Getting Historical Open Interest & Option Chain with Eikon API

vlad.dimanshteyn
vlad.dimanshteyn Explorer
in Eikon Data APIs

How do I retrieve 'OPENINT_1' or 'TR.OPENINTEREST' with EIKON API? I tried using df, e = ek.get_data('IBM.N', ['OPENINT_1'], {'SDate':'2022-01-01','EDate':'2022-04-01'}) and its coming back with NA. Tried Get_History and no luck. Also, Historical Option chains for SPX. Thank you.

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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @vlad.dimanshteyn

    I would suggest you reach out to the Refinitiv Helpdesk - they can bring in a content specialist to determine if this historical data is available.

    If you are interested in retrieving content for an Option Chain, you will have to specify an Option Chain RIC for IBM. For example:

    option_chain,err = ek.get_data('0#IBM*.U', ['CF_NAME', 'OPINT_1'])

    This will return all constituents within the chain with the Open Interest values for each. However, a content specialist can determine if the historical content is available.

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