Unable to extract closing price for RIC Code - CRFRMc1 - Steaming Coal

subarini
subarini
in Eikon Data APIs

I am unable to fetch closing price for CRFRMc1 (Steaming Coal) - It is throwing an error that data is not available for the requested date range

start date - 2020-01-01

end date - 2021-07-26


Have the RIC codes within Steaming coal changed recently?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @subarini

    API8 CFR South China Coal Futures have been delisted from ICE Futures Europe effective 26 July 2021. For more details see https://www.theice.com/publicdocs/circulars/21108.pdf or Refinitiv alert 243116 (on Eikon see page ALERT8 in a Quote app).

    I expect that Refinitiv will soon be removing RIC CRFRMc1 and other RICs related to the delisted futures from the real-time network.

Answers

  • jonathan.legrand
    jonathan.legrand

    Hi @subarini ,


    Looking through the Data Item Browser, I found that the item named 'TR.SETTLEMENTPRICE' would return values. Does the Python code below return satisfactory data?


    df5, err = ek.get_data(instruments='CRFRMc1',
                           fields=["TR.SETTLEMENTPRICE.date",
                                   "TR.SETTLEMENTPRICE"],
                           parameters = {'SDate': '2020-01-01',
                                         'EDate': '2021-07-26'})
    df5.dropna()


    1627285610872.png

  • subarini
    subarini

    @jonathan.legrand We are using the below mentioned method to extract the CLOSING prices for CRFRMc1 RIC Code & facing the above mentioned issue. We are able to extract closing prices of many other commodities with the same method, however, Steaming Coal is throwing this error.

    P.S - This code has been functional for over 2 years and only started malfunctioning today.

    ek.get_timeseries(list(ric_code_fixed.apply(str)),fields = ['CLOSE'], interval='daily', start_date=curr_start_date, end_date=curr_end_date, calendar="tradingdays")
  • jonathan.legrand
    jonathan.legrand

    Hi @subarini ,


    Would you mind letting me know what the result of this get_timeseries use to be in the past? I have the impression that the field name was changed to 'TR.SETTLEMENTPRICE' or it was always the same as CLOSE and we decided to remove the latter to avoid confusion...

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