How to get options price/time and sale data from workspace API.

Jwan622

Question, how do we get options-related data from refintiv desktop? Is that something you guys offer? Currently we get back stock price, order book, and trade data. What's the way to get back options order book and trade data?

We're currently using this library for quote and trade data.

  # Determine event types based on price_columns
    if price_columns == PriceColumns.TRADE:
        event_types = [EventTypes.TRADE]
    elif price_columns == PriceColumns.QUOTE:
        event_types = [EventTypes.QUOTE]
    elif price_columns == PriceColumns.BOTH:
        event_types = [EventTypes.TRADE, EventTypes.QUOTE]
    else:
        # Default to TRADE only for backward compatibility
        event_types = [EventTypes.TRADE]

    # Create the definition
    definition = historical_pricing.events.Definition(
        universe=rics,
        start=start_datetime,
        end=end_datetime,
        eventTypes=event_types,
    )

Is there a similar API call for options?

Jirapongse

@Jwan622

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data.

Then, we can help you converting that formula to Python code.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

raksina.samasiri

Hi @Jwan622 ,

Could you please check the 'Refinitiv Data Platform Historical Intraday Pricing API User Guide' in Documentation | Devportal

I hope this helps and please let me know in case you have any questions.