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Novotnyja avatar image
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Historical data with rolling ric with Eikon API

Hi,

please how to find a historical data according to rolling ric?

If i use CFI2Z1, i will get contract for DEC21, if i use CFI2Z2, i will get contract for DEC22 etc. But how to do it if i want to go back, and i need contract for DEC19 and DEC20?


There is the code for DEC21

ric_eua_21='CFI2Z1'

eua_21=ek.get_timeseries(ric_eua_21,fields='VOLUME', start_date='2018-09-03T07:00:00')


Which ric use for DEC20 in this case?


Thank you

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jason.ramchandani01 avatar image
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@Novotnyja please check the answer on this thread. CFI2Z9^1 for Dec 19 and CFI2Z0^2 for Dec 20. I hope this can help.

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