Extracting Historic Timeseries Data for 0#SOY: | Johannesburg Stock Exchange Soybean Commodity Fu...

...ture Chain | Johannesburg Stock Exchange | South Africa | ZAR Using Eikon API R

I'm trying to use the Eikon API for R to extract the historic timeseries data for:

0#SOY: | Johannesburg Stock Exchange Soybean Commodity Future Chain | Johannesburg Stock Exchange | South Africa | ZAR

I'm not having any luck. I'm using the get_timeseries() function.

First off, I'm not sure if I'm using the correct naming for the RIC. I think the problem is that this commodity has contract for March, May, July, September and November.

Everything I've tried doesn't seem to work.

Can anyone assist me on this please?

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Accepted answers

Alex Putkov.1

Here's an example using eikonapir package

library(eikonapir)
set_app_key('USE_YOUR_APP_KEY_HERE')
instr_df <- get_data('0#SOY:','DSPLY_NAME')
df <- get_timeseries(instr_df[['Instrument']], start_date='2021-01-01T00:00:00', end_date='2021-07-19T00:00:00')
df

All comments

Alex Putkov.1

Here's an example using eikonapir package

library(eikonapir)
set_app_key('USE_YOUR_APP_KEY_HERE')
instr_df <- get_data('0#SOY:','DSPLY_NAME')
df <- get_timeseries(instr_df[['Instrument']], start_date='2021-01-01T00:00:00', end_date='2021-07-19T00:00:00')
df

devilliersk

Thank you. I was able to retrieve the information for the active instruments, but these instruments only show the data for when their contract year starting, and the previous contract year instruments also only hold data from one year back, therefore all the historical data until one year back is missing.

I see the seasonality chart for 0#SOY: has all the available historical data from 2014. Is there some way to retrieve these specific data?

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