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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 1 3

Getting Historical Open Interest & Option Chain with Eikon API

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.

apihistorical
icon clock
10 |1500

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

1 Answer

Upvotes
Accepted
13.1k 61 39 63

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 However, a content specialist can determine if the historical content is available.

icon clock
10 |1500

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

Thanks Nick. I'm getting current option chains & OPTINT_1 for SPX, etc I want to get option chains & open interest historically (closing values) and trying to figure out what I need to do. Can I get it with Eikon or do I need separate historical subscription???? Vlad

@vlad.dimanshteyn

Please reach out to the Refinitiv Helpdesk, as mentioned by my colleague. The HelpDesk team can bring in a content specialist to determine if this historical data is available.