Annual Total Traded Volume of Commodity

I need the total traded volume (annually) for Natural Gas commodity at NYMEX. For that purpose, if I write this code in Python API, I need to clarify what volumes does this code provides?Even if it provides the monthly total volume, it is still for just these future contracts and how to retrieve for all contracts in a single code line?

req = ek.get_timeseries(["NGc1", 'NGc2', 'NGc3', 'NGc4', 'NGc5'],['VOLUME'], start_date = "2011-01-01", end_date = "2020-12-31", interval="monthly")

Any lead will be highly appreciated.

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Accepted answers

raksina.samasiri

hi @saad.ali

The field Accumulated Volume is the sum of the volume in each calendar year as shown in the screenshot of DIB posted by Jason above.

Plus, to get contracts of NGc1 till NGc158, you may use the code below

rics = []
for i in range (158):
    rics.append('NGc'+str(i+1))
print(rics)

req,err = ek.get_data(rics,['TR.ACCUMULATEDVOLUME.date','TR.ACCUMULATEDVOLUME'],parameters= {'SDate':"2011-01-01", 'EDate':"2020-12-31",'Frq':"CY",'CALCMETHOD':'SUM'})

req

Hope this could help

All comments

jason.ramchandani01

@saad.ali Please try the following:

req,err = ek.get_data(["NGc1", 'NGc2', 'NGc3', 'NGc4', 'NGc5'],['TR.ACCUMULATEDVOLUME.date','TR.ACCUMULATEDVOLUME'],parameters= {'SDate':"2011-01-01", 'EDate':"2020-12-31",'Frq':"CY",'CALCMETHOD':'SUM'})

req

Is this OK for you?

Regarding descriptions for fields you can use the Data Item Browser app which allows you to look for all fields for an instrument and get the descriptions, parameters as well as values - seee below - noote in the bottom right of the app you can see the field formula being built up for you as you select parameters - which allows you to easily copy paste into the get data function say.

I hope this can help.

saad.ali

@jason.ramchandani01 Thank you very much for your response. Yes, it has surely helped a lot. But I need clarification regarding one thing. What I actually need is the overall volume traded annually. Your formula works but the future contracts aren't just limited to these 5 contracts for natural gas. In fact, they are several of them round about till NGc158.

So the actual traded volume would be the sum of all these contracts for an year if I understood it right?

raksina.samasiri

hi @saad.ali

The field Accumulated Volume is the sum of the volume in each calendar year as shown in the screenshot of DIB posted by Jason above.

Plus, to get contracts of NGc1 till NGc158, you may use the code below

rics = []
for i in range (158):
    rics.append('NGc'+str(i+1))
print(rics)

req,err = ek.get_data(rics,['TR.ACCUMULATEDVOLUME.date','TR.ACCUMULATEDVOLUME'],parameters= {'SDate':"2011-01-01", 'EDate':"2020-12-31",'Frq':"CY",'CALCMETHOD':'SUM'})

req

Hope this could help

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