How to pull historical Option chain data for RIC : 'AAPLA172027750.U^A20' ?

soroosh

Option chain should contains ['Trans_Date', 'Exp_date ', 'Option type', 'Position', 'Strike Price' 'Option Price' , 'OTM size'] . i have tried it with " ek.get_data("'AAPLA172027750.U^A20", fields)[0] and rdp.get_chain('AAPLA172027750.U^A20 ') ". But it is not working for me . Is there any way to get these columns for option chain?

Any help would be highly appreciated.

Thank You

aramyan.h

Dear @soroosh,

With rdp.get_chain/rd.discovery.Chain you can get only the active options. Unfortunately you can't get expired ones via Chain functions.

The only way to get expired options is to construct them following a logic of Refinitiv RIC construction and exchange specific rules. In addition to what my colleague suggested, you may find useful this Article which provides functions to reconstruct expired options from different exchanges, including OPRA.

After you have a RIC you are after you can use rd.get_history function, again as provided by my colleagues example above and retrieve the available data.

Hope this is helpful, please let me know if you have any question regarding the articles we shared or about the rd.get_history function.

Best regards,

Haykaz

jonathan.legrand

Hi @soroosh ,

I believe that the Search API can find all that. Please read this article on the matter.

I also wrote an article that touches on this (I am still working on it and updating it on GitHub), and an answer you can find here.

Let me know if this is helpful.

jonathan.legrand

Hi @soroosh,

Does this article answer your question?

soroosh

I was using the code provided in this article only. But , still it is not working.

Is there any other way of downloading the data ?

jonathan.legrand

Hi @soroosh, Would you mind trying the following in CodeBook to check if you have access to such datasets?

#  Example of Expiered Option data:
expOptnMrktPrice = rd.get_history(
    universe=["NDXa172091500.U^A20"],
    interval="1d",
    start="2019-12-02",
    end="2020-01-17")
expOptnMrktPrice