Is there a possibility to retrieve options via Rsearch EIKON Data API (Python)?

susskaya.anita

How could I replicate the request presented on the screenshot attached in Python?

nick.zincone

Hi @susskaya.anita

Try the following:

import refinitiv.dataplatform as rdp

...

response = rdp.Search.search(
    filter = "UnderlyingQuoteRIC xeq 'SPY' and IsChain eq false and \
              CallPutOption xeq 'Put' and ExerciseStyle xeq 'A'  and \
              PeriodicityCode eq 'M' and ExpiryDate ge 2022-04-01 and \
              ExpiryDate le 2022-04-30",
    order_by = "StrikePrice",
    top = 2000,
    select = "StrikePrice, ExpiryDate, RIC"
)
response.data.df

susskaya.anita

I could not install this because when I try pip install refinitiv-dataplatform conda shows me refinitiv-dataplatform 1.0.0a11 requires httpx>=0.18.0, but you have httpx 0.14.2 which is incompatible. I installed 0.14.2 because it was the only solution for the following problem:

Error: no proxy address identified. Check if Eikon Desktop or Eikon API Proxy is running.

susskaya.anita

https://community.developers.refinitiv.com/questions/66494/eikon-data-api-error-no-proxy-address-identified.html - please look at the answers

jason.ramchandani01

@susskaya.anita you can also use try pip install httpx==0.19.0 and see if that works on your setup.

susskaya.anita

For now I have the following problem:

jason.ramchandani01

@susskaya.anita Does the code run with httpx==0.14.2?

susskaya.anita

no it is not because as I told you previously I could not install refinitiv dataplatform when I have 0.14.2. When I have 0.18 I could do it but the code then does not work.

jason.ramchandani01

@susskaya.anita what version of nest-asynchio lib are you running?

susskaya.anita

1.5.1 - it is the version of nest asynchio

jason.ramchandani01

@susskaya.anita Please also post the full code including the import statements and the appkey setting (you can remove your actual app key for security reasons). thx

susskaya.anita

import eikon as ek # the Eikon Python wrapper package

import refinitiv.dataplatform as rdp

import numpy as np # NumPy

import pandas as pd # pandas

import configparser as cp

import sys

ek.set_app_key('')

response = rdp.Search.search(

filter = "UnderlyingQuoteRIC xeq 'SPY' and IsChain eq false and \

CallPutOption xeq 'Put' and ExerciseStyle xeq 'A' and \

PeriodicityCode eq 'M' and ExpiryDate ge 2022-04-01 and \

ExpiryDate le 2022-04-30",

order_by = "StrikePrice",

top = 2000,

select = "StrikePrice, ExpiryDate, RIC"

)

response.data.df

susskaya.anita

another code is working properly

jason.ramchandani01

@susskaya.anita so you need to open the rdp desktop session first - please add the following line below your ek.set_app_key(''):

rdp.open_desktop_session('YOUR APP KEY HERE')

and try running thx

susskaya.anita

It worked. Thank you so much for your help and attention!