How to obtain the OPEN, HIGH, LOW, CLOSE historical data of options in EIKON API?

How to obtain the OPEN, HIGH, LOW, CLOSE historical data of options in EIKON API?
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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    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'])

    ahs.png

    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")

    ahs.png

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