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sheldon.rong avatar image
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Is there a way of determining the date range for which an expiration was listed (e.g. ES 20160617 was listed from 2015-06-22 to 2016-06-17)?

Hi all,

When using the Reuters Tick History API, is there a way of determining the date range for which an expiration was listed for options? (e.g. ES 20160617 was listed from 2015-06-22 to 2016-06-17)?

I am aware that I can get RIC details using the Terms and Conditions Extractions, any idea if this data is retrievable from any of the fields?

tick-history-rest-api
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warat.boonyanit avatar image warat.boonyanit

@sheldon.rong

Do you mean range between first trading date and expiration date?

Terms and Conditions Extractions do have the "First Trading Date" field.

sheldon.rong avatar image sheldon.rong warat.boonyanit

confirmed, thanks for letting me know.

Christiaan Meihsl avatar image Christiaan Meihsl sheldon.rong

@sheldon.rong, thanks for letting is know.

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sheldon.rong avatar image
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