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Futures historical prices adjusted by ratio

How can I retrieve the continuous future adjusted by ratio in Eikon, for instance for CL1 contract?

eikon-data-apirdp-api#contenthistoricalfutures
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Hi @wmar ,


I am not sure if I got your question correct, particularly what is meant by future adjusted by ratio (I am not a content expert so if you could elaborate a bit that would help), however I think the RIC guide on foutures continuation RICs can be helpful. Please see below, which you may find also in Workspace by typing RIC rules and selecting respective items.

screenshot-2023-06-07-at-103024.png


After finding the RIC you are after you, you may use our latest RD libraries for Python to request historical prices:

import refinitiv.data as rd
rd.open_session()
rd.get_history("CLc1", start = '2000-01-01', end = '2023-05-01')

screenshot-2023-06-07-at-103729.png

Hope this helps.


Best regards,

Haykaz


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Hi Haykaz , thanks for your kind help. I checked with a data specialist at refinitiv and actually this kind of ratio adjustment is not available on the platform.


Best,

marc


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Hi Marc,


Thank you for providing the update here.


Best regards,

Haykaz

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