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To retrieve the chain for NYMEX crude oil futures use for instance
import refinitiv.dataplatform as r
import refinitiv.dataplatform.eikon as ek
rdp.open_desktop_session('YOUR_APP_KEY')
df, err = ek.get_data('0#CL:',['CF_LAST'])
df
Use chain RIC '0#CLc' instead of '0#CL:', if you would like continuous future RICs
Then to retrieve close and settle price history for say the nearest contract use
fut_ric = df.loc[0,'Instrument'] rdp.get_historical_price_summaries(fut_ric, fields=['TRDPRC_1','SETTLE'])
