Is there a way to pull complete option chain including weekly expiries?

steffen.fuchs

Hi,

I'm trying to pull the option chain for '.STOXX50E'. When I pull it via

req, err = ek.get_data('0#STXE*.EX++', ['DSPLY_NAME'])

it does not include the far OTM strikes. I would like to pull the range from 50-200%

Also it does not include the weekly expiries STXE1W, STXE2W, ...

Is there a way to extend the strike range and include the weeklies?

Thanks,

Steffen

m.bunkowski

Hi @steffen.fuchs

'0#STXE*.EX++' is a chain RIC for all ATM options only
'0#STXE*.EX+' this will give you all subchains splitted by expiry date
'0#STXE*.EX' it's a chain that contains all the options

Weekly options are available under chains 0#STXE1W*.EX, 0#STXE2W*.EX, 0#STXE4W*.EX, 0#STXE5W*.EX

steffen.fuchs

Thanks, @marcin.bunkowski.

How can I find the chain rics, including weekly and monthly expiries, if applicable, for indices?

Specifically I am looking at: .GDAXI, .SSMI, .FTSE, FTMIB, .SPX, .NDX, .N225, .HSI, HYG, LQD.

Thanks in advance,

Steffen

m.bunkowski

https://community.developers.refinitiv.com/discussion/comment/47909#Comment_47909

Hi @steffen.fuchs

This is a question more of a data search and I recommend you to reach out to Refinitiv Helpdesk - Eikon Help/Contact Us.

I can recommend you to use OPTSRCH app in Eikon. You can also check the RIC 0#INDEX-OPT where you find index options divided by region, however it does not include all type of options (e.g. weekly).

James.Perkins

As per previous you can use OPTSRCH ,,, and filter by the "underlying RIC"