How to get expired options using Excel Workspace
Hi. After trying different alternatives, I am unable to retrieve historical bid, ask, and options Greeks data for the S&P 500 using Excel's Workspace function. Although I can extract them using Python without issue, I'm encountering the limitation of 10,000 daily data points. My question here is whether it's possible to obtain this data using Excel and if the 10,000 limit is due to my subscription type or if it's a predefined format limitation by Refinitiv itself.
Best Answer
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The 10,000 limit is imposed on the service to manage heavy usage as the service is not designed to be a bulk download facility. You can find more details within the explanation within this article. If are trying to look for an alternative to see if you can get around this limitation, I would recommend you review the details around that article as it discusses multiple techniques to deal with limitations.
Feel free to contact the "Get Help & Support" (F1) within the desktop and they can also advise whether there is an alternative within Excel that would be more suitable for your workflow.
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