Where to find Real Time Volatility Surfaces for Commodities using Eikon's Python API?

Hi everyone,

On their website Refinitv states that, it is possible to get real time volatility surfaces for sixty commodity products using Eikon.

1. Where can I find which 60 commodity products are meant?

2. And how can I get that data using Eikon's Python API?

Thanks!

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Accepted answers

m.bunkowski

Hi @davide.prosperino,
The article is mentioning the RIC CEVOLSURF. This is sort of a dashboard that that contains volatility surfaces and and much more information about commodities derivatives.
The first step would be to click on a selected data item and dig it further to get the desired data set.

Retrieving those data sets would not be a one step approach. Each of the items in this grid is a separate RIC with it's own set of fids. Many of those RICs are tiles/chains that contains out it's own further set of RICs. If you want to replicate that using eikon API you would need to loop through those chains to get the most granular view to be able to parse that all.

df,err = ek.get_data(['1SMC-8c1=R'], ['PRIMACT_1'])
df

All comments

aramyan.h

Dear @davide.prosperino ,

Thank you for your question. You can get the data using our latest RD Libraries for Python. Please find some examples in the official GitHub repo. As it comes to the list of commodity products I would suggest raising a content query through Helpdesk which, can be reached via MyRefinitiv.

Hope this helps.

Best regards,

Haykaz

m.bunkowski

df,err = ek.get_data(['1SMC-8c1=R'], ['PRIMACT_1'])
df

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