Total Open Interest for RBOB

davide.costanzo

If I want to get the total open interest of 'LCO' (Brent) I do:

import eikon as ek

ric='LCOTOT'

s , e = ek.get_data( ric , ['TR.OPENINTEREST.Date' , 'TR.OPENINTEREST']

However, if I want to do the same for 'RB' (Rbob) :

import eikon as ek

ric='RB-TOT'

s , e = ek.get_data( ric , ['TR.OPENINTEREST.Date' , 'TR.OPENINTEREST']

It wont work. Do you know why?

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Accepted answers

Moody

ek.get_timeseries(['RB-TOT'],

start_date=datetime.timedelta(-100),

end_date=datetime.timedelta(0),

fields= ['VALUE','TIMESTAMP'],

interval='daily')

All comments

jonathan.legrand

Hi @davide.costanzo ,

Please use the DIB to find the relevant field that may change depending on the instrument type:

davide.costanzo

Thanks, I have done that but I think the field is simply missing. There is the field 'opint_1' but it contains only ONE number, and there is no history for it.

For all the other rics there is 'TR.OPENINTEREST' which contains the full history. While for this one there is not.

jonathan.legrand

Hi @davide.costanzo ,

An alternative RIC will need to be used, because the fields shown in the DIB are the only ones reachable via the Eikon Data API used here. To find the RIC you are after, you can contact the content team directly. You can contact them via the my.refinitiv.com website.

davide.costanzo

i can obtain the information i want on a chart, but cannot obtain it in with the eikon API.

Can you help on this?

Moody

ek.get_timeseries(['RB-TOT'],

start_date=datetime.timedelta(-100),

end_date=datetime.timedelta(0),

fields= ['VALUE','TIMESTAMP'],

interval='daily')

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