Option chain blank after 6/7 pm

vlad.dimanshteyn
vlad.dimanshteyn
in Eikon Data APIs

HI, I'm using option_chain, err = ek.get_data('0#/SPX*.U', ['TRADE_DATE', 'ACVOL_1']) to get SPX option chain. After 6/7pm the option_chain comes back empty/blank. Before 6/7pm getting complete option chain. This happens for all other option tickers ("0#/SPXW*.U", etc). Why is this happening? Any way to fix this? Thanks


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  • vlad.dimanshteyn
    vlad.dimanshteyn
    Thanks Zoya. So exchanges reset the values on the closing run. But based on the last paragraph of that answer: if I have subscription to OPRA. I will get closing values and they will not be reset. Is this correct? It is very important to us, we are about to get OPRA subscription. Thanks so much
  • zoya faberov
    zoya faberov

    Hello @vlad.dimanshteyn,

    My knowledge of this specific content is very limited, so I have opened a content case #11555794 to help clarify the specific closing behavior for you.

    Please expect our support expert to reach out to your shortly via email.

  • vlad.dimanshteyn
    vlad.dimanshteyn
    Thank you Zoya. We are planning to get real-time data with Refinitiv shortly & OPRA subscription (its necessary for that). This question is critical for us and we need to know what we have to do to have ability to pull data after 6/7 pm. Thanks so much.
  • zoya faberov
    zoya faberov

    Hello @vlad.dimanshteyn

    If it will be confirmed by our content experts, that what you observe is as expected, that this content is getting cleared within a specific time window; and if you will require to retain the last values prior to that, you may consider caching the result, at a specific time, while it remains available. I would suggest to await the explanation of the behavior from the content experts, and consequently decide how you wish to design on your side.
  • vlad.dimanshteyn
    vlad.dimanshteyn
    Hi Zoya. Content experts are saying that there are no permission/content issues. The problem is that I need to go after FID21, the one I'm going after gets reset and FID21 (I assume that's the name of a server) does not. I forwarded you their emails. How would I change the code to do that? Thanks so much.

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