What RICS to use when using get_history to get data for expired spreads ie LGOX4-Z4

a.santiago

I am using the following call for refintiv data platform via python :

rd.get_history('LGOX4-Z4', ['OPEN_PRC', 'HIGH_1', 'LOW_1', 'SETTLE'], 'weekly')

The above returns a "universe not found error". When changed to a non expired spread (i.e LGOF5-G5) it works fine.

I already attempted using '0#LGOX4-Z4' and 'DLGOX4-Z4' per the ric symbol finder with no luck.

Jason_Ramchandani

@a.santiago Thanks for your question - when RICs expire they transform into an expired RIC structure - which is different for different types. We have written an article about finding and using expired option RICS with all the python code you need - I think it will answer any questions you may have. I hope this can help.