Historical futures prices

gestyri
gestyri
in Eikon Data APIs

Good afternoon,

I need to download the historical futures prices on brent oil for the period jan-march of 2020 with expiration in april 2020 . How i can do it ?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    Brent future that expires in April is the June contract. The RIC code for June 2020 contract is LCOM0^2. To retrieve close price history for it between your dates use

    import refinitiv.dataplatform as rdp
    rdp.open_desktop_session('YOUR_APP_KEY')
    rdp.get_historical_price_summaries('LCOM0^2',
                                       fields=['TRDPRC_1'],
                                       start = '2020-01-01',
                                       end = '2020-03-31')

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