Get price data for expired option by ISIN

adam.leroux

Hi all,

I'm looking to get historical price data for an option, that I have the ISIN for.

However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire.

Any ideas for a workaround ?

Thanks !

aramyan.h

Hi @adam.leroux ,

I am not sure if this is an option at all, just wanted to suggest considering reconstructing the rics if you have the paramaters (ric root, expiry date, strike, option type) for. I have an article around that which might help if this a way to go - Functions to find Option RICs traded on different exchanges | Devportal (lseg.com)

Best regards,

Haykaz