Python code to retrieve historical point in time daily futures curve (replicate Eikon for Excel belo

greg.tyng

Python code to create this dataframe starting with row 10 (skip row 11)

greg.tyng

This one works...

contract = 'DCSc'

riclist = ["{}{}".format(contract, i) for i in range(1,13,1)]
print(riclist)

df = ek.get_timeseries(riclist,'close',
start_date='20140101',
end_date='20190401', interval='daily')

df.reset_index('Date', inplace=True)

df['Date'] = df['Date'].dt.strftime('%Y%m%d')
print(df)

greg.tyng

For some reason the output does not match the date range?