For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
chong.xu avatar image
11 ●4 ●1 ●7

closing price v.s. settlement price

Hi,

I was trying to migrate a formula form Excel to Python API. The excel formula is below:

=RHistory({"CZCF9"},".Timestamp;OFF_CLOSE;","START:42005 END:43392 INTERVAL:1D",,"TSREPEAT:NO SORT:ASC CH:Fd",G11)

When I used Eikon Python API

ek.get_timeseries( ['CZCF9'], 'OFF_CLOSE')

I could not retrieve the data. If 'CLOSE' was used as field name, there were data returned. However, returned prices were settlement prices from the exchange, NOT the actual closing price.

How could I get the closing price via Python API? Thanks

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

@chong.xu the time series that you can get through the beta python API is limited to only one default view, which for CZCF9 is the last trade data. Access to all historical fields is going to be added in one of the future releases.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

chong.xu avatar image chong.xu

Any time line about the new release please? The limitation of current version brings much inconvenience.

wasin.w avatar image wasin.w

@Olivier DAVANT @Zhenya Kovalyov

Do we have any updates on this?

Click below to post an Idea Post Idea