What is the best way to retrieve Open Interests Data and what is the API, language its hosted ?

What is the best way to retrieve Open Interests Data and what is the API, language its hosted ?

Best Answer

  • Hi @hiteshk81

    To retrieve Open Interest data you can use the below formula
    in Python. It retrieves a sample time series for a Light Crude Oil front
    month future contract.

     ek.get_data('LCOc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST'], {'SDate':'2019-05-01','EDate':'2019-05-06'})

    More information about Eikon Data API, tutorials and samples you can find here.

Answers

  • Thank you, can we use this Eikon API without the Eikon Desktop tool running in the background ?

    For instance a https request to Eikon API using python flask or some other REST interface ?

    or to extract Open Interests Data, do we need the Eikon Desktop Tool and the Credentials as mandatory things ? and is this the only way to do it ?

    thanks you in advance

  • @hiteshk81
    To use Eikon APIs you need to have Eikon account credentials and you need to run Eikon application. We have other products that could provide the data you're looking for and that may be a better fit for purpose depending on the use case.
    I would encourage you to reach out to Refinitiv Sales team, who will be happy to help you select Refinitiv product that is the best fit for your use case.
    If you're already a customer of Refinitiv, you can reach out to your Refinitiv account manager. Otherwise you can contact Refinitiv Sales team following the link below:
    https://www.refinitiv.com/en/contact-sales