How to get access to NDA_RAW data for timeseries in Python

Hi, in Excel I use the following function to get OHLC data for futures conttracts:

=RHistory("EScv1","NDA_RAW.Nda_date;"&"NDA_RAW.Nda_open;"&"NDA_RAW.Nda_high;"&"NDA_RAW.Nda_last;"&"NDA_RAW.Nda_settle;"&"NDA_RAW.Nda_last","INTERVAL:1D",,"CH:Fd",E4)

How can I retrieve the same info using the Python API?

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Accepted answers

Alex Putkov.1

If you need the last traded price, then per the suggestion in one of the threads I referenced use get_data method instead of get_timeseries. In the expression below for this future TR.CLOSEPRICE corresponds to NDA_RAW.Nda_last.

ek.get_data('EScv1', ['TR.CLOSEPRICE.date', 'TR.CLOSEPRICE', 
    'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.SETTLEMENTPRICE'], 
    {'SDate':'-1M', 'EDate':'0D'})

All comments

Alex Putkov.1

The following call will get you the same fields as listed on your RHistory example except NDA_RAW.Nda_last.

ek.get_timeseries('EScv1',['OPEN','HIGH','CLOSE'])

The answers provided on the two threads below also apply to your question.
https://community.developers.refinitiv.com/questions/20918/time-series-data-types-for-python-api.html

https://community.developers.refinitiv.com/questions/20332/eikon-python-api-get-timeseries-bidask.html

jerome

Thanks Alex, but I MUST have the last traded price of the future's contract. The Close or Settle is NOT what I am looking for. Why doesn't the Python API support the same functions as the Excel API?

How can I solve this, since this is the MAIN reason I chose to use Eikon

Alex Putkov.1

ek.get_data('EScv1', ['TR.CLOSEPRICE.date', 'TR.CLOSEPRICE', 
    'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.SETTLEMENTPRICE'], 
    {'SDate':'-1M', 'EDate':'0D'})

jerome

Thanks Alex! That solved my problem. The close is indeed the correct price I am looking for! Thanks very very much!!

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