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Need to fetch options historical data

i need to fetch close and settlement prices for expired options and futures contracts . please assist for the following :

1. Please let know the exact syntax for constructing the RICs for expired contracts for both futures and options .

2. second need to know the exact command to get the close and settlement prices for the contracts since there are lot of commands like get_history , get_data etc. so getting confused among them ...or please let know the syntax for all if data available from all commands .


eikon-data-api#productapi#contentexpired-contract
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how to fetch the RIC root dynamically for any asset ....i need to know e.g. i have nifty index ...how will i find the RIC root for nifty index through api or any other medium ?

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@peeush

Thank you for reaching out to us.

For the first question, please refer to the Reconstructing RICs for expired futures contracts article. For more information, you may need to contact the content support team directly via MyRefinitiv regarding constructing RICs.

For the second question, typically there are two types of fields (TR fields and real-time fields). The TR fields are prefixed with TR, such as TR.SETTLEMENTPRICE and TR.ClosePrice. The real-time fields don't have the TR prefixed, such as BID, ASK, and TRDPRC_1.

The get_data method can be used to retreive the current values of both TR fields and real-time fields.

Regarding historical data, some TR fields can provide historical data. You can use the Data Item Browser tool to verify which TR fields can provide historical data.

1703058962413.png

To get historical data, you can use either the get_data or get_history method.

rd.get_data(
    universe=['LSEG.L', 'VOD.L'], 
    fields=['TR.Revenue.date', 'TR.Revenue'],
    parameters = {'SDate':0, 'EDate':-3}
)

Important note: get_data can be used with SDate and EDate parameters to retrieve fundamental time series. However, this practice (shown in the following two examples) is not recommended because it can cause alignment issues. This is due to the nature of get_data which was designed for retrieving current data. For time series please use get_history().

rd.get_history(universe=["LSEG.L", "VOD.L"], fields="TR.Revenue", interval="1Y", start="2015-01-01", end="2020-10-01")

However, to get historical data of the real-time fields, you need to use the get_history method and some real-time fields can provide historical data via the get_history method. For example:

1703059276851.png

Regarding RIC root, you can use the search functinality in the RD library to search for items. For example:

df = rd.discovery.search(
    view = rd.discovery.Views.SEARCH_ALL,
    top = 10,
    query = "nifty",
    select = "BusinessEntity,DocumentTitle, RIC, RicRoot"
)
df

You can refer to the examples on GitHub.


1703058962413.png (70.3 KiB)
1703059276851.png (18.9 KiB)
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Hi ,


I need to know the ohlc values of one US asset ( e.g. CLF24 ) for 08th december 2023 at IST time 15:30 i.e. need the ohlc values for this specific minute...i have got lots of US assets for which i need these values ..how to do that

Hi @peeush ,

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