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

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)