Historical option data, missing Close Prices & Too many requests

nick.kirchner

Dear Refinitiv community and help desk,

my first question is whether you have a running service desk phone or chat I can work with in real-time which would save time.

Now to my main questions:

1) Historical Option prices:

I need historical option prices. Is there any way to find historical/expired option for: 0#STXE*.EX, 0#SPX*.U', 0#OEX*.U & 0#GDAX*.EX? I can refer to https://community.developers.refinitiv.com/questions/29614/how-can-i-get-price-data-of-historicalexpired-opti.html where one of your employees says that he "believes" there are no historical prices for expired option prices. This thread, however, is from 2018 and I am sure Refinitiv has found a better solution for downloading option prices than just exporting the RIC list of the active chains and then download the data from that.

On https://amers1.exempt.proxy.cp.thomsonreuters.com/infobase/content/options/ it is stated that "Full history for live individual options; dead options series histories are currently available for three years after expiry and growing. Continuous series histories are available from 1999." How can I download this series with ek.get_data?

2) Missing close prices:

For many of the active RICs for options, there are also no close prices but Bid & Ask prices (see attachment). Especially for many options of the 0#OEX*.U chain. Where can I get historical close prices for these options?Reuters.png

3) Too many requests:

Another thing I want to ask is what the regulation is behind Error code 429. I can understand that you don't want people to just download your whole data library. But when you download option chain data a lot of data points are extracted which is blocked, however, by your system. Is it possible to unblock an account easily?

I am using Eikon at my university by the way.

Best regards and thanks for answering,

Nick

zoya faberov

Hello @nick.kirchner,

For Refinitiv customers, the best way to get content question answered is via Content Helpdesk Online, log into your customer account, select "I need help with content", product = Eikon, or dial you local Refinitiv Helpdesk number and explain your question.

However, I am not sure how this works with educational organizations. I think you can best proceed through the same contact within your organization who is in charge of Eikon credentials assignment.

This forum is the intended for general questions and discussions centered around Refinitiv APi usage.

It is much preferrable to ask every API question separately, with title reflecting the contents of the specific question, as this assures the maximum visibility of your question for the community members.

Error 429 means too many requests, you are absolutely right, however, to better understand when it happens and to follow the request limits, so you don't overrun, please look up the full details via Eikon Usage And Limits guideline