Is there a possibility to retrieve options via Rsearch EIKON Data API (Python)?

susskaya.anita

How could I replicate the request presented on the screenshot attached in Python?

nick.zincone

Hi @susskaya.anita

Try the following:

import refinitiv.dataplatform as rdp

...

response = rdp.Search.search(
    filter = "UnderlyingQuoteRIC xeq 'SPY' and IsChain eq false and \
              CallPutOption xeq 'Put' and ExerciseStyle xeq 'A'  and \
              PeriodicityCode eq 'M' and ExpiryDate ge 2022-04-01 and \
              ExpiryDate le 2022-04-30",
    order_by = "StrikePrice",
    top = 2000,
    select = "StrikePrice, ExpiryDate, RIC"
)
response.data.df

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87696#Comment_87696

I could not install this because when I try pip install refinitiv-dataplatform conda shows me refinitiv-dataplatform 1.0.0a11 requires httpx>=0.18.0, but you have httpx 0.14.2 which is incompatible. I installed 0.14.2 because it was the only solution for the following problem:

Error: no proxy address identified. Check if Eikon Desktop or Eikon API Proxy is running.

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87696#Comment_87696

https://community.developers.refinitiv.com/questions/66494/eikon-data-api-error-no-proxy-address-identified.html - please look at the answers

jason.ramchandani01

https://community.developers.refinitiv.com/discussion/comment/87727#Comment_87727

@susskaya.anita you can also use try pip install httpx==0.19.0 and see if that works on your setup.

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87730#Comment_87730

For now I have the following problem:

jason.ramchandani01

@susskaya.anita Does the code run with httpx==0.14.2?

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87743#Comment_87743

no it is not because as I told you previously I could not install refinitiv dataplatform when I have 0.14.2. When I have 0.18 I could do it but the code then does not work.

jason.ramchandani01

https://community.developers.refinitiv.com/discussion/comment/87742#Comment_87742

@susskaya.anita what version of nest-asynchio lib are you running?

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87735#Comment_87735

1.5.1 - it is the version of nest asynchio

jason.ramchandani01

@susskaya.anita Please also post the full code including the import statements and the appkey setting (you can remove your actual app key for security reasons). thx

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87737#Comment_87737

import eikon as ek # the Eikon Python wrapper package

import refinitiv.dataplatform as rdp

import numpy as np # NumPy

import pandas as pd # pandas

import configparser as cp

import sys

ek.set_app_key('')

response = rdp.Search.search(

filter = "UnderlyingQuoteRIC xeq 'SPY' and IsChain eq false and \

CallPutOption xeq 'Put' and ExerciseStyle xeq 'A' and \

PeriodicityCode eq 'M' and ExpiryDate ge 2022-04-01 and \

ExpiryDate le 2022-04-30",

order_by = "StrikePrice",

top = 2000,

select = "StrikePrice, ExpiryDate, RIC"

)

response.data.df

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87737#Comment_87737

another code is working properly

jason.ramchandani01

https://community.developers.refinitiv.com/discussion/comment/87745#Comment_87745

@susskaya.anita so you need to open the rdp desktop session first - please add the following line below your ek.set_app_key(''):

rdp.open_desktop_session('YOUR APP KEY HERE')

and try running thx

susskaya.anita

https://community.developers.refinitiv.com/discussion/comment/87747#Comment_87747

It worked. Thank you so much for your help and attention!