Back adjusted EoD continuous series, Tick History Rest API

APTC

Hello, I am currently extracting data using the Tick History Rest API in Python. I have trialled this on Ric codes ESc1 (and ESv1 ). Regarding back adjusted continuous series, from my understanding the EoD series ESc1 (and ESv1) we are extracting is continuous but unadjusted (simply the raw continuous stitched front-month data). I have gone through the fields to see if there any EoD fields which would be reflective of an adjusted series for contract rolls but cannot see any. Is there a way to request or construct a back-adjusted continuous series directly from your API?

Jirapongse

@APTC

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in content available in the Tick History product, which is required to answer content questions such as this one.

You can refer to the Data Dictionary - LSEG Tick History Custom Reporting identifying the data available from LSEG Tick History custom reporting.

Otherwise, please contact the Tick History support team directly via LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.