How to obtain the OPEN, HIGH, LOW, CLOSE historical data of options in EIKON API?

yuyang

How to obtain the OPEN, HIGH, LOW, CLOSE historical data of options in EIKON API?

aramyan.h

Hi @yuyang ,

You can use ek.get_timeseries to obtain historical price data for options. See and example below:

ek.get_timeseries(['AAPLF172209500.U'], start_date = '2022-03-02',end_date = '2022-06-08', 
                  interval='daily',fields = ['CLOSE', 'OPEN', 'HIGH', 'LOW'])

And here is the output:

Additionally you may find the functions introduced in this article useful if you don't know the exact option RIC and want to construct them based on option parameters.

Hope this is helpful and let me know should you have any further questions.

Best regards,

Haykaz