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greg.tyng avatar image
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Python code to retrieve historical point in time daily futures curve (replicate Eikon for Excel below)

Python code to create this dataframe starting with row 10 (skip row 11)

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10 |1500

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greg.tyng avatar image greg.tyng

For some reason the output does not match the date range?

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greg.tyng avatar image
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This one works...

contract = 'DCSc'

riclist = ["{}{}".format(contract, i) for i in range(1,13,1)]
print(riclist)

df = ek.get_timeseries(riclist,'close',
start_date='20140101',
end_date='20190401', interval='daily')

df.reset_index('Date', inplace=True)


df['Date'] = df['Date'].dt.strftime('%Y%m%d')
print(df)

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