit year code. The problem is only with futures that started using 2 digit year codes in January of 2024. For example, I can extract data for the December 2023 Emini contract by using…
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Expired option data no reponse
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
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Need to fetch options historical data
i need to fetch close and settlement prices for expired options and futures contracts . please assist for the following : 1. Please let know the exact syntax for constructing the RICs for expired contracts for both futures and options . 2. second need to know the exact command to get the close and settlement prices for the…
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Retrieving ticks for expired contracts using DSS API
I am trying to pull ticks for expired contracts using DSS REST API. Extraction URL: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw Payload: {"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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RIC on expired futures option
How can I get the RIC for expired SOFR Futures options? In order to get the (currently active) SOFR futures call option with strike 99 and expiry in March 2023 I use the RIC "SRA99C3": ek.get_timeseries("SRA99C3", interval='daily', start_date='2020-01-01', end_date='2022-10-25') However, for the identical but expired 2022…
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Retrieve Futures Contract Names at a point-in-time
Hi there, is there a way to retrieve contract names of a futures product available on a date in the past using Eikon Python API? For example, crude oil on March 1, 2002 there were CLH02,CLJ02,CLK02,....CLZ04... etc on exchanges. Would the API get these names? Need to get these names first and then to check historical info…
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Pulling the display name of an expired contract
Hi, I am trying to pull the display name of expired contract (attached screen shot). This can be done easily for active contracts using the following code eikon.get_data([ticker],['DSPLY_NAME']) But this doen's work for expired contract as there is no quote for an expired contract the request returns the following error Is…
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switch from using Active to Expired RIC for listed Futures contract
I have a question regarding expired future contract. At which time exactly we switch from active RIC to Expired RIC . Example : Consider EUREX Bond futures March 2021 , Active RIC was FGBLH1. The expiry date is 12/08/2021.The expired RIC is FGBLH1^2. When can we start using the expired RIC ? Is there a period of time…
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Retrieve historical data for expired corporate bond
Hello, I get no data running the following line: ek.get_data(instruments=["SASUKIB4298=IBDR"], fields=['TR.ASKPRICE.calcdate', 'TR.ASKPRICE'], parameters={'SDate':'2016-09-30','EDate':'2018-10-30'}) despite the data seems to be there when looking in the desktop app. Furthermore, the same command works for other RICs (say,…
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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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Many RICs that expired this month missing the expired marker ^D20
Consider for example permid 25727395105. The permid website says that the RIC is EDTXU.P. However this RIC expired at the beginning of April and other Refinitiv tools say the RIC should be EDTXU.P^C20. Here is a sample of similar permids, the RIC from the last bulk quotes file, the RIC returned by another Refinitiv tool,…
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Expired contracts data using eikon api
Hi, I am trying to get the data for 2019 August contract of Brent Crude oil. The code I have written is: df, ek = e.get_data('LCOQ9^1', ['TR.SETTLEMENTPRICE .date','TR.SETTLEMENTPRICE '], {'SDate':'-3M', 'EDate':'0D' }) The output: NaN TR.SETTLEMENTPRICE .DATE TR.SETTLEMENTPRICE 0 LCOQ9^1 NaN NaN I have also used…
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request expired commodity futures with get_data
The chain ric 0#ATW: provides all futures that haven't expired yet, starting with ATWMJ0 which is still tradable. I can't seem to find expired futures anywhere, e.g. for the previous month, it should be ATWMH0 but this ric doesn't seem to exist. How to download e.g. a price history of settlements of already expired…
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Equity search - inactive RICs
Hi, we are looking up RIC per ISIN in this example for FR0000131708. We expect the RIC to be "TCHp.CHI". We not tried the DSS search request with asset status active and got no result. That is ok since the RIC was only valid till 17-JAN-2017. We removed the asset status filter and got more results. One of them has the…
