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

Question

Question by arndf · Apr 27 at 03:01 PM · eikon api time series settlement price settle settledate

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!

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Answer 1 · 2020-04-28T02:07:02Z

Best Answer

Answer by chavalit.jintamalit · Apr 28 at 02:07 AM

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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