Expired contracts data using eikon api

varun.divakar

Hi,

I am trying to get the data for 2019 August contract of Brent Crude oil. The code I have written is:

df, ek = e.get_data('LCOQ9^1',

['TR.SETTLEMENTPRICE .date','TR.SETTLEMENTPRICE '], {'SDate':'-3M', 'EDate':'0D' })

The output:

NaN TR.SETTLEMENTPRICE .DATE TR.SETTLEMENTPRICE

0 LCOQ9^1 NaN NaN

I have also used CLOSEPRICE in place of SETTLEMENTPRICE, but still getting NaN.

There is no error message.

I have referred to this post on the forum:

https://community.developers.refinitiv.com/questions/58620/request-expired-commodity-futures-with-get-data.html

Gurpreet

Hello @varun.divakar

I tried expanding the time range, and was able to get some data. Seems like you have to include the time range when this contract was active. See if this works for you.

>>> ek.get_data('LCOQ9^1', ['TR.SETTLEMENTPRICE.date','TR.SETTLEMENTPRICE'], {'SDate':'-12M', 'EDate':'0D' })
(    Instrument                  Date  Settlement Price
0      LCOQ9^1  2019-04-30T00:00:00Z             71.45
1      LCOQ9^1  2019-05-01T00:00:00Z             71.50
2      LCOQ9^1  2019-05-02T00:00:00Z             70.02
3      LCOQ9^1  2019-05-03T00:00:00Z             70.03
4      LCOQ9^1  2019-05-06T00:00:00Z             70.37
5      LCOQ9^1  2019-05-07T00:00:00Z             69.07
6      LCOQ9^1  2019-05-08T00:00:00Z             69.62
7      LCOQ9^1  2019-05-09T00:00:00Z             69.48
8      LCOQ9^1  2019-05-10T00:00:00Z             69.64
9      LCOQ9^1  2019-05-13T00:00:00Z             69.31
10     LCOQ9^1  2019-05-14T00:00:00Z             70.31
11     LCOQ9^1  2019-05-15T00:00:00Z             70.90
12     LCOQ9^1  2019-05-16T00:00:00Z             71.70
13     LCOQ9^1  2019-05-17T00:00:00Z             71.26
14     LCOQ9^1  2019-05-20T00:00:00Z             71.16
15     LCOQ9^1  2019-05-21T00:00:00Z             71.31
16     LCOQ9^1  2019-05-22T00:00:00Z             69.99
17     LCOQ9^1  2019-05-23T00:00:00Z             66.50
18     LCOQ9^1  2019-05-24T00:00:00Z             67.47
19     LCOQ9^1  2019-05-27T00:00:00Z             68.77
20     LCOQ9^1  2019-05-28T00:00:00Z             68.67
21     LCOQ9^1  2019-05-29T00:00:00Z             67.87
22     LCOQ9^1  2019-05-30T00:00:00Z             65.33
23     LCOQ9^1  2019-05-31T00:00:00Z             61.99
24     LCOQ9^1  2019-06-03T00:00:00Z             61.28
25     LCOQ9^1  2019-06-04T00:00:00Z             61.97
26     LCOQ9^1  2019-06-05T00:00:00Z             60.63
27     LCOQ9^1  2019-06-06T00:00:00Z             61.67
28     LCOQ9^1  2019-06-07T00:00:00Z             63.29
29     LCOQ9^1  2019-06-10T00:00:00Z             62.29
..         ...                   ...               ...
251    LCOQ9^1  2020-04-15T00:00:00Z               NaN
252    LCOQ9^1  2020-04-16T00:00:00Z               NaN
253    LCOQ9^1  2020-04-17T00:00:00Z               NaN
254    LCOQ9^1  2020-04-20T00:00:00Z               NaN
255    LCOQ9^1  2020-04-21T00:00:00Z               NaN
256    LCOQ9^1  2020-04-22T00:00:00Z               NaN
257    LCOQ9^1  2020-04-23T00:00:00Z               NaN
258    LCOQ9^1  2020-04-24T00:00:00Z               NaN
259    LCOQ9^1  2020-04-27T00:00:00Z               NaN
260    LCOQ9^1  2020-04-28T00:00:00Z               NaN
261    LCOQ9^1  2020-04-29T00:00:00Z               NaN
262    LCOQ9^1  2020-04-30T00:00:00Z               NaN
263    LCOQ9^1  2020-05-01T00:00:00Z               NaN
264    LCOQ9^1  2020-05-04T00:00:00Z               NaN
265    LCOQ9^1  2020-05-05T00:00:00Z               NaN
266    LCOQ9^1  2020-05-06T00:00:00Z               NaN
267    LCOQ9^1  2020-05-07T00:00:00Z               NaN
268    LCOQ9^1  2020-05-08T00:00:00Z               NaN
269    LCOQ9^1  2020-05-11T00:00:00Z               NaN
270    LCOQ9^1  2020-05-12T00:00:00Z               NaN
271    LCOQ9^1  2020-05-13T00:00:00Z               NaN
272    LCOQ9^1  2020-05-14T00:00:00Z               NaN
273    LCOQ9^1  2020-05-15T00:00:00Z               NaN
274    LCOQ9^1  2020-05-18T00:00:00Z               NaN
275    LCOQ9^1  2020-05-19T00:00:00Z               NaN
276    LCOQ9^1  2020-05-20T00:00:00Z               NaN
277    LCOQ9^1  2020-05-21T00:00:00Z               NaN
278    LCOQ9^1  2020-05-22T00:00:00Z               NaN
279    LCOQ9^1  2020-05-25T00:00:00Z               NaN
280    LCOQ9^1  2020-05-26T00:00:00Z               NaN