options contracts

peeush

need to confirm is there a way we can identify from reuters that the current contract i'm trying to fetch prices for is a weekly or a monthly contract options with following information :

like i have following information for NYMEX CL contract :

base symbol : CLE , strike : 78.5 , Option type : put and expiry date : 20240214 ...the situation is i have this one contract and i'm trying to fetch its closing price for a minute by using get_timeseries method but don't know this contract is weekly or monthly .

second question is : i constructed the monthly contract symbol for this contract as ( CL785O24^B24 ) so it is giving me invalid RIC ...but when i use same put month as ( CL750N24^B24 ) ...it doesn't give invalid RIC but says " No data available for the requested date range " when i try to fetch for range : start ="2024-02-12 18:24:00", end_date="2024-02-12 18:25:00"....so what is the issue here ?

df = ek.get_timeseries(["CL750N24^B24"],

fields=['CLOSE'],

start_date="2024-02-12 18:24:00",

end_date="2024-02-12 18:25:00",

interval='minute')

I'm using get_timeseries method here also. Please assist

Jirapongse

@peeush @omkar.hegde

Thank you for reaching out to us.

The correct RIC could be CL785O24^C24.

I suggest to use the Refinitv Data Library for Python instead. For example:

response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.MINUTE
).get_data()
response.data.df

response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.WEEKLY
).get_data()
response.data.df

response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.MONTHLY
).get_data()
response.data.df

The example code is on GitHub.

You can use the help command to see the available parameters.

help(historical_pricing._summaries_definition)

For questions regarding RICs or content, please contact the helpdesk team direclty via MyRefinitiv to get the prompt response.