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gtaxinstitute avatar image
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use function to retrieve "settlement price", "open interest" and "open interest change" data in terms of a commodity futures contract

Hi there,

as pasted below, the Eikon_API hand book implies the available "OPEN, CLOSE, HIGH, VOLUME" etc arguments for "fields" parameter in <get_timeseries> function.

my question is am I able to retrieve the historical "settlement price, open interest, open interest change" data which are not listed for a commodity futures contract, and if yes, what are the arguments?

Thanks!

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raksina.samasiri avatar image   raksina.samasiri

hi @gtaxinstitute ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

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raksina.samasiri avatar image
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Hi @gtaxinstitute ,

You can use ek.get_data() to retrieve this data, for example

rics_list = ['VXc1']
fields = ['TR.SETTLEMENTPRICE.date','TR.SETTLEMENTPRICE','TR.OPENINTEREST.date','TR.OPENINTEREST']
df, err = ek.get_data(rics_list, fields, {'SDate': '2022-01-01', 'EDate': '2022-04-30', 'Frq': 'D'})
df

which TR.SETTLEMENTPRICE.date is the date of TR.SETTLEMENTPRICE field and TR.OPENINTEREST.date is the date of TR.OPENINTEREST field.

The data date range can be adjusted on SDate, EDate parameters along with Frq (Frequency) of the data, in this case, is D (Day)

1658730689241.png

To search for the field name, you can use Data Item Browser (DIB) whose video tutorial can be watched here Data Item Browser and Eikon Data API in Python

For example, 1658730915445.png

However, if you have any questions regarding the content like you cannot find the field you're looking for if you are not sure which one is the right field to be used, as the moderators in this forum aren't the content expert, you can contact the content expert team via MyRefinitiv (Product and Content > I need help using the product > Refinitiv Eikon) asking for the field name of what you're looking for, this way the content specialist can contact you and assist you on this.

Hope this helps


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