Excel is giving the results with RHistory
I am getting basis using python with GET_TIMESERIES and GET_DATA.
But I am unable to get the results for Contract month and last price. I doubt i am passing a wrong field name.
Looking in the data item browser also not helping
Seems like the get_timeseries don't have the data.
But I don't have the right field names for get_data.
To help you understand what you are able to do today with the Eikon Data API is to filter the fields that support your requirements within the Data Item Browser. For example, in the screenshot below, I'm selecting only those fields that have historical values captured:
The historical contract month and last price fields are not available.
I'm afraid Eikon Data APIs are not yet on par with data retrieval capabilities available through Excel or legacy Eikon APIs. At the moment the only Eikon APIs that are capable of retrieving the data you're after are legacy Eikon .NET APIs and RHistory library of Eikon COM APIs (the latter can only be used in Excel VBA).