I tried requesting the data using lseg.data, but I am still unable to retrieve it for certain identifiers. Attached, you will find my test script along with its output. As you can see, the issue persists for the following months:
✅ TFMBMFVJ5^2 1349 2019-12-31 2025-03-28
❌ TFMBMFVK5^2 Unable to resolve all requested identifiers in ['T
⬜ TFMBMFVM5^2 vide
⬜ TFMBMFVN5^2 vide
⬜ TFMBMFVQ5^2 vide
⬜ TFMBMFVU5^2 vide
⬜ TFMBMFVV5^2 vide
⬜ TFMBMFVX5^2 vide
⬜ TFMBMFVZ5^2 vide
⬜ TFMBMFVF6^2 vide
✅ TFMBMFVG6^2 1564 2019-12-31 2026-01-29
✅ TFMBMFVH6^2 1584 2019-12-31 2026-02-26
I hope this clarifies the issue I am encountering. Could you please confirm if there is a specific reason why these identifiers are not resolving, or if there is an alternative method to access this data?
Below is the code using:
import lseg.data as ld
from fv_ticker_gen import MONTH_CODES, _year_suffix
from dateutil.relativedelta import relativedelta
from datetime import datetime
from config import APP_KEY
Générer tous les tickers TTF FV expirés Jan 2020 → Mar 2026
root = "TFMBMFV"
ref_year = datetime.now().year
start = datetime(2020, 1, 1)
end = datetime(2026, 4, 1)
tickers = []
cur = start
while cur < end:
code = MONTH_CODES[cur.month]
suffix = _year_suffix(root, cur.year, ref_year)
tickers.append(f"{root}{code}{suffix}^2")
cur += relativedelta(months=1)
print(f"{len(tickers)} tickers générés ({tickers[0]} → {tickers[-1]})")
ld.open_session(app_key=APP_KEY)
print(f"\n{'Ticker':<20} {'Lignes':>6} {'Date min':<12} {'Date max'}")
print("-" * 55)
for t in tickers:
try:
df = ld.get_history([t], ["TR.SettlementPrice"],
start="2020-01-01", end="2026-05-07", interval="1d")
if df is not None and not df.empty:
print(f"✅ {t:<18} {df.shape[0]:>6} {str(df.index.min().date()):<12} {df.index.max().date()}")
else:
print(f"⬜ {t:<18} vide")
except Exception as e:
print(f"❌ {t:<18} {str(e)[:50]}")
ld.close_session()
75 tickers générés (TFMBMFVF0^2 → TFMBMFVH6^2)
Ticker Lignes Date min Date max
✅ TFMBMFVF0^2 1 2019-12-30 2019-12-30
✅ TFMBMFVG0^2 22 2019-12-31 2020-01-30
✅ TFMBMFVH0^2 42 2019-12-31 2020-02-27
✅ TFMBMFVJ0^2 64 2019-12-31 2020-03-30
✅ TFMBMFVK0^2 84 2019-12-31 2020-04-29
✅ TFMBMFVM0^2 105 2019-12-31 2020-05-28
✅ TFMBMFVN0^2 127 2019-12-31 2020-06-29
✅ TFMBMFVQ0^2 150 2019-12-31 2020-07-30
✅ TFMBMFVU0^2 170 2019-12-31 2020-08-27
✅ TFMBMFVV0^2 193 2019-12-31 2020-09-29
✅ TFMBMFVX0^2 215 2019-12-31 2020-10-29
✅ TFMBMFVZ0^2 236 2019-12-31 2020-11-27
✅ TFMBMFVF1^2 258 2019-12-31 2020-12-30
✅ TFMBMFVG1^2 278 2019-12-31 2021-01-28
✅ TFMBMFVH1^2 298 2019-12-31 2021-02-25
✅ TFMBMFVJ1^2 321 2019-12-31 2021-03-30
✅ TFMBMFVK1^2 341 2019-12-31 2021-04-29
✅ TFMBMFVM1^2 361 2019-12-31 2021-05-27
✅ TFMBMFVN1^2 384 2019-12-31 2021-06-29
✅ TFMBMFVQ1^2 406 2019-12-31 2021-07-29
✅ TFMBMFVU1^2 427 2019-12-31 2021-08-27
✅ TFMBMFVV1^2 450 2019-12-31 2021-09-29
✅ TFMBMFVX1^2 471 2019-12-31 2021-10-28
✅ TFMBMFVZ1^2 493 2019-12-31 2021-11-29
✅ TFMBMFVF2^2 516 2019-12-31 2021-12-30
✅ TFMBMFVG2^2 537 2019-12-31 2022-01-28
✅ TFMBMFVH2^2 516 2019-12-31 2021-12-30
✅ TFMBMFVJ2^2 580 2019-12-31 2022-03-30
✅ TFMBMFVK2^2 599 2019-12-31 2022-04-28
✅ TFMBMFVM2^2 621 2019-12-31 2022-05-30
✅ TFMBMFVN2^2 643 2019-12-31 2022-06-29
✅ TFMBMFVQ2^2 664 2019-12-31 2022-07-28
✅ TFMBMFVU2^2 687 2019-12-31 2022-08-30
✅ TFMBMFVV2^2 709 2019-12-31 2022-09-29
✅ TFMBMFVX2^2 730 2019-12-31 2022-10-28
✅ TFMBMFVZ2^2 752 2019-12-31 2022-11-29
✅ TFMBMFVF3^2 773 2019-12-31 2022-12-29
✅ TFMBMFVG3^2 795 2019-12-31 2023-01-30
✅ TFMBMFVH3^2 815 2019-12-31 2023-02-27
✅ TFMBMFVJ3^2 838 2019-12-31 2023-03-30
✅ TFMBMFVK3^2 856 2019-12-31 2023-04-27
✅ TFMBMFVM3^2 879 2019-12-31 2023-05-30
✅ TFMBMFVN3^2 901 2019-12-31 2023-06-29
✅ TFMBMFVQ3^2 922 2019-12-31 2023-07-28
✅ TFMBMFVU3^2 945 2019-12-31 2023-08-30
✅ TFMBMFVV3^2 966 2019-12-31 2023-09-28
✅ TFMBMFVX3^2 988 2019-12-31 2023-10-30
✅ TFMBMFVZ3^2 1010 2019-12-31 2023-11-29
✅ TFMBMFVF4^2 1029 2019-12-31 2023-12-28
✅ TFMBMFVG4^2 1051 2019-12-31 2024-01-30
✅ TFMBMFVH4^2 1072 2019-12-31 2024-02-28
✅ TFMBMFVJ4^2 1092 2019-12-31 2024-03-27
✅ TFMBMFVK4^2 1113 2019-12-31 2024-04-29
✅ TFMBMFVM4^2 1136 2019-12-31 2024-05-30
✅ TFMBMFVN4^2 1156 2019-12-31 2024-06-27
✅ TFMBMFVQ4^2 1179 2019-12-31 2024-07-30
✅ TFMBMFVU4^2 1201 2019-12-31 2024-08-29
✅ TFMBMFVV4^2 1222 2019-12-31 2024-09-27
❌ TFMBMFVX4^2 Unable to collect data for the field 'TR.SETTLEMEN
✅ TFMBMFVZ4^2 1266 2019-12-31 2024-11-28
✅ TFMBMFVF5^2 1286 2019-12-31 2024-12-30
✅ TFMBMFVG5^2 1308 2019-12-31 2025-01-30
✅ TFMBMFVH5^2 1328 2019-12-31 2025-02-27
✅ TFMBMFVJ5^2 1349 2019-12-31 2025-03-28
❌ TFMBMFVK5^2 Unable to resolve all requested identifiers in ['T
⬜ TFMBMFVM5^2 vide
⬜ TFMBMFVN5^2 vide
⬜ TFMBMFVQ5^2 vide
⬜ TFMBMFVU5^2 vide
⬜ TFMBMFVV5^2 vide
⬜ TFMBMFVX5^2 vide
⬜ TFMBMFVZ5^2 vide
⬜ TFMBMFVF6^2 vide
✅ TFMBMFVG6^2 1564 2019-12-31 2026-01-29
✅ TFMBMFVH6^2 1584 2019-12-31 2026-02-26
We have checked the data for the below RIC's the data is available Workspace chart.
TFMBMFVK5^2
TFMBMFVM5^2
TFMBMFVN5^2
TFMBMFVQ5^2
TFMBMFVU5^2
TFMBMFVV5^2
TFMBMFVX5^2
TFMBMFVZ5^2
TFMBMFVF6^2
