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Hello
I know I can use :
df= ek.get_data(['CFI2K1'], ['TR.CLOSEPRICE.date', 'TR.CLOSEPRICE.value'], {'SDate': '2021-03-01', 'EDate': '2021-04-21'})
to get data for a specific RIC, but what happens if I have a chain
0#CFI2:
which includes the above RIC(CFI2K1) along with CFI2M1,CFI2N1,....etc
Can I do the same thing with one request, without having to make a request for each included RIC separately?
Thank you
@sfaka try this:
df,err = ek.get_data(['0#CFI2:'],'CF_NAME') chain = df['Instrument'].astype(str).values.tolist() df
df, err= ek.get_data(chain, ['TR.SETTLEMENTPRICE.date','TR.SETTLEMENTPRICE.value'], {'SDate': '2021-03-01', 'EDate': '2021-04-21','Frq':'D'})
df
Actually this will only for work for/near the current date, where the 'active' RICs are correct for these dates.
How should I change this to get historical data for all months from 1-jan-2019 until 1-jan-2020?
Thank you.
@sfaka So you need to create the expired RICs programatically using the following guidance:
So in your case: CFI2 is the ric root, say U is for Sept, 2020 should be 0, and decade is 2. Putting this together we have an expired RIC of CFI2U0^2 for the Sept 2020 contract - try viewing a chart in eikon with that RIC to confirm.
So you can programatically recreate all the expired RICs you need and then request data for them. I hope this can help.
Yes this is perfect.
Where can I read about these things to get more familiar with Eikon?
Also is there a way to get for CFI2c1 all prices for 2018-2020 with the respective contract month of each price? You can just point me to the page I should read about this.
Thank you again.
