How to get settle or open interest on expired Option on CME and Euronext ?

seb_lecu
seb_lecu Newcomer
edited October 2 in Eikon Data APIs

I tried : ld.get_history("BL219000L9^1") or ld.get_history("BL219000L4") I got

LDError: No data to return, please check errors: ERROR: No successful response.
(TS.Interday.UserRequestError.70005, The universe is not found)

ld.get_data("C390X24",fields=['TRDPRC_1', 'SETTLE', 'BID', 'ASK','OPINT_1'])

LDError: 'The record could not be found' for the instrument 'C390X24' Requested universes: ['C390X24']. Requested fields: ['TRDPRC_1', 'SETTLE', 'BID', 'ASK']


How can I request these expired Option.

I saw this doc : https://developers.lseg.com/en/article-catalog/article/calculating-implied-volatilities-of-at-the-money-index-options-2-with-type-hints

But I failed to reproduce on Argri commodities

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @seb_lecu

    Thank you for reaching out to us.

    I couldn't find those RICs on the LSEG Workspace App.

    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 QA forum.

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