RIC ULSDCALMc4 does not get populated post 10/29/21

Hi - The following code correctly populates RIC ULSDCALMc1, c2 ... , c15 except c4 for the period 10/29/21-onwards. Could you pls investigate?

@Corey.Stewart ;

NumRics = 16
today = date.today().strftime('%Y-%m-%d')

contract = 'ULSDCALMc'
riclist = ["{}{}".format(contract, i) for i in range(1, NumRics, 1)]
df30 = ek.get_timeseries(riclist, 'close',
start_date='2017-01-01',
end_date=today, interval='weekly')
df30['Date1'] = df30.index
df30_unpivot = pd.melt(df30, id_vars=['Date1'], value_vars=riclist)
df30_unpivot = df30_unpivot.rename(columns={
'CLOSE': 'RICName', 'value': 'RICValue'})
df30_unpivot.to_csv(pricespath + "ULSDCALM_melt_frek.csv")

df30.reset_index('Date', inplace=True)
# df30 = df30.interpolate(method='linear')
df30.to_csv(pricespath + "ULSDCALM_frek_test.csv")
Tagged:

Best Answer

  • Hi @julien.granger

    I was able to replicate the same as you. I would suggest you open a ticket and a content specialist will be assigned to investigate. Content questions such as this are best directed to the Refinitiv Helpdesk, which can reach by either using the Contact Us capability in your Eikon application or by calling the Helpdesk number in your country.

Answers