Unable to pull all futures chain constituents using HistoricalChainResolution

pdebaz
pdebaz
in DSS

I am trying to get all CBOT ZB contracts that have tick data stored. As such I am running HistoricalChainResolution query like this:
1656351668232.png


Here are my outputs. As you can see I get 41 contracts, which is way too low... with 4 quarterly contracts going back to 1995 there should be over 100. Are any of these RICs from pre-2000 contracts? What part of the RIC is decadal specific? There's only one numerical digit so I can't tell.


1656351790362.png


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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    I would like to share a resolution from the Tick History support team.

    With regards to your query on US Treasury Bond returns incomplete data, Future Chain RICs are re-used every decade and we may have to use the expiration date to know which year the RIC belongs to. For example, USH0 is used in 2000, 2010, and 2020 and in all the 3 decades the RIC was re-used each year.

Answers

  • Jirapongse
    Jirapongse

    @pdebaz

    I got the same result as yours. It returned 41 RICs.

    1656387587346.png

    The following is the RIC rule used to build Futures RICs and Options on Futures RICs.

    image

    Please contact the Refinitiv Tick History support team via MyRefinitiv for more information and to verify the content.

  • dnapproverscontributions
    dnapproverscontributions

    Hello @Jirapongse ,

    The client had raised a case in the service cloud for the same issue. However, please see his latest follow upon Python code as below -

    "Can you please help me with the below issue:

    I am trying to establish the session with the RD API, with code as follows:
    rd.open_session(config_name="…\Configuration\refinitiv-data.custom.config.json")

    I get the response:

    image

    My config:

    {

    "sessions": {

    "default": "platform.my-custom-session",

    "platform": {

    "my-custom-session": {

    "app-key": "f5f2f60d1fbc444983b89a62522b6d6e35953ac7",

    "username": "9031757",

    "password": "[PASSWORD]"

    }

    }

    }

    }

    Is there something I am doing wrong? Why am I not able to connect with the above? "


    Request you to advise on the above client's follow-up.

    Regards,

    Akhila K P

  • Jirapongse
    Jirapongse
    @dnapproverscontributions

    I think 9031757 is the Datascope Select or Tick History account. You can't use the Datascope Select or Tick History account with the RD library.

    You need to use the Refinitiv Data Platform account.

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