Implied volatility historical data

chong.xu

Hi, I am trying to translate the following Excel formula to Python version:

=RHistory("ATWY6000L9","IMP_VOLT.Timestamp;IMP_VOLT.Value","START:18-Jun-2018 NBROWS:3 INTERVAL:1D",,"TSREPEAT:NO CH:Fd")

My python function is:

ek.get_timeseries( [ 'ATWY6000L9' ], fields = 'IMP_VOLT', start_date = dt.datetime( 2018, 6, 18, 0, 0, 0, 0 ), end_date = dt.datetime.today(), interval='daily' )

Unfortunately returned values areall "NaN". Is it because 'IMP_VOLT' is not supported by get_timeseries?

Thanks

Zhenya Kovalyov

Unfortunately, get_timeseries only supports the default view for now (Open, High, Low, Close) on the trade or quote field.