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Query Expiration Date of a Futures Contract

Working within the IDE, has anyone found a quick way to query the expiration date of a specific contract? For example, if I get the chain for TY, and then wanted the expiration date of the first and second dated contracts...

chain = data.current_chain(continuous_future('TY'))  
front_dated = chain[0]  
### Get expiration date of chain[0] here  
second_dated = chain[1]  
### Get expiration date of chain[1] here  

Thanks

3 responses

Hi Frank,

You can reference the expiration date (end_date) attribute of a future contract using dot notation. For example:

front_dated = chain[0]  
front_exp = front_dated.end_date  

Similarly, you can get other attributes like the contract's multiplier, tick_size and auto_close_date.

I hope this helps.

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Thank you Ernesto, this helps greatly. Is there a list of the attributes available in the API docs somewhere? I was not able to locate.

Hi Frank,

Lesson 2 of the Getting Started with Futures tutorial has a list of attributes.

Best,