Hi, I'm noticing a massive drop off in the population of SPX options using the 0#SPX*.U chain RIC before Dec 2009. I see only ten or so instruments priced per day. Can you please explain why the normal option chain isn't populating here and also provide a solution so that I can obtain the option chains prior to that date? thanks.
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"RIC",
"Settlement Price",
"Last",
"Bid",
"Ask"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "0#SPX*.U",
"IdentifierType": "ChainRIC"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": "true"
},
"UseUserPreferencesForValidationOptions": "false"
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2007-01-01",
"QueryEndDate": "2007-01-31"
}
}
}
