Get data (RIC, STRIKE, ExpiryDate) on expired options using Search RDP

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haykaz.aramyan
haykaz.aramyan admin
in Refinitiv Data Platform

I am using this code to retrieve data on Options via Search RDP

rdp.search(

view = rdp.SearchViews.EquityDerivativeQuotes,

filter = "UnderlyingQuoteRIC eq '.spx' and RCSAssetClass eq 'OPT'",

select = "DocumentTitle, RIC, ExpiryDate, CallPutOption, StrikePrice, AssetState",

top = 20

)


This code returns the data, however when I try to search for historical expired options (using filter of e.g 'and ExpiryDate eq 2020-09-15 ') I don't get any results. Could you please consult if it is possible to retrieve data on expired options using Search RDP?


Thank you in advance

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @haykaz.aramyan

    As far as I’m aware, only a select few assets, eg Futures, that have expired are provided within RDP Search. I don believe Search provides details on expired Options.

    For questions related to content, your best route is to go through the Refinitiv Helpdesk.

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