Futures historical prices adjusted by ratio

wmar
wmar
in Eikon Data APIs

How can I retrieve the continuous future adjusted by ratio in Eikon, for instance for CL1 contract?

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Best Answer

  • aramyan.h
    aramyan.h
    Answer ✓


    Hi @wmar ,


    I am not sure if I got your question correct, particularly what is meant by future adjusted by ratio (I am not a content expert so if you could elaborate a bit that would help), however I think the RIC guide on foutures continuation RICs can be helpful. Please see below, which you may find also in Workspace by typing RIC rules and selecting respective items.

    screenshot-2023-06-07-at-103024.png


    After finding the RIC you are after you, you may use our latest RD libraries for Python to request historical prices:

    import refinitiv.data as rd
    rd.open_session()
    rd.get_history("CLc1", start = '2000-01-01', end = '2023-05-01')

    screenshot-2023-06-07-at-103729.png

    Hope this helps.


    Best regards,

    Haykaz

Answers

  • wmar
    wmar

    Hi Haykaz , thanks for your kind help. I checked with a data specialist at refinitiv and actually this kind of ratio adjustment is not available on the platform.


    Best,

    marc


  • aramyan.h
    aramyan.h
    Hi Marc,


    Thank you for providing the update here.


    Best regards,

    Haykaz

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