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Client is using Eikon C# API, would like to get settlement price

I am using the Eikon C# API.


I'm given a DataChunk object in my callback, which contains an IEnumerable<IData> called Records; this is the data returned from Eikon, set up via this call:

timeSeriesReq_ = DataServices.Instance.TimeSeries.SetupDataRequest().WithRic(ticker_)
.From(start)
.To(end)
.OnDataReceived(OnTimeSeriesData)
.WithView("TRDPRC_1")
.WithInterval(CommonInterval.Daily)
.CreateAndSend();


The items in the DataChunk.Records enumerable can be converted to BarRecords (which contains fields high/low/open/close/timestamp), or TickRecords (if you asked for a CommonInterval.Tick interval; these contain Value/Volume/Timestamp fields).


Nothing I've seen gives me a field anything like SETTLEMENT or SETTLEMENTPRICE, and certainly not TR_SETTLEMENTPRICE. What do I need to request to get the settlement price please?

eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikonc#settlement
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12 Answers

Upvotes
Accepted
18.1k 21 12 20

Hi @julian.faber

The original question does not provide any RIC being used.

So I picked up "TRDEBMc1" which has a SETTLE view for the demonstration purpose.


GCZ4 and GCZ5 are not a valid RIC code?


Regarding to the content inside the ALT_SETTLE view or any other available views and content availability:

This forum is not the best place to ask about content questions.
For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.

The moderators here do not have deep expertise in every type of content available through Eikon.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

So I would suggest you use Eikon Excel to try to retrieve the data you are looking for, then you can do that same on API.


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Upvotes
18.1k 21 12 20

Hi @myline.sevilla

You can try this view:

.WithView("SETTLE")

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Hi @chavalit.jintamalit. I'm monitoring Myline's case since she's currently out of the office. The client has a follow-up question on this:

"I had been using view TRDPRC_1, as per the code I sent you yesterday. If I change that to use the view SETTLE, I don't get any callbacks from the TimeSeries, i.e. I receive no data at all?"


Thanks in advance!
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1 0 0 0

@chavalit.jintamalit

Hello, would you have an update on this please? thanks in advance


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18.1k 21 12 20

Hi @Alex.Conti @RafaelAdrian.Ingaran

I can get the data using TRDEBMc1 RIC code with SETTLE view:


You can check the data using Eikon Excel.


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Hello @chavalit.jintamalit


I received a follow up question from the client


Thank you, but for what I'm trying to do, this just isn't the case?! I don't know if it's something to do with the RICs I require (all available contracts for gold, silver and copper futures), the fact that it's metals, or what, but when I use the following code, I get absolutely zero callbacks into the OnTimeSeriesData(...) function:


In this particular case, the start date is 02 Dec 2020 and the end date is 04 Dec 2020. Settlement prices are available (obviously; the CME website shows them), yet I get nothing back?

If I use the view TRDPRC_1, I get data - but not every day for all contracts (there should be a settlement price for all contracts, even if they haven't traded), so that isn't settlement prices either.

What's going on?


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Upvotes
30k 34 11 17

Hello @myline.sevilla,

GCZ0 instrument has no SETTLE view available.

I.e.

_viewListRequest = timeSeries.GetViewList("GCZ0", ViewsCallback);

Results in

Views available
ALT_SETTLE/1:Daily/DATE
ASK/1:Tick/Timestamp
BID/1:Tick/Timestamp
BLKVOLUM/1:Daily/Timestamp
FLOOR_VOL/1:Daily/DATE
LOLIMIT/1:Tick/Timestamp
LTR/1:Daily/Timestamp
MARKET OPEN INTEREST/1:Daily/DATE
MID_PRICE/1:Tick/Timestamp
NDA_RAW/1:Daily/DATE
NETCHNG_1/1:Tick/Timestamp
OPINT_1/1:Tick/Timestamp
PCTCHNG/1:Tick/Timestamp
TOT_VOLUME/1:Daily/Timestamp
TRDPRC_1/1:Tick/Timestamp
TSDB_RAW/1:Minute/TSDB_CloseTime
TSFCP_RAW/1:Minute/TSDB_CloseTime
UPLIMIT/1:Tick/Timestamp
VWAP/1:Tick/Timestamp

The RIC provided by @chavalit.jintamalit "TRDEBMc1" has SETTLE view available:

Views available

ASK/1:Tick/Timestamp
BID/1:Tick/Timestamp
NDA_RAW/1:Daily/DATE
SETTLE/1:Daily/DATE
TRDPRC_1/1:Tick/Timestamp
TSDB_RAW/1:Minute/TSDB_CloseTime
TSFCP_RAW/1:Minute/TSDB_CloseTime

You will be able to request SETTLE view and get values

Console.WriteLine(
                        "{0}: <RIC_REQUESTED> values {1} {2} ",
                        trade.Timestamp.Value.ToShortDateString(),
                        trade.Values.ElementAt(0),
                        trade.Values.ElementAt(1)
                    );

results in

11/24/2020: <RIC_REQUESTED> values 35 11/24/2020 12:00:00 AM
11/25/2020: <RIC_REQUESTED> values 36.8 11/25/2020 12:00:00 AM
11/26/2020: <RIC_REQUESTED> values 39.3 11/26/2020 12:00:00 AM
11/27/2020: <RIC_REQUESTED> values 40.1 11/27/2020 12:00:00 AM
11/30/2020: <RIC_REQUESTED> values 45.55 11/30/2020 12:00:00 AM
12/1/2020: <RIC_REQUESTED> values 43.5 12/1/2020 12:00:00 AM
12/2/2020: <RIC_REQUESTED> values 44.15 12/2/2020 12:00:00 AM
12/3/2020: <RIC_REQUESTED> values 43.15 12/3/2020 12:00:00 AM
12/4/2020: <RIC_REQUESTED> values 46.45 12/4/2020 12:00:00 AM
12/7/2020: <RIC_REQUESTED> values 45.3 12/7/2020 12:00:00 AM

Hope this helps


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Upvotes
3 0 1 1

Thanks, but again, this doesn't answer my question: for any futures contract for GC, HG, SI, there is no SETTLE view, so how do I retrieve settlement prices for these futures contracts? I have no idea where TRDEBMc1 came from, I don't have any interest in retrieving data for it. But the fact that it has a SETTLE view, but GCZ0 (for example) doesn't is weird - they all have settlement prices?

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Upvotes
30k 34 11 17

@julian.faber

Try:

 request = timeSeries.SetupDataRequest("GCZ0")
               .WithView("ALT_SETTLE")
               .WithAllFields()
               .WithInterval(CommonInterval.Daily)
               .WithNumberOfPoints(10)
               .OnDataReceived(DataReceivedCallback)
               .CreateAndSend();
        }

And

foreach (IData data in chunk.Records.AsEnumerable())
            {
              
                    Console.WriteLine(
                        "<RIC_REQUESTED> values: {0} {1} ",

                        data.Values.ElementAt(0).ToString(),
                        data.Values.ElementAt(1).ToString()
                    );
                
            }

I see values, are they it:

<RIC_REQUESTED> values: 1415.7 12/22/2017 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 12/26/2017 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 12/27/2017 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 12/28/2017 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 12/29/2017 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 1/2/2018 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 1/3/2018 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 1/4/2018 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 1/5/2018 12:00:00 AM
<RIC_REQUESTED> values: 1415.7 1/8/2018 12:00:00 AM



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Upvotes
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Again, thanks, but I don't think that's correct either - that view gives prices for GCZ0, but if I ask it for GCZ4 or GCZ5 I get nothing. These contracts have settlement prices, even if there were no actual trades, so that view isn't the settlement price either.

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That's interesting, thank you. I should have put at the beginning that I require data for gold, silver and copper CME futures, all available contracts.

And this begs the question: why aren't GCZ4 and GCZ5 valid RICs? Dec 2024 and Dec 2025 are valid contracts on the CME, and they have settlement prices, how come they're not available via Eikon?

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Hi @julian.faber

I do not know the answer as to why the GCZ4 and GCZ5 are invalid.

Or how would Dec 2024 and Dec 2025 content available on Eikon?

Please use the same ticket that you have with helpdesk to ask this content question.

Upvotes
1 1 1 0

Hi Julian,

For Dec 2024 and Dec 2025, please use RICs GCZ24 and GCZ25.

Thanks,

Myline

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Upvotes
39.3k 76 11 27

@julian.faber

For CME gold, silver and copper futures the settlement prices are in the view TRDPRC_1, field 'Close'.

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