I am trying to track down data for CME Consecutive CSO options popular for the Grains and Oil Seeds. Is there a way to get this data via the API as it is readily accessible via the CME website.
Hi @wyczolko
Please review the Eikon Data API Quick Start at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/quick-start
I think you can use "0#1C+" instrument.
I am not familiar with the content, so I just randomly select one of the contract for demonstration purpose.
This is the process for getting normal serial expiration option data. I am looking for the CSO option data. That is an option on the spread of 2 consecutive futures expirations. It is a product that the CME offers and provides free data on.