Using Python API, how to distinguish between option expiry periodicity (Weekly, Monthly, Quarterly)?
I'm using the below function to grab option chain data. However, noticed that in Eikon I'm able to distinguish between Periodicity = 'Weekly' or 'Monthly', how do I achieve the same in Python API?
opt_chain = ek.get_data(chain_tic,fields)
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Best Answer
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Assuming the question is about US equity options use field name EXPIR_CYCL in the chain request. In the example below the last column indicates which options expiration cycle the option belongs to.
ek.get_data('0#IBM*.U',['DSPLY_NAME','EXPIR_CYCL'])
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Answers
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works great, thanks!
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