Historical futures prices

Good afternoon,

I need to download the historical futures prices on brent oil for the period jan-march of 2020 with expiration in april 2020 . How i can do it ?

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Accepted answers

Alex Putkov.1

Brent future that expires in April is the June contract. The RIC code for June 2020 contract is LCOM0^2. To retrieve close price history for it between your dates use

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
rdp.get_historical_price_summaries('LCOM0^2',
                                   fields=['TRDPRC_1'],
                                   start = '2020-01-01',
                                   end = '2020-03-31')

All comments

Alex Putkov.1

Brent future that expires in April is the June contract. The RIC code for June 2020 contract is LCOM0^2. To retrieve close price history for it between your dates use

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
rdp.get_historical_price_summaries('LCOM0^2',
                                   fields=['TRDPRC_1'],
                                   start = '2020-01-01',
                                   end = '2020-03-31')

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