How to get historical Open Interest using eikon R api?

niket.chauhan
niket.chauhan
in Eikon Data APIs

Hi,

To fetch parameters like Open Interest, I use get_data function in R but it only returns the latest value. How can I pull historical open interest in Eikon R?

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    Hi @Niket - thanks for your question. You need to amend your field call to make a series instead of point request - you can do this by adding the date and frequency parameters - for more details please use the Data Item Browser App by typing DIB into eikon search bar. I hope this can help.

    fields = list(TR_Field('TR.OPENINTEREST',list(SDate=0,EDate=-29,Frq=D).date),TR_Field('TR.OPENINTEREST',list(SDate=0,EDate=-29,Frq=D)))

    data_frame = get_data(list("ESc1"),fields)

Answers

  • niket.chauhan
    niket.chauhan

    jason.ramchandani . This actually helped. One can also simply write and achieve similar results.

    get_data(list("LCOc1"),fields = list('TR.OPENINTEREST.Date', 'TR.OPENINTEREST', '2000-01-01', '2020-05-25'))

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