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Hi, in Excel I use the following function to get OHLC data for futures conttracts:
=RHistory("EScv1","NDA_RAW.Nda_date;"&"NDA_RAW.Nda_open;"&"NDA_RAW.Nda_high;"&"NDA_RAW.Nda_last;"&"NDA_RAW.Nda_settle;"&"NDA_RAW.Nda_last","INTERVAL:1D",,"CH:Fd",E4)
How can I retrieve the same info using the Python API?
If you need the last traded price, then per the suggestion in one of the threads I referenced use get_data method instead of get_timeseries. In the expression below for this future TR.CLOSEPRICE corresponds to NDA_RAW.Nda_last.
ek.get_data('EScv1', ['TR.CLOSEPRICE.date', 'TR.CLOSEPRICE',
'TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.SETTLEMENTPRICE'],
{'SDate':'-1M', 'EDate':'0D'})
The following call will get you the same fields as listed on your RHistory example except NDA_RAW.Nda_last.
ek.get_timeseries('EScv1',['OPEN','HIGH','CLOSE'])
The answers provided on the two threads below also apply to your question.
https://community.developers.refinitiv.com/questions/20918/time-series-data-types-for-python-api.html
Thanks Alex, but I MUST have the last traded price of the future's contract. The Close or Settle is NOT what I am looking for. Why doesn't the Python API support the same functions as the Excel API?
How can I solve this, since this is the MAIN reason I chose to use Eikon
Thanks Alex! That solved my problem. The close is indeed the correct price I am looking for! Thanks very very much!!
Hi @jerome,
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
