How can I get the Open Interest data?

chirag.arora

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.

aramyan.h

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 rd
rd.open_session()

df = rd.get_history("1SX1^1", start = '2011-01-01', end = '2024-12-01')
df

Hope this helps.

Best regards,

Haykaz

chirag.arora

https://community.developers.refinitiv.com/discussion/comment/116144#Comment_116144

aramyan.h

Apr 17, 2024

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 rd
rd.open_session()

df = rd.get_history("1SX1^1", start = '2011-01-01', end = '2024-12-01')
df

Hope this helps.

Best regards,

Haykaz

Noted. Thanks a ton @aramyan.h

Really helped me a lot.