load futures option market daily data for a whole chain in a single query

Can I load future option market daily data for a set (potentially all) options on a specific future, for example for:

For example:

December 2023 monthly options expiring on CLZ3

open/high/low/close/volume/last_bid/last_ask

daily for the past [2] days

In one query.

I am currently loading all RIC's for future option chains and then loading the historical bars using one api call per RIC, but due to the large number of queries I am running into the API rate limit very rapidly.

Find more posts tagged with

python

python api

workspace-data-api

refinitiv-data-platform

refinitiv-data-platform-libraries

#technology

Accepted answers

aramyan.h

Hi @pvklooster ,

You can use single API request for a set of rics, however as you rightfully noticed in this thread will turn into multiple requests under the hood counting towards your API limits. And as such I am afraid I can't suggest another efficient way in terms of avoiding the rates limits. Perhaps, an option would be to use stream recorder as I suggested in that thread. Sorry If I am missing the specifics of your use case and happy to look at this further if you could elaborate a bit with example codes you are using.

I will let my colleagues to contribute as well if I am missing something here in terms of our API specifics.

Best regards,

Haykaz

All comments

aramyan.h

Hi @pvklooster ,

I will let my colleagues to contribute as well if I am missing something here in terms of our API specifics.

Best regards,

Haykaz

EXPLORE OUR SITES