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vamato avatar image
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Specify the decade of the future contract

Hello,


I would like to request a specific decade future contract.

Let's take an example with the Feeder Cattle (FC) future contract expiring in December 2008 (X8).

For now, I am only able to request FCX8, which give me prices for future contract expiring in December 2008, as well as prices for future contract expiring in December 2018.

I would like to know if it's possible to only request one of those two contract, even if the requested date range covers life of those two products (for example, Jan-2000 --> Jan-2020).


To make a parallel with the datascope platform, this is possible by specifying the right decade for the future contract.

For example :

FCX8^9 --> Expiry December 1998

FCX8^0 --> Expiry December 2008

FCX8^1 --> Expiry December 2018

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1 Answer

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veerapath.rungruengrayubkul avatar image
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Hi @vamato,

I have not found the method to specify the decade of future contract RIC for TRTH report extraction.The Future Contract RIC normally is the same for several decade of contract expiring.

The expired future historical RICs (i.e. FCX8^9 , FCX8^0 , FCX8^1) are not available on TRTH. The only way to specify the right decade should be with query date range. You may use ReferenceHistory to verify date range of each contract. The ReferenceHistory's result should be as follows.


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