Hi - The following code correctly populates RIC ULSDCALMc1, c2 ... , c15 except c4 for the period 10/29/21-onwards. Could you pls investigate?
@Corey.Stewart ;
NumRics = 16
today = date.today().strftime('%Y-%m-%d')
contract = 'ULSDCALMc'
riclist = ["{}{}".format(contract, i) for i in range(1, NumRics, 1)]
df30 = ek.get_timeseries(riclist, 'close',
start_date='2017-01-01',
end_date=today, interval='weekly')
df30['Date1'] = df30.index
df30_unpivot = pd.melt(df30, id_vars=['Date1'], value_vars=riclist)
df30_unpivot = df30_unpivot.rename(columns={'CLOSE': 'RICName', 'value': 'RICValue'})
df30_unpivot.to_csv(pricespath + "ULSDCALM_melt_frek.csv")
df30.reset_index('Date', inplace=True)
# df30 = df30.interpolate(method='linear')
df30.to_csv(pricespath + "ULSDCALM_frek_test.csv")