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Hi, Using the API, is there a way to retrieve options data (mainly option prices) for commodities (e.g., 0#NG+, 0#CL+) from a past date? For example, I need the values of some Natural Gas and Crude options as of 12/29/2023. Is it possible to get option prices for those options on that specific day? Currently, I use the…
Good morning, I am working on a project that requires me to get the RIC and historical price data for several assets. Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example. The issue I have is that some of these options that I need to get the RIC of are expired,…
I want to be able to use Python for extracting options data from a database. For our project focused on modeling implied volatility surfaces, we require historical end-of-day (EOD) data for US options spanning the last two to three decades, including major well-traded symbols, as well as less traded symbols with sparse…
Hi all, I'm looking to get historical price data for an option, that I have the ISIN for. However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire. Any ideas for a workaround ? Thanks !
What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
Hi all, I'm trying to find the query to get all futures contract info from the underlying isin / ticker. More specifically, i would like to input the isin/ticker of a security and get all the futures contract on that security. The final goal of this would be to get the RIC code of these contracts. Does anyone have an idea…
Hi all, I'm trying to create a function to creates the RIC code of a futures contract based on information like underlying, expiration date, etc... I understand how the RIC code is constructed, the only thing I need is a reliable way of getting the "root code" of the underlying of my future contract. Is there an API call…
Hi, I'm trying to get the RIC code for some futures contract, especially for index futures. The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need. I tried using a Definition Search with the DERIVATIVE_QUOTES or…
Hi everyone. I'm trying to use the python Datastream API (with the DatastreamPy package) to search for market data for derivatives. I'm doing this using the ds.get_data() function. I have the RIC code of a futures contract i want to get information on. I would like to get price and volume time series info on this contract.…
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