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soroosh avatar image
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How to pull historical Option chain data for RIC : 'AAPLA172027750.U^A20' ?

Option chain should contains ['Trans_Date', 'Exp_date ', 'Option type', 'Position', 'Strike Price' 'Option Price' , 'OTM size'] . i have tried it with " ek.get_data("'AAPLA172027750.U^A20", fields)[0] and rdp.get_chain('AAPLA172027750.U^A20 ') ". But it is not working for me . Is there any way to get these columns for option chain?

Any help would be highly appreciated.

Thank You

eikon-data-api#technologypython apirefinitiv-data-platform-libraries
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Jirapongse avatar image   Jirapongse

@soroosh

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

2 Answers

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aramyan.h avatar image
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Dear @soroosh,


With rdp.get_chain/rd.discovery.Chain you can get only the active options. Unfortunately you can't get expired ones via Chain functions.

The only way to get expired options is to construct them following a logic of Refinitiv RIC construction and exchange specific rules. In addition to what my colleague suggested, you may find useful this Article which provides functions to reconstruct expired options from different exchanges, including OPRA.

After you have a RIC you are after you can use rd.get_history function, again as provided by my colleagues example above and retrieve the available data.

Hope this is helpful, please let me know if you have any question regarding the articles we shared or about the rd.get_history function.


Best regards,

Haykaz

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jonathan.legrand avatar image
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Hi @soroosh,


Does this article answer your question?

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soroosh avatar image soroosh
I was using the code provided in this article only. But , still it is not working.

Is there any other way of downloading the data ?

jonathan.legrand avatar image jonathan.legrand soroosh

Hi @soroosh, Would you mind trying the following in CodeBook to check if you have access to such datasets?

#  Example of Expiered Option data:
expOptnMrktPrice = rd.get_history(
    universe=["NDXa172091500.U^A20"],
    interval="1d",
    start="2019-12-02",
    end="2020-01-17")
expOptnMrktPrice

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