How to get the python equivalent for getting basis,last and contract

bibin.jose
bibin.jose Newcomer
in Eikon Data APIs

Excel is giving the results with RHistory

image


I am getting basis using python with GET_TIMESERIES and GET_DATA.

But I am unable to get the results for Contract month and last price. I doubt i am passing a wrong field name.

Looking in the data item browser also not helping

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Seems like the get_timeseries don't have the data.

But I don't have the right field names for get_data.

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @bibin.jose,

    To help you understand what you are able to do today with the Eikon Data API is to filter the fields that support your requirements within the Data Item Browser. For example, in the screenshot below, I'm selecting only those fields that have historical values captured:

    image

    The historical contract month and last price fields are not available.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    I'm afraid Eikon Data APIs are not yet on par with data retrieval capabilities available through Excel or legacy Eikon APIs. At the moment the only Eikon APIs that are capable of retrieving the data you're after are legacy Eikon .NET APIs and RHistory library of Eikon COM APIs (the latter can only be used in Excel VBA).

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