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arndf avatar image
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python ek.get_timeseries: get historic settlement prices

When using the python package eikon, you can easily access OTC data (High, Close, low Open) for a given power future, e.g. TRDEBMc1 (TRPC Electricity Germany Baseload Monthly Continuation 1)

df = ek.get_timeseries('TRDEBMc1')

I would like to access settlement prices for futures and there is a way for single days described in this discussion

https://community.developers.refinitiv.com/answers/43498/view.html

df, b = ek.get_data('TRDEBMc1', 'TR.SETTLEMENTPRICE', parameters = {"SDate":"2019-05-30"})

But how can I easily access historic settlement prices for longer intervals similar to ek.get_timesieries?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonfuturessettlement
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2 Answers

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nick.zincone avatar image
9.7k ●49 ●38 ●60

Hi @arndf,

Try this:

You can try different frequencies such as: 'W' - weekly, 'Q' - quarterly, 'Y' - yearly, etc.


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arndf avatar image arndf

Hi @nick.zincone.1,

Very nice, this is exactly what I was looking for. Thanks for your help!

Arnd

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chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @arndf,

You can use get_data() as Nick's comment.

Or you can use get_timeseries() as below example.

Full document and example is here.


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arndf avatar image arndf

Hi @chevalit.jintamalit,

I'd be nice to access all price data (including settlement prices) through get_timeseries() but just OTC-data is returned for some reason. Another column could be easily added. In the screenshot you can see that closing and settlement prices are two different things. The request using get_data() works nicely though.

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