Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

emmanuel.chaslin
emmanuel.chaslin Explorer
in Eikon Data APIs

Hello,


When i go to my reuters screen on a certain future contract (example : SBK1) I can draw a graph and decide to display the "fields" EFS & EFP to show the volume of those specific types of transactions.

I would like to be able to load this information via Python:


ex: df,e = ek.get_data(["SBK1"],["EFP_DATE','EFP VOLUME'])


Can you please help to obtain the result ?


Thanks in advance.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can get current values for these data points from streaming market data using

    ek.get_data('SBK1',['EFS_VOL','EFP_VOL'])

    But programmatic retrieval of the timeseries for these data points is currently only available through Eikon .NET APIs and through RHistory library of Eikon COM APIs. The latter can only be used in Excel VBA.

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