Missing Close Prices of active Option chain

nick.kirchner

Dear Refinitiv community and help desk,

thank you very much for taking the time to help me.

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? The close prices of the options on the S&P 100 Index are extremely important for me.

At the moment I extract all active RICs of the S&P100 and then get TR.Closeprice for each which does not work if there is no data for that command.

I would be very delighted if you could help me.

Best regards,

Nick

chavalit-jintamalit

Hi @nick.kirchner

This is the sample code:

#get all the underlying rics
df,e = ek.get_data('0#OEX*.U','LONGLINK1')
rics = df['Instrument'].tolist()
#rics is list of 25xx instruments.

#get TR.ClosePrice for all the instruments
df,e = ek.get_data(rics,'TR.ClosePrice')

#drop rows with NaN value
df1 = df.dropna()
df1.head(10)

It seems that around 78 instruments from 2551 instruments that have TR.ClosePrice data.

I would not be able to answer why the TR.ClosePrice is not available to those instruments.

You can contact Refinitiv Content Helpdesk to clarify about the content question at https://my.refinitiv.com/