How to get historical monthly open interest data in Eikon with Python API?

saad.ali

I used the following code as mentioned in this question

https://community.developers.refinitiv.com/questions/42502/what-is-the-best-way-to-retrieve-open-interests-da.html

but it gives daily data not monthly data. Is there any way to modify it somehow to retrieve monthly data?

Code:

df, e = ek.get_data('NGc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST'], {'SDate':'2011-01-01','EDate':'2020-12-31'})

Any leads will be highly appreciated. Thanks in advance.

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Accepted answers

raksina.samasiri

hi @saad.ali ,

You can add parameter 'Frq' to set the frequency of the data returned. Please note that M is used for monthly, Y=yearly, Q=quarterly, W=weekly, D=day

for example,

df, e = ek.get_data('NGc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST']
                    , {'SDate':'2011-01-01','EDate':'2020-12-31','Frq':'M'})
df

All comments

raksina.samasiri

hi @saad.ali ,

You can add parameter 'Frq' to set the frequency of the data returned. Please note that M is used for monthly, Y=yearly, Q=quarterly, W=weekly, D=day

for example,

df, e = ek.get_data('NGc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST']
                    , {'SDate':'2011-01-01','EDate':'2020-12-31','Frq':'M'})
df

saad.ali

@raksina.samasiri Thanks a lot. It works

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