Option Chain Quotes for Commodities (GOLD & SILVER)

Hi,

I am also looking to retrieve option chain quotes for commodities.

Starting with GOLD and SILVER. How can I retrieve option chain quotes via API?


Thanks for any support.

Rgds,
Frank

Best Answer

  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    Hi,


    Are you looking for the identifiers for the option chains, or are you looking for how you access them through the API?


    Comex Gold (which is one of the main Gold contracts) Is available on the code 0#GC+

    This is the main starting point. You then have all the monthly chains hanging off this in LONGLINK1 (fid 800) to LONGLINK14 (fid 813). If the contract has a lot of monthly expiries (as this one does) the chain contains on LONGNEXTLR (fid 815) to 1#GC+ and the same rule applies to 1#GC+ as it did to 0#GC+ (using the LONGLINK fields and checking to see if there is a continuation of months in LONGNEXTLR again.


    Under each of the monthly expiries you will see the individual strikes.


    Not sure if this makes sense, but try calling in 0#GC+ and looking at the fields on offer. You should then see the Longlink fields in the presentation



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