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

yuyang

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

nick.zincone

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")

raksina.samasiri

Hi @yuyang ,

ek.get_timeseries can be used for this, for example

import refinitiv.dataplatform.eikon as ek
ek.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

• Eikon Data API - Python reference guide
• Eikon Data API - Quick start guide

Hope this helps

yuyang

https://community.developers.refinitiv.com/discussion/comment/93905#Comment_93905

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?

raksina.samasiri

https://community.developers.refinitiv.com/discussion/comment/93905#Comment_93905

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.

yuyang

https://community.developers.refinitiv.com/discussion/comment/93917#Comment_93917

For example, I want to get all the option history data of QQQ from 2022-01-01 to 2022-05-27, including his open, high, low, close. Note that this is the option data, not the stock data for this code