Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

emmanuel.chaslin
emmanuel.chaslin
in Eikon Data APIs

Hello,


When i go to my reuters screen on a certain future contract (example : SBK1) I can draw a graph and decide to display the "fields" EFS & EFP to show the volume of those specific types of transactions.

I would like to be able to load this information via Python:


ex: df,e = ek.get_data(["SBK1"],["EFP_DATE','EFP VOLUME'])


Can you please help to obtain the result ?


Thanks in advance.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    You can get current values for these data points from streaming market data using

    ek.get_data('SBK1',['EFS_VOL','EFP_VOL'])

    But programmatic retrieval of the timeseries for these data points is currently only available through Eikon .NET APIs and through RHistory library of Eikon COM APIs. The latter can only be used in Excel VBA.

Answers

  • emmanuel.chaslin
    emmanuel.chaslin

    How to check that for a specific date in the future please? thanks in advance.

  • Alex Putkov.1
    Alex Putkov.1

    @emmanuel.chaslin

    Sorry, I don't understand the question. Could you elaborate? What exactly would you like to check for a specific date in the future?

  • emmanuel.chaslin
    emmanuel.chaslin

    sorry, i meant a date in the past :). Would like to be able to load this information for dates in the past

  • Alex Putkov.1
    Alex Putkov.1

    Then I'm afraid this is currently not possible using Eikon Data APIs library or any other interface available for Python. As I said in my original answer, currently programmatic retrieval of this data is only possible using legacy Eikon .NET and Eikon COM APIs.

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