Get settle price using get_timeseries

I am using get_timeseries to collect the historical settle price of Futures. According to the collected observations and the talk with Reuters support team, the close price collected via get_timeseries is the last trade price of Futures, not the settle price. Is there an approach that i can retrieve the settle price of Futures historically?

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Accepted answers

Zhenya Kovalyov

@leiy you can get some time series from the reference database. This gives you the settlement date for the last three months:

df, e = ek.get_data('EDc1', ['TR.SettlementPrice.date', 'TR.SettlementPrice.value'],{'SDate':'0D', 'EDate':'-3AM'})

All comments

Zhenya Kovalyov

@leiy you can get some time series from the reference database. This gives you the settlement date for the last three months:

df, e = ek.get_data('EDc1', ['TR.SettlementPrice.date', 'TR.SettlementPrice.value'],{'SDate':'0D', 'EDate':'-3AM'})

leiy

Thanks for the suggestion. Can you please explain a little on the meaning of the parameters SDate and Edate?

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