closing price v.s. settlement price

chong.xu
chong.xu Explorer
in Eikon Data APIs

Hi,

I was trying to migrate a formula form Excel to Python API. The excel formula is below:

=RHistory({"CZCF9"},".Timestamp;OFF_CLOSE;","START:42005 END:43392 INTERVAL:1D",,"TSREPEAT:NO SORT:ASC CH:Fd",G11)

When I used Eikon Python API

ek.get_timeseries( ['CZCF9'], 'OFF_CLOSE')

I could not retrieve the data. If 'CLOSE' was used as field name, there were data returned. However, returned prices were settlement prices from the exchange, NOT the actual closing price.

How could I get the closing price via Python API? Thanks

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @chong.xu the time series that you can get through the beta python API is limited to only one default view, which for CZCF9 is the last trade data. Access to all historical fields is going to be added in one of the future releases.

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