Pulling data for Calendar Spreads

Asher
Asher Newcomer
edited March 12 in Eikon Data APIs

http://ld.discovery.search(
view = ld.discovery.Views.SEARCH_ALL,
filter = "RCSAssetCategoryLeaf eq 'Commodity Future' and TickerSymbol eq 'CT' and ExpiryDate ne null and PrimaryChainRIC eq '0#CT-:'",
select = "RIC,DocumentTitle,ExpiryDate",
top = 1000
)


So I want to adjust this so I can pull all calendar spread data from active and inactive series

I would also want to be able to make a like for like comparison between the same spreads

Example Jul/Dec spread how could I be able to do seasonality analysis on this spread year to year etc

Thank you

Answers