I want to get time series data for some futures contracts that are expired. Taking the example in the 'rules2' dialogue box, zbu4^0, i want to download the time series history for this instrument. When i try this in the api, i get an error/not found. my goal is to download the last 10 years of contracts for brent crude (LCO) and WTI crude
secondly, I wish to download the sectors for a list of equity tickers. Can you advise what methods I use?
lastly, in downloading the time series for a list of equity tickers, i notice that the adjusted close is not displayed, only the actual close, how do i get adjusted close?
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expired RICS in the api
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Thank you for reaching out to us.
For the first question, please refer to the Reconstructing RICs for expired futures contracts article which demonstrates how to reconstruct expired futures for the purpose of getting historical prices.
For the second question, you use the Data Item Browser tool to search for the fields that can provide the requested data. For example, the TR.TRBCEconomicSector field returns the Refinitiv Business Classification Economic Sector Description.
df = rd.get_data( ['AAPL.O','CART.O'], ['TR.TRBCEconomicSector']) df
For the last question, the get_history method of the Refinitiv Data Library for Python supports the adjustments parameter that tells the system whether to apply or not apply CORAX (Corporate Actions).
get_history(universe: Union[str, Iterable[str]], fields: Union[str, Iterable[str], NoneType] = None, interval: Union[str, NoneType] = None, start: 'OptDateTime' = None, end: 'OptDateTime' = None, adjustments: Union[str, NoneType] = None, count: Union[int, NoneType] = None, use_field_names_in_headers: bool = False, parameters: Union[str, dict, NoneType] = None) -> pandas.core.frame.DataFrame
Retrieves the pricing history, as well as Fundamental and Reference data history.
Parameters
----------
...
adjustments : str, optional
Tells the system whether to apply or not apply CORAX (Corporate Actions)
events or exchange/manual corrections or price and volume adjustment
according to trade/quote qualifier summarization actions to historical time
series data. Possible values are:
exchangeCorrection, manualCorrection, CCH, CRE, RTS, RPO, unadjusted,
qualifiers
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1. where can i find the fields for the dataframe that gets returned. I cannot see this in the docs
2. what is the field for the close price on futures, the dib tool has so many close prices. simply using tr.closeprice does not actually pull values (they are na) on dates in the price history (on the desktop app) where close prices existed. (pls sanity check this yourself so you see what I mean)
Please share the code that you are using.
This forum is more for programming type queries, rather than content queries. You can contact the helpdesk support team directly via MyRefinitiv to verify the content or get fields for the required data.
