Good afternoon,
I need to download the historical futures prices on brent oil for the period jan-march of 2020 with expiration in april 2020 . How i can do it ?
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Historical futures prices
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Brent future that expires in April is the June contract. The RIC code for June 2020 contract is LCOM0^2. To retrieve close price history for it between your dates use
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
rdp.get_historical_price_summaries('LCOM0^2',
fields=['TRDPRC_1'],
start = '2020-01-01',
end = '2020-03-31')
