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peeush avatar image
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options contracts

need to confirm is there a way we can identify from reuters that the current contract i'm trying to fetch prices for is a weekly or a monthly contract options with following information :

like i have following information for NYMEX CL contract :

base symbol : CLE , strike : 78.5 , Option type : put and expiry date : 20240214 ...the situation is i have this one contract and i'm trying to fetch its closing price for a minute by using get_timeseries method but don't know this contract is weekly or monthly .

second question is : i constructed the monthly contract symbol for this contract as ( CL785O24^B24 ) so it is giving me invalid RIC ...but when i use same put month as ( CL750N24^B24 ) ...it doesn't give invalid RIC but says " No data available for the requested date range " when i try to fetch for range : start ="2024-02-12 18:24:00", end_date="2024-02-12 18:25:00"....so what is the issue here ?


df = ek.get_timeseries(["CL750N24^B24"],

fields=['CLOSE'],

start_date="2024-02-12 18:24:00",

end_date="2024-02-12 18:25:00",

interval='minute')

I'm using get_timeseries method here also. Please assist


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omkar.hegde avatar image omkar.hegde
Hello Team,


Please check and assist on the Query.
wasin.w avatar image   wasin.w

Hello @peeush

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

1 Answer

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Jirapongse avatar image
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@peeush @omkar.hegde

Thank you for reaching out to us.

The correct RIC could be CL785O24^C24.

I suggest to use the Refinitv Data Library for Python instead. For example:

response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.MINUTE
).get_data()
response.data.df
response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.WEEKLY
).get_data()
response.data.df
response = historical_pricing.summaries.Definition(
    "CL785O24^C24", 
    interval=Intervals.MONTHLY
).get_data()
response.data.df

The example code is on GitHub.

You can use the help command to see the available parameters.

help(historical_pricing._summaries_definition)

For questions regarding RICs or content, please contact the helpdesk team direclty via MyRefinitiv to get the prompt response.


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