Eikon Python API - fetching SPX options data

abhinav.iyer

Is the excel iPython integration

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Accepted answers

jason.ramchandani01

You can get options data for ES using a chain RIC. In this case 0#ESU8+ chain RIC will give you options for Sept Expiry ES future. Try the following API call:

fields = ['CF_DATE', 'EXPIR_DATE', 'PUTCALLIND', 'STRIKE_PRC', 'CF_CLOSE', 'IMP_VOLT'] 
es, err = ek.get_data('0#ESU8+', fields=fields) 
es.head()

Note: the first row returns the underlying future for reference

All comments

Alex Putkov.1

See the answer to a similar question asked earlier today on this thread.

jason.ramchandani01

You can get options data for ES using a chain RIC. In this case 0#ESU8+ chain RIC will give you options for Sept Expiry ES future. Try the following API call:

fields = ['CF_DATE', 'EXPIR_DATE', 'PUTCALLIND', 'STRIKE_PRC', 'CF_CLOSE', 'IMP_VOLT'] 
es, err = ek.get_data('0#ESU8+', fields=fields) 
es.head()

Note: the first row returns the underlying future for reference

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