How can I get realized volatilities for index and components on python?

pierre-alexis-m.ngo
pierre-alexis-m.ngo Newcomer
in Eikon Data APIs
How can I get realized volatilities for index and components on python?
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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    You can request the following fields with the get_data() function, depending on the term you are looking for, TR.VolatilityXD, where X is the number of days, for example, TR.Volatility10D or TR.Volatility260D

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