Hello,
What is the proper URL for contracts' properties? I am looking at the following URL for Equity Options:
but the property names found in the URL under <Pricing Parameters> are rejected as invalid in the code below:
<volatilityType> is shown in the dictionary but only <volatility_type> works.
What is the correct parameter for <underlyingPriceSide>?
Please see below my code. Thanks. Moti
rd.session.set_default(session)
optDef1=option.Definition(
underlying_type=option.UnderlyingType.ETI,
underlying_definition = option.EtiUnderlyingDefinition("FND.N"),
buy_sell = 'Buy',
call_put = "Call",
instrument_code='FND',
strike= 70,
end_date='2024-01-01',
pricing_parameters=option.PricingParameters(
volatility_type='SVISurface')
)
optDef2=option.Definition(
underlying_type=option.UnderlyingType.ETI,
underlying_definition = option.EtiUnderlyingDefinition("MSFT.O"),
buy_sell = 'Buy',
call_put = "Call",
instrument_code='MSFT.O',
strike= 100,
end_date='2024-01-01',
pricing_parameters=option.PricingParameters(
volatility_type='SVISurface')
)
universe=[optDef1,optDef2]
fields=[
"OptionType",
"InstrumentCode",
"StrikePrice",
"ExerciseType",
"ExerciseStyle",
"BuySell",
"EndDate",
"DividendType",
"ValuationDate",
"MarketValueInDealCcy",
"UnderlyingPrice",
"VolatilityPercent",
"DividendYieldPercent",
"ForecastDividendYieldPercent",
"DeltaPercent",
"GammaPercent",
"ErrorMessage"]
response = rdf.Definitions(universe,fields).get_data()