Continuation Contracts using Eikon .NET API

Alan Tam123
Alan Tam123 LSEG
in Eikon COM

I am trying to pull continuation contract (XXXc1, XXXc2, XXXc3) settlement data via the Eikon .NET API and there are a few instruments it doesn’t work for e.g. JKM and SEP.


When I use the Eikon Excel addin I can pull the data fine, but not when I implement in C#. I know my code works because it works for other instruments like NCFM, YBV, NEA, SEF.


Even more unusual is I can pull JKMc1 and JKMc2 but not JKMc3 onwards.


Is there anything to check which might explain why I can’t access the data?

Tagged:

Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    I just tried retrieving timeseries of close values for JKMc3 and SEPc1 using ITimeSeriesDataRequest interface, and I had no problem retrieving the data. Do you have any events (OnDataReceived and/or OnStatusUpdated) triggered when you send the request?

Categories