Get a option chain

JCZ
JCZ
in DSS

How can I get the Chain Ric code for Options on Future?

Example, for the future BGI, it's just call 0#BGI:

How should I do to call the chain of option on future of this, to get results like BGI14200V9?
Is there any documentation on this?

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  • nick.zincone
    nick.zincone

    Hi @JCZ,

    Which API are you using? In general, when you make a request for a Chain, it will respond with a list of constituents providing the makeup of the chain. There is a comprehensive article on chains, in 2 parts that will provide a detailed breakdown of what they are, how they are organized and how to traverse them.

  • JCZ
    JCZ

    Hi. Thanks for trying to help me, but I'm still with the problem. I'm using DSS.

    My problem is that when I call a RIC Chain, I only get the FUT assets type. In my example, when I call #0BGI: I get:

    BGIV19; BGIX19; BGIZ19; BGIF20; BGIG20; BGIH20; BGIK20; BGIV20

    It's only FUT asset types. No assets of type FOP appear, such as:

    BGI14500V9; BGI15050E0; BGI15100Q0; BGI15150E0; BGI15200E0; BGI15200L9; BGI15300E0

  • nick.zincone
    nick.zincone

    Hi @JCZ,

    Thanks for clarifying the API - I was assuming it was originally one of the TREP APIs but I see you updated it to DSS.

    This question may require a content specialist. I would reach out to the Refinitiv Helpdesk and they will research the content to determine the assets that should be included.

  • rameshjhinkya
    rameshjhinkya

    The current options contracts for a single underlying stock or index are listed in great detail in an option chain. It essentially shows all call and put options that are available against a specific underlying. The strike prices of the options are sorted together with data on premium, open interest, and implied volatility. The listing includes information on premium, volume, open interest, and other factors for a range of strike prices.

    A Call and Put Options listing that is accessible for an underlying for a certain expiration time is called an Option Chain Chart. For various strike prices, the listing includes data on premium, volume, open interest, etc. A listing of all the put and call option strike prices along with associated premiums for a specific maturity period is known as an NSE option chain. Indexes, stocks, and currency contracts may all be checked.

    To get an option chain, you may monitor IIFL Securities Ltd.'s option chain trading, call put option chain, and option market updates by going to India Infoline.

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