Can anyone please help me in fetching the Open Interest(OI) data for a given contract. I thought that the below data frame would contain a column for Open Interest, but it didn't. There may be a specific RIC for the same.
Hi @chirag.arora ,
I have tried using our latest Refinitiv Data Libraries for Python and it does seem to have the field you are after:
import refinitiv.data as rdrd.open_session()
df = rd.get_history("1SX1^1", start = '2011-01-01', end = '2024-12-01')df
Hope this helps.
Best regards,
Haykaz
Really helped me a lot.