Total Open Interest for RBOB

davide.costanzo
davide.costanzo Explorer
in Eikon Data APIs

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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Best Answer

  • Moody
    Moody LSEG
    Answer ✓

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

    start_date=datetime.timedelta(-100),

    end_date=datetime.timedelta(0),

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

    interval='daily')

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