get_option_analytics InstrumentTag = None
If I run the following code :
import refinitiv.dataplatform as rdp
import datetime
import asyncio
rdp.open_desktop_session('key')
test = rdp.ipa.FinancialContracts.get_option_analytics(universe = ["ADBEL232168000.U", "ADBEL232169000.U"])
print(test.data.df)
The InstrumentTag you would expect to return the inputted rics: e.g.
"ADBEL232168000.U" and "ADBEL232169000.U"
however it returns None, how is this possible?
InstrumentTag InstrumentDescription ValuationDate \
0 None CashOption_AMER_ADBEL232168000.U 2021-12-06T00:00:00Z
1 None CashOption_AMER_ADBEL232169000.U 2021-12-06T00:00:00Z
InstrumentCode EndDate StrikePrice OptionType \
0 ADBEL232168000.U 2021-12-23T00:00:00Z 680 Vanilla
1 ADBEL232169000.U 2021-12-23T00:00:00Z 690 Vanilla
ExerciseStyle ExerciseType OptionPriceSide ... DeltaInDealCcy \
0 AMER CALL Last ... 21.519941
1 AMER CALL Last ... 18.542911
GammaInDealCcy RhoInDealCcy ThetaInDealCcy VegaInDealCcy \
0 0.433694 5.845998 -58.807432 43.694283
1 0.386039 5.041941 -53.686586 34.581230
DiscountCurveId \
0 IRCurve_USD-SwapSB/3MLibor_2021-12-06T00:00:00
1 IRCurve_USD-SwapSB/3MLibor_2021-12-06T00:00:00
DividendCurveId ErrorCode ErrorMessage \
0 ForecastTable_ADBEDIVCF.OQ_0001-01-01T00:00:00
1 ForecastTable_ADBEDIVCF.OQ_0001-01-01T00:00:00
ProcessingInformation
0
1
[2 rows x 50 columns]
0
Best Answer
-
Hi @laurens
The 'instrumentTag' wasn't designed to return the inputted RICs. It is a user-defined tag or closure, that will be populated based on how you set it. I think you may be referring to the field 'instrumentCode'.
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