How Get options chain for Crude Oil futures via python eikon API?

zimin.lu

Find more posts tagged with

eikon

workspace

eikon-data-api

refinitiv-dataplatform-eikon

workspace-data-api

Accepted answers

Alex Putkov.1

To retrieve the chain for NYMEX crude oil futures use for instance

import refinitiv.dataplatform as r
import refinitiv.dataplatform.eikon as ek
rdp.open_desktop_session('YOUR_APP_KEY')
df, err = ek.get_data('0#CL:',['CF_LAST'])
df

Use chain RIC '0#CLc' instead of '0#CL:', if you would like continuous future RICs
Then to retrieve close and settle price history for say the nearest contract use

fut_ric = df.loc[0,'Instrument']
rdp.get_historical_price_summaries(fut_ric, fields=['TRDPRC_1','SETTLE'])

All comments

zimin.lu

Also I need the time series of the option chain

Alex Putkov.1

To retrieve the chain for NYMEX crude oil futures use for instance

import refinitiv.dataplatform as r
import refinitiv.dataplatform.eikon as ek
rdp.open_desktop_session('YOUR_APP_KEY')
df, err = ek.get_data('0#CL:',['CF_LAST'])
df

Use chain RIC '0#CLc' instead of '0#CL:', if you would like continuous future RICs
Then to retrieve close and settle price history for say the nearest contract use

fut_ric = df.loc[0,'Instrument']
rdp.get_historical_price_summaries(fut_ric, fields=['TRDPRC_1','SETTLE'])

EXPLORE OUR SITES