Python code to retrieve historical point in time daily futures curve (replicate Eikon for Excel b...

greg.tyng

...elow)

Python code to create this dataframe starting with row 10 (skip row 11)

greg.tyng

This one works...

contract = 'DCSc'

riclist = ["{}{}".format(contract, i) for i in range(1,13,1)]
print(riclist)

df = ek.get_timeseries(riclist,'close',
start_date='20140101',
end_date='20190401', interval='daily')

df.reset_index('Date', inplace=True)

df['Date'] = df['Date'].dt.strftime('%Y%m%d')
print(df)