How Get options chain for Crude Oil futures via python eikon API?

zimin.lu

How Get options chain for Crude Oil futures via python eikon API?

Alex Putkov.1

To retrieve the chain for NYMEX crude oil futures use for instance

import refinitiv.dataplatform as r
import refinitiv.dataplatform.eikon as ek
rdp.open_desktop_session('YOUR_APP_KEY')
df, err = ek.get_data('0#CL:',['CF_LAST'])
df

Use chain RIC '0#CLc' instead of '0#CL:', if you would like continuous future RICs
Then to retrieve close and settle price history for say the nearest contract use

fut_ric = df.loc[0,'Instrument']
rdp.get_historical_price_summaries(fut_ric, fields=['TRDPRC_1','SETTLE'])

zimin.lu

Also I need the time series of the option chain