Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

avatar image
Question by Tulkkas · Feb 08, 2021 at 12:51 PM · eikoneikon-data-apiworkspacepythonworkspace-data-apirefinitiv-dataplatform-eikonfutures

Download historical volume for (continuation) Futures with Eikon API

Hi, I am looking to download close,high,low, open and volume for a continuous futures chain, historically. I am using the Eikon API 'get_data' function with parameters equal to the start and end dates of my period.

Example RIC - EScv1, which is the SP500 mini.

Unfortunately I am not able to obtain data for Volume, I used the fields TR.Volume and the CF_Volume fields but none of them worked. I do not get any historical data for volume.

I get everything else (Close, Open, Low, High) by using the correct field...

Would anybody have an idea?

Thank you


People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by jason.ramchandani01 · Feb 08, 2021 at 01:50 PM

@Tulkkas try using TR.ACCUMULATEDVOLUME for the historical volume. You can check all fields available for any RIC using the Data Item Browser App (type DIB into eikon search bar) - this also gives values if you type in an instrument - so its easy to zero in on exactly what you want, I hope this can help.

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
Answer by Tulkkas · Feb 08, 2021 at 02:10 PM

@jason.ramchandani, thank you, I will try that! Thanks for the tip with the DIB - indeed, that is how I came up with trying the CF_Volume field. I will let you know if it worked

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
Answer by Tulkkas · Feb 08, 2021 at 02:51 PM

@jason.ramchandani - it worked, thank you very much!

Comment
jason.ramchandani01

People who like this

1 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
10 People are following this question.

Related Questions

Which Eikon (.NET API) fields to use to determine which leg is buy and which is sell for spreads

Future Option time series data using Python EikonDesktopData API

What other parameters can be used with the statement pertaining to Corporate Actions data such as Stock Splits?

Trying to fetch Close Bid Price for CMO tranche from Python

How to get all investors for a list of stocks, historically with the python API

  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Intelligent Tagging
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open Calais
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • RDMS
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • Workspace SDK
    • Element Framework
    • Grid
  • World-Check Data File
  • 中文论坛
  • Explore
  • Tags
  • Questions
  • Badges