Hi, I am trying to fetct historical option chain data for TSEC weighted index (.TWII). could you ...

Hi, I am trying to fetct historical option chain data for TSEC weighted index (.TWII). could you guys help me with the instrument chain RIC for the same.

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Accepted answers

jonathan.legrand

Hi @vmaharshi, If you are using Python, I would advise using RD. You can find code examples using RD on Codebook and GitHub. I used them for build the below, does it meet your request?

import refinitiv.data as rd
rd.open_session()
rd.get_data(
    universe=rd.discovery.Chain(name="0#.TWII"),
    fields=['TR.Revenue.date', 'TR.Revenue', 'BID', 'ASK'],
    parameters={'SDate': "2023-12-01", 'EDate': '2023-12-04', 'Frq': 'D'})

All comments

jonathan.legrand

Hi @vmaharshi, If you are using Python, I would advise using RD. You can find code examples using RD on Codebook and GitHub. I used them for build the below, does it meet your request?

import refinitiv.data as rd
rd.open_session()
rd.get_data(
    universe=rd.discovery.Chain(name="0#.TWII"),
    fields=['TR.Revenue.date', 'TR.Revenue', 'BID', 'ASK'],
    parameters={'SDate': "2023-12-01", 'EDate': '2023-12-04', 'Frq': 'D'})

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