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?