Is there a way to pull complete option chain including weekly expiries?
Hi,
I'm trying to pull the option chain for '.STOXX50E'. When I pull it via
req, err = ek.get_data('0#STXE*.EX++', ['DSPLY_NAME'])
it does not include the far OTM strikes. I would like to pull the range from 50-200%
Also it does not include the weekly expiries STXE1W, STXE2W, ...
Is there a way to extend the strike range and include the weeklies?
Thanks,
Steffen
Best Answer
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'0#STXE*.EX++' is a chain RIC for all ATM options only
'0#STXE*.EX+' this will give you all subchains splitted by expiry date
'0#STXE*.EX' it's a chain that contains all the optionsWeekly options are available under chains 0#STXE1W*.EX, 0#STXE2W*.EX, 0#STXE4W*.EX, 0#STXE5W*.EX
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Answers
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Thanks, @marcin.bunkowski.
How can I find the chain rics, including weekly and monthly expiries, if applicable, for indices?
Specifically I am looking at: .GDAXI, .SSMI, .FTSE, FTMIB, .SPX, .NDX, .N225, .HSI, HYG, LQD.
Thanks in advance,
Steffen
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This is a question more of a data search and I recommend you to reach out to Refinitiv Helpdesk - Eikon Help/Contact Us.
I can recommend you to use OPTSRCH app in Eikon. You can also check the RIC 0#INDEX-OPT where you find index options divided by region, however it does not include all type of options (e.g. weekly).
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As per previous you can use OPTSRCH ,,, and filter by the "underlying RIC"
0
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