Hi @yuyang
You can using the following command to get the option chain constituents:
option_chain,err = ek.get_data('0#QQQ*.U', ['TRADE_DATE'])
You then can process the response to retrieve historical values for each constituent. For example,
ts = ek.get_timeseries('QQQQ312218000.U', start_date="2022-01-01", end_date="2022-05-27")
Hi @yuyang ,
ek.get_timeseries can be used for this, for example
import refinitiv.dataplatform.eikon as ekek.set_app_key('###YOUR_APP_KEY###')ek.get_timeseries(['VOD.L', 'GOOG.O'])
parameters can be used to get the data during specific period with specific interval
ek.get_timeseries(['VOD.L', 'GOOG.O'], start_date='2022-05-10', end_date='2022-05-20', interval='minute') # Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily')
More information can be found in the resources below from the Developer portal site
Hope this helps
What I need is to get the historical data of the option, do you know how to pass the option code? Can you give me an example of getting an option?
hi @yuyang ,
Is this what you're looking for? Find Your Right Companies with SCREENER | Eikon Data APIs(Python)
or could you please clarify more on an option code you'd like to get, let's say an example of the option code you're interested.