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wmar avatar image
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Futures historical prices adjusted by ratio

How can I retrieve the continuous future adjusted by ratio in Eikon, for instance for CL1 contract?

eikon-data-apirdp-api#contenthistoricalfutures
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Jirapongse avatar image   Jirapongse

@wmar

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

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aramyan.h avatar image
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Hi @wmar ,


I am not sure if I got your question correct, particularly what is meant by future adjusted by ratio (I am not a content expert so if you could elaborate a bit that would help), however I think the RIC guide on foutures continuation RICs can be helpful. Please see below, which you may find also in Workspace by typing RIC rules and selecting respective items.

screenshot-2023-06-07-at-103024.png


After finding the RIC you are after you, you may use our latest RD libraries for Python to request historical prices:

import refinitiv.data as rd
rd.open_session()
rd.get_history("CLc1", start = '2000-01-01', end = '2023-05-01')

screenshot-2023-06-07-at-103729.png

Hope this helps.


Best regards,

Haykaz


screenshot-2023-06-07-at-103024.png (386.0 KiB)
screenshot-2023-06-07-at-103729.png (278.9 KiB)
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wmar avatar image
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Hi Haykaz , thanks for your kind help. I checked with a data specialist at refinitiv and actually this kind of ratio adjustment is not available on the platform.


Best,

marc


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aramyan.h avatar image aramyan.h
Hi Marc,


Thank you for providing the update here.


Best regards,

Haykaz

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