How can I get historical data for SPX3MO=R using the Python API?

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Paco Sebastian.Sunico
Paco Sebastian.Sunico LSEG
in Eikon Data APIs

I'm trying to retrieve the historical data for SPX3MO=R using the Python API. CF_CLOSE, CF_LAST fields as available, but they only give me the current data. However, when I open the daily charts I see the historical data is available. Can you please advise?


Sample formula used: ek.get_data("SPX3MO=R", "HST_CLOSE", {'SDate':'2020-04-30'})


I would like to see historical data at the longer date. Looking forward for your help.

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  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @Paco Sebastian.Sunico

    The following provides me with historical data

    ric = 'SPX3MO=R'
    startdate = '2015-01-01T00:00:00'
    enddate = '2020-05-12T00:00:00'
    interval = 'daily'
     
    df = ek.get_timeseries(
            [ric],
            start_date=startdate,
            end_date=enddate,
            interval=interval )
    print(df)

    outputs:

    SPX3MO=R    
    VALUE Date             
    2015-01-02  15.37 
    2015-01-05  16.74 
    2015-01-06  17.53 
    2015-01-07  16.45 
    2015-01-08  14.97 
    ...           ... 
    2020-05-06  29.86 
    2020-05-07  28.00 
    2020-05-08  25.70 
    2020-05-11  24.70 
    2020-05-12  28.22

    You can find more details on the get_timeseries method here

    Note that not all the time intervals + fields listed in the documentation are available for all RICs.

    If you do want to discuss what data is available you can create a Content ticket via MyRefinitiv


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