I'm get null value of almost rics symbol that request by get_data method with TR.OPENINTEREST field. OTH, data in TR.OPENINTEREST field have some value (that's not null value) in eikon PS.i get data via eikon api python
@toon4003I have no problem retrieving data using the exact call you provided, which suggests that the issue you experienced is specific to your Eikon account. I suggest you try the following function in Eikon Excel. If you get the same result, i.e. the function returns null values, then open a service case with Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. When reporting the issue to the Helpdesk use the Excel worksheet function to illustrate the issue.=TR("LSUc1;CPOc1;FFIc1","TR.OPENINTEREST.date;TR.OPENINTEREST","Sdate=2018-04-27 Edate=2018-04-27")
Hi @toon4003,
To better understand your findings, can you please include the query you are doing within Eikon and the specific request you are using within the Eikon python API?
As an example I just tried retrieving TR.OPENINTEREST field for an option on Thomson Reuters stock:
ek.get_data('TRIJ191804000.U',['TR.OPENINTEREST'])
The result I received was 478.As @nick.zincone mentioned in his comment, it would be helpful if you include some examples of instruments for which you're trying to retrieve open interest, or better yet the exact syntax of the requests you're executing. It would also be helpful if you include a screenshot of the non null values in Eikon that you mentioned you can display successfully.
LSUc1, CPOc1 and FFIc1 are exam of symbols that I can't get any value of open interest (TR.OPENINTEREST field).
example:
ek.get_data(instruments=['LSUc1','CPOc1'],fields='TR.OPENINTEREST',parameters={'SDate':'2018-04-27','EDate':'2018-04-27'},debug=True)
