Expired option RIC request via Datastream and Eikon APIs
I am using this code to get price data on expired option NDXb1921A5075.U^B21:
df5 = ds.get_data(tickers="<NDXb1921A5075.U^B21>", fields=['MP'], start = '2021-01-01', end = '2021-09-18', freq= 'D' )
According to the RIC rules this option should have been expired on February 19, 2021, however the code above returns price data for up to today (see attached)
price request for expired option.png
And a similar request in Eikon API returns "no data available for the requested period".
Eikon request for same option.png
Could you please kindly consult on this ?
Best regards,
Haykaz
Best Answer
-
According to the Datastream Navigator, <NDXb1921A5075.U^B21> represents "NASDAQ 100 Index 16-July-2021 15075 Call" in datastream.
As this forum is more for programming-type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket to the DataStream or Eikon support team via MyRefinitiv. That way a Content specialist can work closely with you and verify the problem.
0
Answers
-
Thank you for your answer, will raise a ticket to the support team
0 -
<NDXb1921A5075.U^B21> is a valid code for an NDX Feb 19 2021 expired 15075 call option. The syntax is correct. This is not a DS ticker.
0 -
<NDXb1921A5075.U^B21> is a valid code for an NDX Feb 19 2021 expired 15075 call option. The syntax is correct. This is not a DS ticker.
0 -
Here is a proof that the option Eikon RIC is correct and the data fills until the expiry of Feb. 19th. It was never traded though so there is no Trade or Theoretical Price in the DB. There is only BID, ASK and Implied Volatiltiy.
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛