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arndf avatar image
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Eikon API get_data TR.SETTLEMENTPRICE returns time series, SETTLE only latest point, how to get more SETTLE data?

Looking at coal futures ATWMc1, the following request returns last weeks settlements

df, err= ek.get_data('ATWMc1', ['TR.SETTLEMENTPRICE.date', 'TR.SETTLEMENTPRICE'], {'SDate':'-5D', 'EDate':'0D'})
df

whereas

df, err= ek.get_data('ATWMc1', ['SETTLE', 'SETTLEDATE'], {'SDate':'-5D', 'EDate':'0D'})
df

only returns the last settlement.

Values seem to differ (the lower is the correct settlement price from the ICE).

How to download a time series based on SETTLE (and what is returned in the first query, it's not the settlement for sure...)?

Thanks for your help!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-seriessettlement
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1 Answer

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chavalit-jintamalit avatar image
18.1k ●21 ●12 ●21

Hi @arndf

You can use Data Item Browser to check that the "SETTLE" and "SETTLEDATE" fields do not support timeseries.


Here is tutorial on how to use Data Item Browser.


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