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TBill Maturity date

 

I have scoured the API (C++) and am trying to figure out how to find the maturity date of a TBILL.
I have stepped through the fields of ContractDetails in my Visual Studio IDE, but any fields such as expiration , maturity etc are empty.
For bonds, I can look at the name and parse the string, but for T BILLS, it seems like I am out of luck. I just have the contract ID.
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Has anybody solved this issue?
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Thx,
Dave Linenberg
 

开云体育

It might help if you give us a concrete example. The contract id would do for a start.

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Richard

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Sure - Right now, in my portfolio and in my risk management software, I am trying to find out the maturity for:?
TBILL:? ?CON_ID: 756373753? ??This is a Jul 24, 2025 91279PF8 contract, which I can see in my portfolio. And I can use IBKR TWS platform to ask about the description, which comes up with CUSIP, ISIN, Maturity Date etc (from the trading platform, not the API).? ?Ideally, I would be able to get that symbol string, and parse the maturity date from the contract details in the API. But I don't see it in my request of contract details.? ? From the platform, description comes up with a msg box - would love to get the Maturity Date in the API!
Underlying ???? US-T ?
Coupon ???? No Coupon ?
Currency ???? USD ?
?
Bond?Description
Symbol ???? IBCID756373753 ?
Security?Type ???? BILL ?
Exchange ???? SMART ?
CUSIP ???? 912797PF8 ?
ISIN ???? US912797PF82 ?
Issue?Date ???? JAN 23 '25 ?
?
Details
Exchange?Listed ???? No ?
?
Issuer?Information
Bond?Issuer?Type ???? GOVT ?
Face?value ???? 1000.0 ?
Maturity?Date ???? JUL 24 '25 ?
Contract?ID ???? 756373753 ?
Min.?Tick?Size ????
0.00001???? Min_Tick_Size

 

开云体育

The ContractDetails class does indeed contain a Maturity field in the source code.

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In the C-Sharp API it’s defined like this:

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?????? /**

??????? * @brief he date on which the issuer must repay the face value of the bond.

??????? * This field is currently not available from the TWS API.

??????? * For Bonds only. Not currently implemented due to bond market data restrictions.

??????? */

?????? public string Maturity

?????? {

?????????? //! @cond

?????????? get;

?????????? set;

?????????? //! @endcond

?????? }

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So it looks like you’re out of luck. All you get is a blank field.

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Richard

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Thanks for verifying.? Disappointing. For bills, the name of the instrument doesn't have the date in it. But for bonds, I can pass the maturity date from the name and have had some luck converting that to something I can use in my software.?

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