How can we pull a list of options contracts related to an index?

mansoor.elahi
mansoor.elahi LSEG
in Eikon Data APIs

Is it possible to pull in related options/futures contracts for a specific index using the Eikon API? The equivalent of this in Eikon would be to pull up an index overview page and go to the Derivatives tab. The Index I am currently looking at is .HSCE and some of the options for this index include:

'HCEI09800G9.HF',
'HCEI09800H9.HF',
'HCEI09800I9.HF',
'HCEI09800J9.HF',
'HCEI09800L9.HF

How can a full list be pulled via the Eikon Data API?

Thanks

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can retrieve the options chain using

    ek.get_data('0#HCEI*.HF',['DSPLY_NAME'])

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