GDAX options not returning TRDPRC_1 via API

FFabianB
FFabianB Newcomer
edited 8:57AM in Refinitiv Data Platform

I am downloading data for multiple security types (options, equities and indices) and below code provides me with the data I need except for (DAX) Index options at EUREX, e.g. GDAX236000U5.EX.

So, most of the fields below will be empty for an option but I would expect at least "TRDPRC_1" to be populated as this can be retrieved via excel.

stock2 = rd.get_data(
                  universe=[i for i in updated_rics if i is not None],
                  fields= [ 'TR.CLOSEPRICE.date', 'TR.BIDPRICE.date','TR.CLOSEPRICE','TRDPRC_1','TR.SETTLEMENTPRICE','TR.BIDPRICE','TR.ASKPRICE', 'TR.ACCUMULATEDVOLUME', 'TR.VOLUME', 'TR.F.ComShrOutsTot','TR.COMPANYMARKETCAP', 'TR.BetaWkly2y','TR.BetaDaily180D','TR.OPENINTEREST','TR.DELTA','TR.IMPLIEDVOLATILITY'],
                  parameters= {'SDate': positionsdate.strftime('%Y-%m-%d'), 'EDate': valuation_date.strftime('%Y-%m-%d'), 'FRQ': 'D'})

Can someone help with this?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @FFabianB

    Thank you for reaching out to us.

    I ran this code and could get only the TRDPRC_1 field.

    ld.get_data(
    universe = ['GDAX236000U5.EX'],
    fields =  [ 'TR.CLOSEPRICE.date', 
               'TR.BIDPRICE.date',
               'TR.CLOSEPRICE',
               'TRDPRC_1',
               'TR.SETTLEMENTPRICE',
               'TR.BIDPRICE',
               'TR.ASKPRICE', 
               'TR.ACCUMULATEDVOLUME', 
               'TR.VOLUME', 
               'TR.F.ComShrOutsTot',
               'TR.COMPANYMARKETCAP', 
               'TR.BetaWkly2y',
               'TR.BetaDaily180D',
               'TR.OPENINTEREST',
               'TR.DELTA',
               'TR.IMPLIEDVOLATILITY']
)
    image.png

    Can you share the Excel formula used to retrieve the data? You can use the Data Item Browser tool or Formula Builder in Excel to search for fields and parameters.

    To get the historical data of the TRDPRC_1 field, you can use the get_history method. For example:

    ld.get_history(
    universe = ['GDAX236000U5.EX'],
    fields = ['TRDPRC_1'],
    start = '2025-08-01',
    end = '2025-08-20')
    image.png
  • FFabianB
    FFabianB Newcomer

    HI @Jirapongse

    Thank you very much for your answer.

    Somehow I am unable to replicate your result using get_data. When using get_history I am seeing the same.

    Looking at the parameters I am requesting, what would you suggest is the easiest and cleanest way to get all that data for multiple security types? Being honest I am getting more confused by the day working with refinitiv api as I just do not understand what is available using what function and why there are e.g. different field namings for BID prices across security types.

    Thank you

    Fabian

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