Tick History of expired contract

TomCroese

I am currently using Tick History to get intraday data for gas/power contracts. In the API code, I am using chain RICs to get all RICs of current open contracts (also see code below).

def expand_chain(client, chain_ric, max_count, suffix, commodity, daily_intervals, month_codes, quarter_codes):

    url = client.BASE_URL + "Search/HistoricalChainResolution"

    body = {

        "Request": {

            "ChainRics": [chain_ric],

            "Range": {"Start": daily_intervals[0][0], "End": daily_intervals[-1][1]}

        }

    }

    resp = client.session.post(url, headers=client.headers(), json=body)

    resp.raise_for_status()

    data = resp.json()

    rics = [c["Identifier"] for c in data["value"][0]["Constituents"]]

    sorted_rics = sort_rics(rics, suffix, commodity, month_codes, quarter_codes)

    return sorted_rics[:max_count] if max_count is not None else sorted_rics

Now I would also like to be able to get historical intraday tick data of expired contracts, for example the data of Cal-25 and Cal-26 TTF during 2024.

Is it possible to get this historic data? If so, how could I implement this (using which RICs)?

Jirapongse

@TomCroese

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