Why so few options in chain?

Options
opsp
opsp Explorer
in DSS

Hi, I'm noticing a massive drop off in the population of SPX options using the 0#SPX*.U chain RIC before Dec 2009. I see only ten or so instruments priced per day. Can you please explain why the normal option chain isn't populating here and also provide a solution so that I can obtain the option chains prior to that date? thanks.




"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"RIC",
"Settlement Price",
"Last",
"Bid",
"Ask"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "0#SPX*.U",
"IdentifierType": "ChainRIC"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": "true"
},
"UseUserPreferencesForValidationOptions": "false"
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2007-01-01",
"QueryEndDate": "2007-01-31"
}
}
}


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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @opsp and all,

    The case was closed with resolution:

    "Provided API for RAW extraction. Addressed follow up on different parameters over e-mail".

    Additionally, find the information on TickHistoryRawExtractionRequest in REST API Reference Tree

Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @opsp

    This
    forum is aimed at answering "how to" types of questions about using
    Refinitiv APIs and the moderators are not Content/Data specialists. The
    Refinitiv feeds carry over 80million RICs from 10,000+ sources - and
    we have Content specialists covering specific content sets.

    For content-type questions, you can raise a ticket with the DataScope team at My.Refinitiv to so that a DSS content specialist can assist you.

    On this occasion, I have raised a ticket for you and you should receive an email at the addresses registered on this forum.

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