Hi @niket.chauhan Thanks for your question - I believe market open interest is the sum of all open interest for all contracts in the futures chain - unfortunately this is not a field available via the Eikon Data API and will need to be computed.

For today you can get this using:

ek.get_data(list('0#1S:'), fields = list('OPINT_1'))

and then summing the OPINT_1 field.

To do this historically is a two-step process. First you need to get the futures in the chain using:

Python:

df, err = ek.get_data('0#1S:', fields = 'CF_NAME')

R:

ek.get_data(list('0#1S:'), fields = list('CF_NAME'))

Then you need to get the open interest value for each contract for each day of history you want with a second API call.

Python:

df1, err = ek.get_data(df['Instrument'].astype(str).values.tolist(), ['TR.OPENINTEREST.date','TR.OPENINTEREST'],{'SDate':'0D','EDate':'-10D'}) 
df1

R: sorry you can probably convert this better than me!

Python:

df1.groupby('Date')['Open Interest'].sum()

R: ditto

I hope this can help.