Historical data with rolling ric with Eikon API

Novotnyja

Hi,

please how to find a historical data according to rolling ric?

If i use CFI2Z1, i will get contract for DEC21, if i use CFI2Z2, i will get contract for DEC22 etc. But how to do it if i want to go back, and i need contract for DEC19 and DEC20?

There is the code for DEC21

ric_eua_21='CFI2Z1'

eua_21=ek.get_timeseries(ric_eua_21,fields='VOLUME', start_date='2018-09-03T07:00:00')

Which ric use for DEC20 in this case?

Thank you

jason.ramchandani01

@Novotnyja please check the answer on this thread. CFI2Z9^1 for Dec 19 and CFI2Z0^2 for Dec 20. I hope this can help.