Python API - Option Adjusted Spread Bid

Nate.Kim
Nate.Kim
in Eikon Data APIs

Hi,


Can anyone explain what Option Adjusted Spread Bid function means? I am currently using OAS, err = ek.get_data('US075887BX67',[{'TR.OPTIONADJUSTEDSPREADBID':{'params':{'SDate': '07/19/2019'}}}], debug = False) to download OAS, but the value is not exactly what I'm looking for. It would be much appreciated!

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Best Answer

  • James.Perkins
    James.Perkins
    Answer ✓

    Not sure what value you are expecting but I would recommend looking at all the available OAS fields to ensure you are using one which meets your requirements. 

    oas, err = ek.get_data('US075887BX67','TR.OASAnalytics(ValuationDate=20190719)')

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