Get data (RIC, STRIKE, ExpiryDate) on expired options using Search RDP

haykaz.aramyan

I am using this code to retrieve data on Options via Search RDP

rdp.search(

view = rdp.SearchViews.EquityDerivativeQuotes,

filter = "UnderlyingQuoteRIC eq '.spx' and RCSAssetClass eq 'OPT'",

select = "DocumentTitle, RIC, ExpiryDate, CallPutOption, StrikePrice, AssetState",

top = 20

)

This code returns the data, however when I try to search for historical expired options (using filter of e.g 'and ExpiryDate eq 2020-09-15 ') I don't get any results. Could you please consult if it is possible to retrieve data on expired options using Search RDP?

Thank you in advance

nick.zincone

Hi @haykaz.aramyan

As far as I’m aware, only a select few assets, eg Futures, that have expired are provided within RDP Search. I don believe Search provides details on expired Options.

For questions related to content, your best route is to go through the Refinitiv Helpdesk.

haykaz.aramyan

Thank you for the answer!

haykaz.aramyan

This article offers functions and a workflow to reconstruct/find expired options RICs via RDP. Additionally it shows how one can get prices for expired option contracts and backtest a short iron condor strategy.

https://developers.refinitiv.com/en/article-catalog/article/finding-expired-options-and-backtesting-a-short-iron-condor-stra