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abhichikara avatar image
9 ●2 ●3 ●3

Is there a way to get the future continuous contracts for a long time period directly from Eikon APi ?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apifutures
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @abhichikara

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@abhichikara

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@abhichikara

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

2 Answers

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Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

@abhichikara

I'm not sure I fully understand the question, but one way I can interpret it is that you're looking to retrieve timeseries of price history for a continuous future. If this is the case, here's an example retrieving close price history for the nearest NYMEX crude oil (WTI) future:

ek.get_data('CLc1',['TR.CLOSEPRICE.date','TR.CLOSEPRICE'],
            {'SDate':'2019-01-01','EDate':'0D'})
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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @abhichikara

I would suggest that you contact the Refinitiv Content Helpdesk at https://my.refinitiv.com/ to clarify if there are any instruments and fields carrying the information you are looking for.

If helpdesk can provide you with such information and allow you to retrieve the data using TR function in Eikon Excel, you can replicate the same on Eikon Data API(Python)

Here is an example code:

df,e = ek.get_data(['IBM.N','0005.HK'],['TR.ClosePrice','BID','ASK']
print(df)
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