ek.get_data on option chain ticker

xiang.zhang
xiang.zhang
in Eikon Data APIs

Hi, I'm able to get the "Option Watch Implied Vol" on an individual option like this:

df, e = ek.get_data('EMBA172011400.U', ['TR.BIDPRICE','TR.ASKPRICE','TR.OPWBidImpliedVolatility', 'TR.OPWAskImpliedVolatility'])

However, the same does not work on the option chain ticker 0#EMB*.U:

df, e = ek.get_data('0#EMB*.U', ['TR.BIDPRICE','TR.ASKPRICE','TR.OPWBidImpliedVolatility', 'TR.OPWAskImpliedVolatility'])

Please advise how this can work with chain ticker as well. Please note that I'm aware that chain ticker works with "IMP_VOLTB", "IMP_VOLTA", but those return implied vols on last prices, not implied vols on mid prices.

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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @xiang.zhang,

    When trying to retrieve a chain using the get_data() function, it appears the ability to retrieve reference fields (TR.xxxx) fields will not work. You will have to use the get_data() to retrieve the collection of underlying RICs then for each one, request for the fields of interest.

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    You can reach out to the helpdesk to understand why values may be null (NaN).

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