How can I access high-frequency, expired options data?

IsaacD

I have looked into building a historical dataset of high dimensional (1 minute or 5 minute) of options data for some oil contracts. I have been able to access these frequencies for options data with the get_history for non-expired contracts. My impression is that get_history is unsuitable for expired contracts. What ways can I access this information with the APIs with LSEG Data Library for Python and access to Workspace? I work in Python, so I would appreciate any guidance you can offer me.

Gurpreet

Hello @IsaacD

Expired instruments have a special RIC which is the "^" sign + expiry month code + expiry year. For e.g. SRA99C2^C22. You can use get_history function to get some of this data.

df = ld.get_history('SRA99C2^C22')

Search expired options on these forums to know more about these. For questions related to data availability and instrument discovery, please raise a ticket with LSEG MyAccount.