Futures historical prices adjusted by ratio

wmar

How can I retrieve the continuous future adjusted by ratio in Eikon, for instance for CL1 contract?

aramyan.h

Hi @wmar ,

I am not sure if I got your question correct, particularly what is meant by future adjusted by ratio (I am not a content expert so if you could elaborate a bit that would help), however I think the RIC guide on foutures continuation RICs can be helpful. Please see below, which you may find also in Workspace by typing RIC rules and selecting respective items.

After finding the RIC you are after you, you may use our latest RD libraries for Python to request historical prices:

import refinitiv.data as rd
rd.open_session()
rd.get_history("CLc1", start = '2000-01-01', end = '2023-05-01')

Hope this helps.

Best regards,

Haykaz

wmar

Hi Haykaz , thanks for your kind help. I checked with a data specialist at refinitiv and actually this kind of ratio adjustment is not available on the platform.

Best,

marc

aramyan.h

https://community.developers.refinitiv.com/discussion/comment/105805#Comment_105805

Hi Marc,

Thank you for providing the update here.

Best regards,

Haykaz