Python Codebook DERV_CHN empty result

Hello,

I'm interested in retrieving a list of current derivative contracts for a given index or single name equity.

As an example, i've found this instrument "0#SPXW*.U" but I haven't had any luck in retrieving the list of option contracts from it.

I expected the below to work but it returns an empty df:

import refinitiv.data as rd

rd.open_session()

df = rd.get_data(universe = ["0#SPXW*.U"], fields = ['DERV_CHN'] )

df

Any help would be much appreciated!

Find more posts tagged with

python

#technology

refinitiv-data-libraries

Accepted answers

jonathan.legrand

Hi @craughtigan,

In order to find Options on securities, I would advise using Search.

You can find an example of such a workflow in the following articles:

Functions to find Option RICs traded on different exchanges

Finding Expired Options and Backtesting a Short Iron Condor Strategy

Implied Volatility and Greeks of Index 'At The Money' Options: Part 1

Python Type Hint Finance Use Case: Implied Volatility and Greeks of Index 'At The Money' Options: Part 2

Equity Derivatives Intraday Analytics: using Python & IPA to gather intraday insights on live and expired derivatives

All comments

jonathan.legrand

Hi @craughtigan,

In order to find Options on securities, I would advise using Search.

You can find an example of such a workflow in the following articles:

Functions to find Option RICs traded on different exchanges

Finding Expired Options and Backtesting a Short Iron Condor Strategy

Implied Volatility and Greeks of Index 'At The Money' Options: Part 1

Python Type Hint Finance Use Case: Implied Volatility and Greeks of Index 'At The Money' Options: Part 2

Equity Derivatives Intraday Analytics: using Python & IPA to gather intraday insights on live and expired derivatives

Quick Links