How can I access high-frequency, expired options data?

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IsaacD
IsaacD Newcomer
edited July 22 in Refinitiv Data Platform Libraries

I have looked into building a historical dataset of high dimensional (1 minute or 5 minute) of options data for some oil contracts. I have been able to access these frequencies for options data with the get_history for non-expired contracts. My impression is that get_history is unsuitable for expired contracts. What ways can I access this information with the APIs with LSEG Data Library for Python and access to Workspace? I work in Python, so I would appreciate any guidance you can offer me.

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @IsaacD

    Expired instruments have a special RIC which is the "^" sign + expiry month code + expiry year. For e.g. SRA99C2^C22. You can use get_history function to get some of this data.

    df = ld.get_history('SRA99C2^C22')

    Search expired options on these forums to know more about these. For questions related to data availability and instrument discovery, please raise a ticket with LSEG MyAccount.

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