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Mohit.Rai avatar image
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How to get the field names for ek.get_timeseries method?

Current, I am extracting the Price and OpenInterest data for a voluntary carbon credit product using the following formulas in excel:

=@RHistory("ONGZ2",".Timestamp;.Close","START:01-Mar-2021 INTERVAL:1D",,"SORT:ASC TSREPEAT:NO CH:IN;Fd",B2)


=@RHistory("ONGZ2","OPINT_1.Timestamp;OPINT_1.Value","START:30-Jul-2021 INTERVAL:1D",,"TSREPEAT:NO SORT:ASC CH:IN;Fd",G3)


Now, I want to get this data in python using the eikon-python api.

df= ek.get_timeseries('ONGZ2', fields=['Close'], start_date=startDate,end_date=endDate)

I now the filed name for Price as 'Close' but can't find the field name for 'Open interest' column. the codebook only suggest the code using get_data() method but now get_timeseries()

How do I find the appropriate field name here?

eikoneikon-data-apipython apicodebook
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Jirapongse avatar image   Jirapongse

@Mohit.Rai

Hi,

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Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@Mohit.Rai

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

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Gurpreet avatar image
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Hi @Mohit.Rai,

The get_timeseries API only returns the intervalalized bar data - i.e. Open/High/Low/Close etc. You can omit the fields parameter to get all the available fields. Others besides the bar fields, like Open Interest, etc are not available in timeseries API.


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Mohit.Rai avatar image Mohit.Rai
@Gurpreet Thanks for quick response. Could you kindly guide me how can I get combination of timestamp, Close price and Volume using the python api?

Maybe using the get_data() method?

Gurpreet avatar image Gurpreet Mohit.Rai

get_data does not go that far in history. Here is how you could get it to recent months:


1658414422819.png

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