Is there a way to pull complete option chain including weekly expiries?

steffen.fuchs
steffen.fuchs Explorer
in Eikon Data APIs

Hi,

I'm trying to pull the option chain for '.STOXX50E'. When I pull it via

req, err = ek.get_data('0#STXE*.EX++', ['DSPLY_NAME'])

it does not include the far OTM strikes. I would like to pull the range from 50-200%

Also it does not include the weekly expiries STXE1W, STXE2W, ...

Is there a way to extend the strike range and include the weeklies?

Thanks,

Steffen

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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @steffen.fuchs

    '0#STXE*.EX++' is a chain RIC for all ATM options only
    '0#STXE*.EX+' this will give you all subchains splitted by expiry date
    '0#STXE*.EX' it's a chain that contains all the options

    Weekly options are available under chains 0#STXE1W*.EX, 0#STXE2W*.EX, 0#STXE4W*.EX, 0#STXE5W*.EX

    image

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