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I would like to get historical price, open interest and volume from Eurex futures, however, ek.get_timeseries() is not working and e.get_data() gives me only the values of the day, altough I have specified sdate and edate:
df, err = ek.get_data('VOWG_p2Q1',
['CF_DATE', 'CF_CLOSE','SETTLE'],
{'SDate': 0, 'EDate': -15, 'Frq':'D' })
How can I retrieve the data?
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Hi,
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Thanks,
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{'SDate': 0, 'EDate': -15, 'Frq':'D' } should be replaced by {'SDate': -15, 'EDate': 0, 'Frq':'D' }
And CLOSE field is a relatime data. You have to request TR.CLOSEPRICE to get historical.
But it seems that historical price for Eurex futures isn't available.
I requested timeserie in EXCEL and I got NULL value :
Hi @laturnus
To get the timeseries of settlement prices please try this:
ek.get_data('VOWG_p2Q1',['TR.SETTLEMENTPRICE.date','TR.SETTLEMENTPRICE'],{'SDate':-15, 'EDate':0, 'Frq':'D' })
