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I used the following code as mentioned in this question
but it gives daily data not monthly data. Is there any way to modify it somehow to retrieve monthly data?
Code:
df, e = ek.get_data('NGc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST'], {'SDate':'2011-01-01','EDate':'2020-12-31'})
df
Any leads will be highly appreciated. Thanks in advance.
hi @saad.ali ,
You can add parameter 'Frq' to set the frequency of the data returned. Please note that M is used for monthly, Y=yearly, Q=quarterly, W=weekly, D=day
for example,
df, e = ek.get_data('NGc1', ['TR.OPENINTEREST.Date', 'TR.OPENINTEREST']
, {'SDate':'2011-01-01','EDate':'2020-12-31','Frq':'M'})
df
