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kkonno avatar image
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How to get histrical data of LME Copper future spreads using Eikon API

I am currently trying to get historical data of spreads between specific contract months of LME copper futures with the following python API code.


df, _ = ek.get_data(['CMCUF21-G21'], fields=['TR.TSVWAP.Date', 'TR.TSVWAP'], parameters={'SDate':SDate,'EDate':EDate})


In this case, when I specify a contract month prior to 2022 as above, an empty dataframe is returned.

Does this mean no available data is stored? Or if there is any way to retrieve the data, we would appreciate it if you could let us know.

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kkonno avatar image kkonno
Variable SDate and EDate are the specific dates covering the enough period to get data.

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raksina.samasiri avatar image
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Hi @kkonno ,

I've tried printing the error message and found the error below

Unable to resolve all requested identifiers.

1698400767856.png

As this forum is dedicated to software developers using Refinitiv APIs. The moderators on this forum do not have deep expertise in every bit of content available through Refinitiv products, which is required to answer content questions such as this one.

The best resource for the content questions is the Eikon support team, which can be reached by submitting queries through MyRefinitv. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

Hope this helps and please let me know in case you have any further questions


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