Pull All Expired Contracts

munz32
munz32
in Eikon Data APIs

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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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    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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