I am using get_timeseries to collect the historical settle price of Futures. According to the collected observations and the talk with Reuters support team, the close price collected via get_timeseries is the last trade price of Futures, not the settle price. Is there an approach that i can retrieve the settle price of Futures historically?
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@leiy you can get some time series from the reference database. This gives you the settlement date for the last three months:
df, e = ek.get_data('EDc1', ['TR.SettlementPrice.date', 'TR.SettlementPrice.value'],{'SDate':'0D', 'EDate':'-3AM'})
Thanks for the suggestion. Can you please explain a little on the meaning of the parameters SDate and Edate?
These are the parameters that define the time range for the timeseries request. For the format of these parameters see this thread.
You may also want to look at this tutorial that talks at length about generic metadata discovery, i.e. how you search for field names and parameters you can use in get_data method.
