How can I retrieve all available option RICs for a given underlying with python API

Together with informations to identify such options: strike, maturity, put/call.

Best Answer

  • chavalit-jintamalit
    Answer ✓

    Hi @melvin.kian

    This forum is moderated by developers.

    I will try my best to explain what I understand from the content perspective.

    First, you have to know the "chain" RIC. (Chain RIC contains list of RIC codes)

    This is the general rule but it may not be applicable to every single venue.

    You can type in "Futures and Options Chains" in Eikon Desktop search bar and press enter.

    You will get this windows:

    image

    For example, a base RIC code is 0005.HK

    A chain RIC could be 0#0005*.HK

    And you can write this code to get the information:

    image

    (Please ignore the "/" before the RIC name as I only have permission for delayed data so / is automatically added as a prefix).

    If you still have difficulty finding a correct chain RIC on any given base RIC, please contact Refinitiv Data/Content Helpdesk at this URL.

Answers

  • chavalit.jintamalit, is there a limit on the return size of such query? If so, can I do it by chunk?

    Also, where can I find a complete list of possible fields?

  • Hi @melvin.kian
    "

    Just want to provide more information.

    You can also look for field id 4267 and 4268 (FUTURES and OPTIONS).

    image

  • You can use "Data Item Browser", just type in DIB on the Eikon Desktop Search bar and press enter.

    There is limitation on number of request and return records, please read this document. << (click on this text)