How to get traded volume data for natural gas commodity using Python API
I am searching for traded volume data for natural gas commodity for a period of last 10 years using Python API. I am in interested in natural gas prices and volume data for Germany and so I tested using this simple code but it gives NA for all values of volume. Is there some problem in the code that I am writing? (Screenshot is attached)
Secondly, does this "Close" value represents the "closing spot price" of the contract?
Best Answer
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As far as I can see, the RIC you used represents a day ahead forward price at the THE hub. There's no volume data for spot and forward prices. You can get the volume for PEGAS EEX gas futures using for instance monthly continuation RIC PNCGMc1. This said, I'm not a specialist in commodities & energy datasets. The moderators on this forum are technical experts, who do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available from Refinitiv Helpdesk, which can be reached by calling the Helpdesk number in your country, using Contact Us capability in your Eikon / Refinitiv Workspace application or by visiting MyRefinitiv. If you have any further questions about natural gas content or need further clarification on this content, I suggest you contact Refinitiv Helpdesk.
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Answers
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@Alex Putkov. Thank you very much for your answer. You are indeed right. There's no volume data stored by Refinitiv for this particular RIC as also confirmed by Refinitiv Helpdesk.
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