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nohara avatar image
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How to get option chain quotes for delayed option chain RIC using refinitiv-data library

I want to get data from delayed option chain using refinitive-data library like below.

------------------------

import refinitiv.data as rd

rd.open_session()

rd.get_data("0#/SPX*.U",

fields=['STRIKE_PRC'

,'PUT_CALL'

,'EXPIR_DATE'])

------------------------

But this query returns None.

And I can get data from delayed option ticker like below.

----------------------

rd.get_data(

universe=["/SPXn162445000.U","/SPXn162446000.U"],

fields=['STRIKE_PRC'

,'PUT_CALL'

,'EXPIR_DATE']

)

------------------------


Moreover, I can get data from delayed option chain using eikon library. But I'm afraid of confliction using both eikon library and refinitive-data library... Is it no problem?

------------------------

import eikon as ek

ek.get_data("0#/SPX*.U",

fields=['STRIKE_PRC'

,'PUT_CALL'

,'EXPIR_DATE'])

------------------------


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raksina.samasiri avatar image
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Hi @nohara ,

The access layer of RD Library also provides a simplified Chain interface designed for FinCoders. (The complete Chain interface is available in the pricing module of the Content layer of the library.)

You can use this code to retrieve the list of constituents

Chain(name="0#/SPX*.U").constituents

and apply the list of instrument with the get_data call as below

import refinitiv.data as rd
from refinitiv.data.discovery import Chain

rd.open_session()

ric_list = Chain(name="0#/SPX*.U").constituents

rd.get_data(ric_list,
            fields=['STRIKE_PRC'
                    ,'PUT_CALL'
                    ,'EXPIR_DATE'])

1706260972192.png

Regarding the confliction between using eikon library and refinitive-data library, the best practise is to use only one library. However, the data returned from both libraries should be similar to each other.


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