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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.

pythonworkspace-data-api#technologyrefinitiv-data-platformpython apirefinitiv-data-platform-libraries
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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

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