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Commodity Options data (Option Price)
Hi, Using the API, is there a way to retrieve options data (mainly option prices) for commodities (e.g., 0#NG+, 0#CL+) from a past date? For example, I need the values of some Natural Gas and Crude options as of 12/29/2023. Is it possible to get option prices for those options on that specific day? Currently, I use the…
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How to find expired bond options
Good morning, I am working on a project that requires me to get the RIC and historical price data for several assets. Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example. The issue I have is that some of these options that I need to get the RIC of are expired,…
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Getting historical options data
I want to be able to use Python for extracting options data from a database. For our project focused on modeling implied volatility surfaces, we require historical end-of-day (EOD) data for US options spanning the last two to three decades, including major well-traded symbols, as well as less traded symbols with sparse…
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Get price data for expired option by ISIN
Hi all, I'm looking to get historical price data for an option, that I have the ISIN for. However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire. Any ideas for a workaround ? Thanks !
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Derivative Ric resolution
What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.
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Get all futures contracts from ticker or isin
Hi all, I'm trying to find the query to get all futures contract info from the underlying isin / ticker. More specifically, i would like to input the isin/ticker of a security and get all the futures contract on that security. The final goal of this would be to get the RIC code of these contracts. Does anyone have an idea…
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Get root code
Hi all, I'm trying to create a function to creates the RIC code of a futures contract based on information like underlying, expiration date, etc... I understand how the RIC code is constructed, the only thing I need is a reliable way of getting the "root code" of the underlying of my future contract. Is there an API call…
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Get RIC code for derivative using the underlying RIC code
Hi, I'm trying to get the RIC code for some futures contract, especially for index futures. The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need. I tried using a Definition Search with the DERIVATIVE_QUOTES or…
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Searching by RIC code datastream python api
Hi everyone. I'm trying to use the python Datastream API (with the DatastreamPy package) to search for market data for derivatives. I'm doing this using the ds.get_data() function. I have the RIC code of a futures contract i want to get information on. I would like to get price and volume time series info on this contract.…
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How do retrieve distinct expiry dates of listed options on .SPX
Hi, I am using refinitiv.data in Python. I need to retrieve the distinct expiry dates of the active listed options on .SPX. I think I need to find the distinct dates inside the request rather than outside, because there are so many listed options on .SPX I am likely to exceed the data cap if I retrieve all the non-distinct…
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Possible values of ContractTypeCode and their meanings?
Hi, I'm using refinitiv.data in Python. The Equity Derivative Quotes view (search.Views.EQUITY_DERIVATIVE_QUOTES) exposes a field named ContractTypeCode. For active listed options on .SPX, there appear to be two possible values of ContractTypeCode: "91" and "92", with occurrences of "92" greatly outnumbering "91". I have…
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Option Contracts - Eti - Dictionary
Hello, What is the proper URL for contracts' properties? I am looking at the following URL for Equity Options: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation#ipa-financial-contracts-option-contracts-eti but the property names found in the URL under <Pricing…
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OTC Equity option will not show option premium
All, The option premium <marketValueInDealCcy> shows empty <NA>. The premium should be around ~$327. Please see below script. Can you please let me know what is wrong? Many Thanks, session.open() rd.session.set_default(session) response = option.Definition( underlying_type=option.UnderlyingType.ETI, underlying_definition =…
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Expired option data no reponse
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
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When using rd.content.ipa.financial_contracts.option, how can I overwrite multiple arguments at once
With this python code using RDP, I am trying to sent 100 requests in one go (the max this endpoint accepts). How can I entre several dictionaries in `extended_params`? definition = rd.content.ipa.financial_contracts.option.Definition( # IPA = instrument Pricing Analytics instrument_code=instrument,…
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Help finding field names for RIC
Hi, Please help me find the field names for this Ric Code: 0#TFOM+ I need alll the closing prices for the different months and strikes please. Have not been able to find them using the Formula Builder.
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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…
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Reconstructed option RIC returns error in Datastream
I reconstructed a RIC for NDX option which returns values in EIKON API and CHT workspace: However, it seems I can't find the option in Datastream: Could you please kindly help me to understand what's the reason of possible discrepancy? Best regards, Haykaz
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How to find OPRA code using stock+exp+strike via REDI API
GetOptionL1Value() requires the OPRA code as below:- tmpVal = L1Cache.GetOptionL1Value("VICI M2023D350000", "PUT_AskPrice", askPx) But if I only have the stock+exp+strike how can I find the OPRA code? Is there a lookup function? Thanks
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How to enter a "Custom Eq" order via REDI API
Hi, I want to trade the attached trade via the REDI API. It's a diagonal options trade with an equity leg. On the UI it becomes a "Custom Eq" trade but that's not a valid entry for COMPLEXORDER.Strategy. Is it possible to structure this kind of order via the API? Thanks
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Updates from WebSockets API with UpdateType="Multiple" that have no QUOTIM_NS
I am looking at the Update messages I receive from the WebSockets API for options quotes. I see messages like this: {"ID": 270, "Type": "Update", "UpdateType": "Multiple", "DoNotConflate": True, "Key": {"Service": "ELEKTRON_DD", "Name": "/QQQT202136600.U"}, "SeqNumber": 5758, "Fields": {"TIMACT": "19:42:18", "AQ_BID":…
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RIC nomenclature for expired Options on Futures
How can I build the RIC for an expired Option on a Future such as 'LCO5500'? The Q&A below gives an answer for historical Options, but not Options on a Futures: https://community.developers.refinitiv.com/questions/48814/find-historical-option-price-for-given-ticker-date.html I'd like to use such RIC for expired Options on…
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Oas History for security on DSWS
Hi All - Just trying to get to get option adjusted spread for a security using an isin (just a sample of one below). a) Is OAS history is available through dsws.Datastream() - ie the market_data_provider var below b) If it is do whats the syntax to get it is it get time series, get_data - whats the data time market_data_df…
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Eikon Python Data API : Getting Data for CONSECUTIVE CORN CSO options
I am trying to track down data for CME Consecutive CSO options popular for the Grains and Oil Seeds. Is there a way to get this data via the API as it is readily accessible via the CME website.
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Looking for traders that use REDI for options trading to help us understand/use the system better (w
Looking for someone who knows how to use REDI / REDI Plus well. If you could show us how to best use the program for our options trading. We are willing to pay for a lesson or two.
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How to receive volatility surfaces for the SPX corresponding to the shortest tenor available?
How can I receive volatility surfaces for the SPX corresponding to the shortest tenor available? Using Eikon SURF for example, I can get the volatility surfaces for March 17, 2021. But the curve/smile that is the nearest in the future has an expiry on March 26, 2021. Are there curves/smiles available with a shorter tenor?…
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Get Timestamp of Quotes for Put/Call Options
When inspecting historic put and call options, is it possible to get the timestamp of their bid and ask quotes? When considering the data, it seems as if there are discrepancies in the timestamps .
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how to retrieve the list of live option contracts for a given equity or equity index.
Hello, I'm looking for a code sample, using Refinitiv Data Platform APIs, preferably in python, that would show how to retrieve the list of live option contracts for a given equity or equity index. I have seen the great article on search…
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Excel - Options Expiration date off by 1 day
Expiration date for option contract is 12/18/20, but "expir_date" is showing 12/17/20. I didn't have this issue with Thomson Add In, only with Refinitiv. Thanks!
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Expiration Dates for Expired Options API
Hi, Is there a way to get expiration dates for already expired options? E.g. for 1C110C9^C19
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Options - Days to Expiration
I'm looking for the Refinitiv Excel code for "number of days to expiration date". I've built a formula which uses (Expiration Date minus current date), but the screen constantly updates and flickers when I do it. I'm guessing that's a weird anomaly of Excel.
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Options Expiration Month?
In Excel, is there a command to display the MONTH of expiration for an option contract? Thomson had this feature.
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How do extract symbols that fulfil regex criteria in datastream?
How do extract symbols that fulfil regex criteria in datastream? For instance, when I type SPXw, I can see a list of options RIC/ Mnemonic in DFO Navigator. I want this to an output from a python function.
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Does DSWS carry historical option greeks?
currently this is being used to pull historical price summaries, but wondering if option greeks are available historically for this sample option ric + others via DSWS instead of Eikon DAPI d = rdp.get_historical_price_summaries('SPYA161010000.U^A10', start = '2007-01-01', end = '2020-11-12')
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Inconsistent delta value between rdp.get_historical_price_summaries() and eikon terminal
Hi, I am trying to retrieve the delta value of Option 'SPYL182034500.U'. I used rdp.get_historical_price_summaries() and under "DELTA_EXCH" column, the delta for ''2020-11-11" is 0.69. However, in Eikon terminal, TP.OPWLastDelta is 0.6282 instead. Can I check how these values are derived? Thanks.
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How to retrieve historical delta of one specific option
Hi, I am working to retrieve historical delta of specific dates of one specific option. However, I didn't find the date parameter for the delta codes. May I ask is there any way to retrieve the deltas? For example, for option "SPYK202033000.U", I can use 'TR.OPWMidDelta' to retrieve today's delta. But how to retrieve…
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What exactly is TR.OPWSettleImpliedVolatility reporting and is there a way to get historic readings
Per the python eikon data API: TR.OPWSettleImpliedVolatility and TR.OPWCloseImpliedVolatility are constantly changing values within the session. How is this possible if this is a settle or close derived value? Also, is there a ek.get_data query that can pull historic readings for the TR.OPW...... data items. I am…
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'extract the content of the Most Traded Options API for a given underlying.
hello I would like, if possible through Eikon Excel functions or through VBA Adfins or EIkon Data API to 'extract the content of the Most Traded Options API for a given underlying. thank you in advance for your feedback
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How to obtain expired equity options daily open interest and close prices via python api/ excel api?
How to obtain expired equity options daily open interest and close prices via python api/ excel api?
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Could Elektron Java SDK be used to get time series for structured products?
Could Elektron Java SDK be used to get time series for structured products? Could you please share some tutorial for that? In case Elektron isn't right instrument for that any suggestions for the right API will be appreciated.