Annual Total Traded Volume of Commodity
req = ek.get_timeseries(["NGc1", 'NGc2', 'NGc3', 'NGc4', 'NGc5'],['VOLUME'], start_date = "2011-01-01", end_date = "2020-12-31", interval="monthly")
Any lead will be highly appreciated.
Best Answer
-
hi @saad.ali
The field Accumulated Volume is the sum of the volume in each calendar year as shown in the screenshot of DIB posted by Jason above.
Plus, to get contracts of NGc1 till NGc158, you may use the code below
rics = []
for i in range (158):
rics.append('NGc'+str(i+1))
print(rics)
req,err = ek.get_data(rics,['TR.ACCUMULATEDVOLUME.date','TR.ACCUMULATEDVOLUME'],parameters= {'SDate':"2011-01-01", 'EDate':"2020-12-31",'Frq':"CY",'CALCMETHOD':'SUM'})
reqHope this could help
0
Answers
-
@saad.ali Please try the following:
req,err = ek.get_data(["NGc1", 'NGc2', 'NGc3', 'NGc4', 'NGc5'],['TR.ACCUMULATEDVOLUME.date','TR.ACCUMULATEDVOLUME'],parameters= {'SDate':"2011-01-01", 'EDate':"2020-12-31",'Frq':"CY",'CALCMETHOD':'SUM'})
reqIs this OK for you?
Regarding descriptions for fields you can use the Data Item Browser app which allows you to look for all fields for an instrument and get the descriptions, parameters as well as values - seee below - noote in the bottom right of the app you can see the field formula being built up for you as you select parameters - which allows you to easily copy paste into the get data function say.
I hope this can help.
0 -
@jason.ramchandani01 Thank you very much for your response. Yes, it has surely helped a lot. But I need clarification regarding one thing. What I actually need is the overall volume traded annually. Your formula works but the future contracts aren't just limited to these 5 contracts for natural gas. In fact, they are several of them round about till NGc158.
So the actual traded volume would be the sum of all these contracts for an year if I understood it right?
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛