Evariste NYOUKI

Evariste
Evariste Newcomer
edited February 17 in Eikon Data APIs

Hello

I want to retrieve open interest data on some futures contracts.

With ek.get_data, I can indeed retrieve the last data.
But what I want is the price series. And with ek.get_timeseries, it doesn't work: I get NA values.

Does anyone have a solution?

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Evariste

    Thank you reching out to us.

    Please share RICs, fields, and code that you are using.

    The code could be like this:

    df, err = ek.get_data(
        ['SBc1'],
        ['TR.OpenInterest.Date','TR.OpenInterest'],
        {'sdate':'2025-01-01','edate':'2025-02-14'})
    
    df
    
    image.png
  • It works.

    Many thanks.