Eikon API get_data TR.SETTLEMENTPRICE returns time series, SETTLE only latest point, how to get m...

arndf

...ore SETTLE data?

Looking at coal futures ATWMc1, the following request returns last weeks settlements

df, err= ek.get_data('ATWMc1', ['TR.SETTLEMENTPRICE.date', 'TR.SETTLEMENTPRICE'], {'SDate':'-5D', 'EDate':'0D'})
df

whereas

df, err= ek.get_data('ATWMc1', ['SETTLE', 'SETTLEDATE'], {'SDate':'-5D', 'EDate':'0D'})
df

only returns the last settlement.

Values seem to differ (the lower is the correct settlement price from the ICE).

How to download a time series based on SETTLE (and what is returned in the first query, it's not the settlement for sure...)?

Thanks for your help!

chavalit-jintamalit

Hi @arndf

You can use Data Item Browser to check that the "SETTLE" and "SETTLEDATE" fields do not support timeseries.

Here is tutorial on how to use Data Item Browser.