Eikon Python Data API : Getting Data for CONSECUTIVE CORN CSO options
wyczolko
Newcomer
I am trying to track down data for CME Consecutive CSO options popular for the Grains and Oil Seeds. Is there a way to get this data via the API as it is readily accessible via the CME website.
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Best Answer
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Hi @wyczolko
Please review the Eikon Data API Quick Start at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/quick-start
I think you can use "0#1C+" instrument.
I am not familiar with the content, so I just randomly select one of the contract for demonstration purpose.
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Answers
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This is the process for getting normal serial expiration option data. I am looking for the CSO option data. That is an option on the spread of 2 consecutive futures expirations. It is a product that the CME offers and provides free data on.
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