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Null Value First Notice Day for Future Contract and TermsAndCondition Template
requestUrl = r"https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes" # requestUrl = r"https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" requestHeaders = { "Prefer": "respond-async", "Content-Type": "application/json; odata=minimalmetadata", "Authorization": "token " +…
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Understand the RIC structure of the futures MEDM24
For this futures quote RIC: MEDM24 which is the quotePermID: 21956505209 i don't understand what the fifth digit '2' has to do with it. as far as i understand the RIC components when it comes to futures is: {rootCode}{deliveryMonthCode}{expiryYearCode} That would mean that the expiryYearCode is '24' instead of '4' that i…
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How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if…
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Hi, a Client of ours wants to use Numeric RIC = MSNc34 instead of Alphanumeric RIC = MSNJ24
One of our Client wants to use Numeric RIC = MSNc34 instead of Alphanumeric RIC = MSNJ24 for Futures LME TIN. I would like to see how it looks like on the refinitiv page.
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How to extract adjusted BPV for FGBLc1=CTD using python api from DSS
hi, I would like to download the daily BPV time-series for * FGBLc1=CTD * FGBSc1=CTD * FGBMc1=CTD * FGBLc1=CTD How can I do that via a python api? Regards Sumit
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How to download delivery basket data for a certain bond future?
Hi, Let's take as an example: 0#FGBLc1=DLV How do I extract the following data from the following page in python for each of the bonds in the delivery basket? * Gross basis * Implied repo * carry cost * bond isin * bond ric * clean price * maturity * isin ? Thank you, GR
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RIC Codes for US Treasury Futures in CBOT Exchange
Hello, Using the CBOT Exchange (CBT), I need the RIC codes and PE for the following futures: ID (Contract|Delivery)FCBT10A|MAR24FCBT10U|MAR24FCBT20A|MAR24FCBT2A|MAR24FCBT30A|MAR24FCBT5A|MAR24FCBTFD1M|MAR24 Can you help find these US Treasury Futures? I've tried searching in…
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Futures next expiry as of date
Hello, I am using Datascope TimeAndSales TickHistory to download futures data. I am aware of using c1,c2 shorthand to get the next two expiries which works if downloading the data for T+1. But if I want to do a backfill the API doesn't work out the next expiry as of historical date. Is there a way to do this? Best, Ryan
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关于国际期货数据问题
对于ric:AULU3 ,我们在北京时间2023/8/15 06:00 同一秒连续收到了两笔数据fid 32 成交量,第一笔为166127,第二笔为2,当时应该属于其开盘时刻,为何成交量会突然变小,烦请确认。
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Get list of undelying RICs from chain in excel add-in
Hi. I am using the excel add-in to get all my data. Is there a way to get all RICs contained in a chain RIC using the add-in? For example I want to retrieve all RICs for NYMEX Ethylene CFR NE Asia (ICIS) Electronic Energy Futures The chain RIC is 0#NA2A:
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(DSS REST API help) Using Futures and Options, I need closing price over the next few months
Used POST request, https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch And request body is { "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": null, "StrikePrice": null, "ExpirationDate": null, "IdentifierType": "Ric", "Identifier": "SB*",…
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Issue to retrieve Deliverable Bonds for Australian Future Bonds
dear developer community i share with you an issue i encounter today regarding Deliverable Bonds for JUN23 Australian Futures (YTT and YTC). Indeed, YTTc1 and YTCc1 maturing 15/06/23, DLZ Eikon Quote show deliverable Bonds for Australian Bond Futures, but i get no result when trying to retrieve the same data using…
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Futures historical prices adjusted by ratio
How can I retrieve the continuous future adjusted by ratio in Eikon, for instance for CL1 contract?
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When using rd.content.ipa.financial_contracts.option, how can I overwrite multiple arguments at once
With this python code using RDP, I am trying to sent 100 requests in one go (the max this endpoint accepts). How can I entre several dictionaries in `extended_params`? definition = rd.content.ipa.financial_contracts.option.Definition( # IPA = instrument Pricing Analytics instrument_code=instrument,…
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TRTH API: Searching futures RICs
I'm trying to search some future RICs by using TRTH API "/Search/FuturesAndOptionsSearch". You can see the example json here. The initial request returned only 250 rows of result, so I tried to use the "@odata.nextlink". For the whole process of the example request, I requested for the url without skiptoken first, then…
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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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I want to know about the ACTIV_DATE of the Vix Future Index (ric : 'VXc1')
Hello I would like to inquire about the exact date field in Vix Future Index (ric : 'VXc1') The real-time data I received comes in with the two date fields below. QUOTE_DATE=2022-08-16 ACTIV_DATE=2022-08-16 QUOTE_DATE is the date the actual data came in, and ACTIV_DATE is the actual transaction date of the data. The log…
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Cheapest to Deliver ISIN for Treasury and JGB Futures?
I am having troubles getting the ISIN of the Cheapest to Deliver (CTD) linked to a list of futures. I was able to retrieve this datapoint from Datastream for futures on OAT/BTP/Bunds etc, but not for futures on US Treasuries or Japanese Govt Bonds. Here a couple of symbols/RICs which I cannot find: DS SYMBOL RIC JGB09222…
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Getting expiration dates for futures on Exchange-Traded Rates given RIC
Hi Team, 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…
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How to get NSE FnO stocks list on daily basis in excel or using python api?
All the stocks with futures and options on NSE(India) is required on daily basis with recent updates, how to get it using python api or addin in excel. Can we get historical point in time RICS for futures and options on NSE(India) using python api or addin in excel.
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Unable to pull all futures chain constituents using HistoricalChainResolution
I am trying to get all CBOT ZB contracts that have tick data stored. As such I am running HistoricalChainResolution query like this: 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…
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Some FuturesAndOptionsSearch requests do not return metadata for futures contracts
I am iterating through rics in a futures chain to get the metadata on each contract. However, some of these rics are returning metadata and others are not. What is the cause of this? requestUrlChain = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution" requestUrlFut =…
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Why are these future contract RICs inconsistent from FuturesAndOptionsSearch?
For future contracts expiring in January 2024 onwards the following RIC rule applies. "Two-digit year codes have been introduced for any contract expiring in January 2024 and beyond. So, all RICs will have one digit year code till December 2023 and will start using two-digit year code as and when contracts are listed for…
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Why do future contracts appear to be missing from FuturesAndOptionsSearch?
Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload? { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "RS", "IdentifierType": "RICRoot" } } The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction…
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Why does this RIC not follow RIC rules?
I just extracted all future (both active and inactive) contracts for a commodity using the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch" and the following payload. { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "KW", "IdentifierType": "RICRoot"} } This returns…
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Why is the identifier invalid when trying to use a RIC Root?
I'm currently trying to extract futures data for a particular commodity using the following payload using the the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" end point. However it returns saying that the identifier is invalid even though this is the correct RIC root. { "ExtractionRequest":…
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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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Access basic data for futures contracts traded on today
I'd like to ask how to write the code to get all futures contracts (basic info such as: price / settle date etc.. ) traded on the current day(between future contract list date and de-list date) through Python EIKON API. Hope to get some feedback or suggestion as soon as we can.
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当日所有在交易的期货合约获取
用户想要通过Python Eikon API获取当日所有在交易的期货合约,想请教下代码应该如何写, 感谢
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How do we retrieve the FID values via EIKON API for Stock Futures like RELIX1:NS (RICs with ":") usi
How do we retrieve the FID values via EIKON API for Stock Futures like RELIX1:NS (RICs with ":") using python. We are able to retrieve the data for other such RICs with no special character. Input list does not accept the RICs with ":"
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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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how to obtain historical CME futures data (all expiry) on BTC and ETH
how to obtain historical CME futures data (all expiry) on BTC and ETH
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How to identify official close price for European Options and Futures?
We currently refer to OFF_CLOSE field to identify the official closing price once the market close. However, for Options and Futures, we have noticed that the OFF_CLOSE field is populated even when the markets are open and trading. Once the markets close, the OFF_CLOSE remains same as populated and the last traded price is…
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Get only monthly or quarterly futures
Hi Team, I'm using below code to get the Futures data by RootRic level. Is it possible to add some parameter for getting only monthly periodicities please? SearchContext.FuturesAndOptionsSearch( FuturesAndOptionsSearchRequest.Create( FuturesAndOptionsType.Futures, //Futures and Options Type null, //Put Call null, //File…
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Difference of Futures
Hi Team, We're trying to find a difference between next example: For future contract 'MAL' we have a lot of Rics returned and in particular what's the differences between Rics like MALD29U1 , MALD29V1 and Rics MALU24 , MALV25 ? Is capital D means something? Thanks
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Why is there this incongruity among future contract data extracted using DSS?
I am analysing future contracts from B3 (Brazilian Exchange) and have extracted from DataScope API the following Historical Instrument Times and Sales data (RICs: DOLZ18, DOLF19, DOLF20, DOLH21): DOLZ18 from 2018-11-01 to 2018-12-01 Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr 8 2021 13:43:46 User ID:…
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Eikon get_data API not working for ex
I am trying to extract some data using Eikon Data API - the code is as follows, however i am not getting any prices from the below command df, err = ek.get_data( instruments = ['LCON1','LCOQ1'], fields = [ 'TR.CLOSEPRICE.date(Frq=D,SDate=-5Y,EDate=1D)', 'TR.CLOSEPRICE(Frq=D,SDate=-5Y,EDate=1D)' ] ) display(df)…
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Is there a way to determine expiration data for a historical future contract using DSS or TRTH REST
I'm looking to get expiration dates for contracts that are resolved from futures chain RIC using HistoricalChainResolutionRequest call. Thank you.
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Download historical volume for (continuation) Futures with Eikon API
Hi, I am looking to download close,high,low, open and volume for a continuous futures chain, historically. I am using the Eikon API 'get_data' function with parameters equal to the start and end dates of my period. Example RIC - EScv1, which is the SP500 mini. Unfortunately I am not able to obtain data for Volume, I used…
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Availability of intraday price data on oil futures
Is there a way to find how far back intraday or TimeAndSales (tick) data for a given RIC without attempting a pull and getting charged for it? In particular, I am trying to pull 1-minute or 5-minute data on oil future prices prior to 2004. Using the Eikon dashboard (opened using the Excel add-in), I can see that the RIC…