Option Futures RICs with Specific Strike Price

gina.dulla

Hello All and @Jirapongse

- Need an assistance can you help us to provide sample on how to retrieve historical data with specific Strike Price like 100, 101, 120 of '0#TY+

Tried the formula below but we are getting an error and also how to retrieve historicald data for expired option like TYZ24^2

import refinitiv.data as rd
from refinitiv.data.discovery import Chain
import datetime
from datetime import date

rd.open_session()
df = rd.get_history(
universe = Chain('0#TY+'),
fields = ['BID','ASK'],
end = '2025-11-10', interval='1D', count=100,)
display(df)

Jirapongse

@gina.dulla

Thank you for reaching out to us.

I can run the following code to get historical data of TYZ24^2.

ld.get_history(

    universe = 'TYZ24^2',

    fields = ['BID','ASK'],

    interval = '1D',

    count = 100)

The sample code to get historical data of 0#TY+ is:

import lseg.data as ld

from lseg.data.discovery import Chain

import datetime

from datetime import date

import pandas as pd


ld.open_session()

chain_ric = '0#/TY+'


chains =  Chain(chain_ric).constituents

chains


rics_list = []

for chain in chains:

    rics_list.append(Chain(chain).constituents)


df_list = []

for rics in rics_list:

    print(len(rics))    

    df = ld.get_history(

        universe = [s[1:] if s[0] == '/' else s for s in rics],

        fields = ['BID','ASK'],

        end = '2025-11-10',

        interval = '1D',

        count = 100)

    df_list.append(df)


df_list

I don't have permission to access 0#TY+ so I use a delayed RIC instead (/0#TY+).