Is there a FID that represents the 'period' of an option - i.e. weekly/monthly/quarterly?

matthew.walmsley
matthew.walmsley Newcomer
in Eikon Data APIs

For context:

Corn early expiry options come in weekly and monthly flavours:

Corn Options Contract Specs - CME Group

Corn Weekly Options Contract Specs - CME Group

The RIC is the only way that I can see to determine whether the option is monthly or weekly - i.e. for a call with strike 235 for corn:

C235F24 is monthly

C1W235F24 is weekly

The expiration date isn't always enough, especially when handling ~100,000s RIC subscriptions.

Ideally, there would be a specific FID that would state whether the option was monthly, weekly, quarterly etc.

Tagged:

Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @matthew.walmsley

    You can use refinitiv-data library to get the expected results like below:

    import refinitiv.data as rd
    rd.open_session()

    rd.discovery.search(
    filter = "RIC in ('C235F24' 'C1W235F24')",
    select="RIC, PeriodicityCode")

Answers

  • nick.zincone
    nick.zincone admin

    Hi @matthew.walmsley

    While we will attempt to help with questions related to content, it is usually best to reach out to the helpdesk ("Get Help & Support" (F1)) on the desktop or to submit your query to the Support Desk and they will bring in a content specialist for this specific content and provide guidance.

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