How to use TR.LotSize as a time-series?

ec_20_inf
ec_20_inf
in Eikon Data APIs

Hello,

I'd like to know if TR.LotSize can be used as a time series in Python or in Excel. With any frequency (daily, monthly, etc).

The main goal I have with this is to request previous availability for lot sizes rather than just a 'present-day' snapshot (which is how I think CF_LotSize is meant to be used for).

Can we use CF_LotSize for this purpose? Or is not possible to have such request using Eikon at the moment?

Thanks!

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    The best resource to answer content question such as "can I view the history of lot size for a given instrument anywhere in Eikon" is Thomson Reuters Helpdesk, which you can reach by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. Assuming the question is about stocks or futures, I'd be surprised if this info were available in Eikon, since the lot size for any given exchange traded instrument doesn't change with any frequency. When the lot size changes it's an extraordinary event. But I'm not a content specialist. For authoritative answer, please contact TR Helpdesk.
    You're correct to assume that CF_LOTSIZE will only return current value. TR.LotSize can theoretically return timeseries, but I'm struggling to find any instrument for which this field is populated.

Answers

  • ec_20_inf
    ec_20_inf

    I asked because I struggled as well and I'm working with a large universe (around 40K stocks, obviously splitted in smaller chunks so I don't have issues with the Eikon requests).

    But this answer is still great!

    Thanks a lot Alex!

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