Option Chain Quotes for Commodities (GOLD & SILVER)

ff

Hi,

I am also looking to retrieve option chain quotes for commodities.

Starting with GOLD and SILVER. How can I retrieve option chain quotes via API?

Thanks for any support.

Rgds,
Frank

Tim Smith

Hi,

Are you looking for the identifiers for the option chains, or are you looking for how you access them through the API?

Comex Gold (which is one of the main Gold contracts) Is available on the code 0#GC+

This is the main starting point. You then have all the monthly chains hanging off this in LONGLINK1 (fid 800) to LONGLINK14 (fid 813). If the contract has a lot of monthly expiries (as this one does) the chain contains on LONGNEXTLR (fid 815) to 1#GC+ and the same rule applies to 1#GC+ as it did to 0#GC+ (using the LONGLINK fields and checking to see if there is a continuation of months in LONGNEXTLR again.

Under each of the monthly expiries you will see the individual strikes.

Not sure if this makes sense, but try calling in 0#GC+ and looking at the fields on offer. You should then see the Longlink fields in the presentation

ff

Hi Tim

thanks for the prompt reply.

This sort of worked .... I was able to implement your info into my code, however I am unable to access that data.

Do I have to extend my account for this data (additional charge) or can I access the data for gold / silver delayed respectively end-of-day?

Thanks & Rgds,
Frank

ff

Hi Tim,

one more question regarding option chain quotes for FX.

I am also trying to retrieve this data via API (delayed or end of day is also totally fine).

E.g. I am trying to retrieve the following oc_rics through the API code

0#FCUY*.EX

0#FCEF*.EX

0#FCPU*.EX

0#VWS*.CO

0#FCEU*.EX

0#FCEP*.EX

0#FCAU*.EX

0#FCEA*.EX

0#FCUF*.EX

This works (access fine) but the API only provides empty results (no bid / ask quotes for the option chains).

Thanks again for your help.

Rgds,
Frank

Tim Smith

https://community.developers.refinitiv.com/discussion/comment/54169#Comment_54169

Hi @ff Ah yes it looks like you don't have permissioned so would need an additional license. I don't think for options on this venue there is delayed data available (I have had a quick look myself and it doesn't seem like it). To get delayed data you need to add a "/" at the front of the RIC eg /VOD.L or 0#/GC+ etc (this is the standard syntax) generally it is about 15 minutes delayed and free of charge (though that varies per venue). In this case it looks like delayed data is not available.

Tim Smith

https://community.developers.refinitiv.com/discussion/comment/54181#Comment_54181

Hi @ff There seems to be very little trading going on, on any of these to be honest. I cant see any quotes either. Looking at the exchange website it looks like this is correct, and the contracts are not very liquid (not very liquid at all!). But if you think this is wrong its best to raise a query via Contact Us and the Support desk will check with the exchange to confirm - but it looks to me like a case of not much activity going on.

ff

https://community.developers.refinitiv.com/discussion/comment/54202#Comment_54202

Hi Tim,

thanks for the reply and clarification.

Are these, by any chance, the wrong identifiers to retrieve the option chain quotes via API for currency pairs e.g. EUR/USD.

There should be some trading going on in these FX options?

I am looking especially for option chain quotes for:

EUR / JPY

USD / JPY

EUR / CHF

GBP / USD

EUR / CAD

EUR / USD

EUR / GBP

AUD / USD

EUR / AUD

EUR / TRY

EUR / NOK

EUR / ZAR

USD / CAD

USD / CHF

Rgds,
Frank
@Tim Smith

ff

https://community.developers.refinitiv.com/discussion/comment/54201#Comment_54201

Thank you for the answer.

Tim Smith

https://community.developers.refinitiv.com/discussion/comment/54194#Comment_54194

@ff is it definitely Eurex you want these currency pairs on, or is it just FX Currency pairs in general ie you are not set on a specific exchange?

ff

https://community.developers.refinitiv.com/discussion/comment/54195#Comment_54195

@Tim Smith

Hi Tim,

Sorry for the confusion, you are right.

I am looking for the most liquid option chain quotes for FX currency pairs (not set on a specific exchange).

Rgds,
Frank

Tim Smith

https://community.developers.refinitiv.com/discussion/comment/54196#Comment_54196

Hi @ff . I am rapidly getting to the end of my experience in FX products - I don't often dabble in this part of the market too much!! In my experience CME has a number of FX Option Contracts that do trade. Some examples of codes are in the below table. In general I am not too sure how liquid some of the FX listed options are (compared to Spot, forwards etc that exist away rom the Exchanges, but there are also some other derivatives exchanges, ICE US and ICE UK, for example.

Have a look at some of the below and see if they are better for you.

ff

https://community.developers.refinitiv.com/discussion/comment/54197#Comment_54197

Thx again Tim!

I will look into the provided info.

Rgds,
Frank