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Unable to extract closing price for RIC Code - CRFRMc1 - Steaming Coal

I am unable to fetch closing price for CRFRMc1 (Steaming Coal) - It is throwing an error that data is not available for the requested date range

start date - 2020-01-01

end date - 2021-07-26


Have the RIC codes within Steaming coal changed recently?

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@subarini

API8 CFR South China Coal Futures have been delisted from ICE Futures Europe effective 26 July 2021. For more details see https://www.theice.com/publicdocs/circulars/21108.pdf or Refinitiv alert 243116 (on Eikon see page ALERT8 in a Quote app).

I expect that Refinitiv will soon be removing RIC CRFRMc1 and other RICs related to the delisted futures from the real-time network.

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Hi @subarini ,


Looking through the Data Item Browser, I found that the item named 'TR.SETTLEMENTPRICE' would return values. Does the Python code below return satisfactory data?


df5, err = ek.get_data(instruments='CRFRMc1',
                       fields=["TR.SETTLEMENTPRICE.date",
                               "TR.SETTLEMENTPRICE"],
                       parameters = {'SDate': '2020-01-01',
                                     'EDate': '2021-07-26'})
df5.dropna()


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1627285610872.png (19.8 KiB)
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@jonathan.legrand We are using the below mentioned method to extract the CLOSING prices for CRFRMc1 RIC Code & facing the above mentioned issue. We are able to extract closing prices of many other commodities with the same method, however, Steaming Coal is throwing this error.

P.S - This code has been functional for over 2 years and only started malfunctioning today.

ek.get_timeseries(list(ric_code_fixed.apply(str)),fields = ['CLOSE'], interval='daily', start_date=curr_start_date, end_date=curr_end_date, calendar="tradingdays")
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Hi @subarini ,


Would you mind letting me know what the result of this get_timeseries use to be in the past? I have the impression that the field name was changed to 'TR.SETTLEMENTPRICE' or it was always the same as CLOSE and we decided to remove the latter to avoid confusion...