pull specific option volume

rafi.levy1
rafi.levy1 Explorer
in Eikon Data APIs

I am trying to pull the average volume of a many specific options (for x amount of days).
I cant seem to find the right function, TRDVOL_1 is returning NaNs for nearly all options..

thanks

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @rafi.levy1 Please try TR.ACCUMULATEDVOLUME:

    df,err = ek.get_data(['FBK262134000.U', 'FBX032134000.U', 'MSFTL032134000.U', 'AAPLX032116000.U'],['TR.ACCUMULATEDVOLUME(SDate=0,EDate=-4,Frq=D).date','TR.ACCUMULATEDVOLUME(SDate=0,EDate=-4,Frq=D)'])

    df

    1637667076515.png

    You can check all fields available for any RIC to find the right field name for the instrument or asset class using the Data Item Browser app (type DIB into Eikon search). Here I am searching for volume and if the instrument is present you will also get values returned which is helpful in zeroing in on what you need. I hope this can help.

    1637667175143.png


Answers

  • rafi.levy1
    rafi.levy1 Explorer

    TR.TRADEVOL returns NaNs for all.

    ric examples: FBK262134000.U, FBX032134000.U, MSFTL032134000.U, AAPLX032116000.U

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