Help!

Is it possible to access alternative close prices from the python API? For example BRTDTDMc1 has 2 close prices. ASIA_CLOSE, EU_CLOSE, US_CLOSE, I want to access the ASIA close price as I am trying to find a common timestamp for the below list of prices.

Reuters Code' : ['DUBSGSWMc2', 'MRBN1MMASc1', 'OQc1', 'LCO1MMASc1', 'BRTDTDMc2'

The other alternative close I want to acces is the ALT_SETTLE on the OQc1 curve.

My code is here: I took snip and pasted raw code for any testing.

#Import Curve data

import pandas as pd

import numpy as np

import datetime as dt

import eikon as ek

from pandas.tseries.offsets import BDay

today = dt.date.today()

reportDate = (today - BDay(1)).strftime('%Y-%m-%d')

print(reportDate)

curves = pd.DataFrame({'Simplified Underlyer' : ['Dubai', 'Murban', 'Oman', 'Ice_Brent' , 'Dated_Brent'],

'Reuters Code' : ['DUBSGSWMc2', 'MRBN1MMASc1', 'OQc1', 'LCO1MMASc1', 'BRTDTDMc2']})

curves.set_index('Simplified Underlyer')

curveList = curves['Reuters Code'].tolist()

curveData = ek.get_timeseries(curveList, ['CLOSE'],start_date="2021-01-01",end_date= reportDate)

curveData1 = ek.get_timeseries(curveList, ['ASIA_CLOSE'],start_date="2021-01-01",end_date= reportDate)

curveData2 = ek.get_timeseries(curveList, ['ALT_SETTLE'],start_date="2021-01-01",end_date= reportDate)

prices = curveData.dropna()

returns = curveData.pct_change()

returns = returns.dropna()

returnsCov = returns.cov()

volatility = returns.std()

latestPrices = prices.loc[reportDate]

latestPrices

print(curveData1)

print(curveData2)