Eikon .NET APIs: Fetch options chains/data

@vsarpe

First, you need to know a RIC which provides options for an instrument. For GOOG.O, the options RIC could be 0#GOOG*.U. The fields for Type, Strike, Volume, Expiration Date, and Volatility could be:

• Type: PUTCALLIND
• Strike: STRIKE_PRC
• Volume: ACVOL_1
• Expiration Date: EXPIR_DATE
• Volatility: IMP_VOLT

You need to contact the content support team via my.refinitiv.com for confirmation regarding RICs and fields.

The C# code looks like:

            List<string> rics = new List<string>();
            var chainRequest = realtime.GetChain("0#GOOG*.U", true, constituents =>
            {
                // Iterate through chain constituents
                foreach (var constituentRic in constituents)
                {
                    // Your process on each constituent RIC goes here.                                rics.Add(constituentRic);
                }
                var snapRequest = realtime.SetupDataRequest(rics).WithFields(new List<string> {"PUTCALLIND", "EXPIR_DATE","STRIKE_PRC","ACVOL_1","IMP_VOLT"}).OnDataReceived(
                    update =>
                    {
                        foreach (var record in update)
                        {
//                            Console.WriteLine("#### OnDataUpdate RIC: {0} ####", record.Key);
                            Console.Write("{0} ", record.Key);
                            foreach (var val in record.Value)
                            {
                                Console.Write("{0}\t", val.Value.Value.ToString());
                            }
                            Console.WriteLine("");
                        }
                    }
                    ).CreateAndSend();
            });

The output is: