EDP volatility surface issue "Market data: The service failed to gather enough options to build t...

Pedro.Alexandre1

...he volatility surface"

Hi all,

I`m having an issue with all Brazilian options when trying to get the volatility surface with the EDP.

# - Request:

{

"universe":

[

{

"surfaceTag" : "tt",

"underlyingType":"Eti",

"underlyingDefinition":

{

"instrumentCode": "VALE3.SA",

},

"surfaceParameters":

{

"priceSide":"Mid",

"volatilityModel":"SVI",

"xAxis":"Date",

"yAxis":"Strike"

},

"surfaceLayout":

{

"format":"Matrix",

}

}

]

}

Response:

'{"data":[{"surfaceTag":"tt","error":{"id":"ee361bf8-fa9f-428f-b23b-63ca92718371/55116cd3-93a9-483e-a8f1-1337fdb02791","status":"Error","message":"Market data: The service failed to gather enough options to build the volatility surface","code":"VolSurf.10101"}}]}'

It is the same for any Brazilian asset.<PETR4.

But as we can see on the Eikon volatility surface app we should have something.

Could you help?

Thanks!

samuel.schwalm

Hello Pedro,

The latest version of the Eikon SURF Application leverages this Platform Analytic API, so there seem to be a problem. I'm going to forward your question to the support team so they can investigate and possibly replicate your issue.

We'll come back to you as soon as possible.

Best regards

Samuel@"Gabriel.Le Blanc", @Manel.Hassanine for information