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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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".
