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marticortadellast avatar image
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Historical option data

Good morning, I have been extracting expired options data through the Refinitiv Data Platform API and a couple of questions have arisen:

I am trying to extract data from the year 2000 to the present, but I am only getting data from 2015. Is this due to a limitation of the API?

When extracting the data, the Greeks do not appear on all the requested days. Could this be due to something specific?

To clarify, the options I am obtaining data for are all monthly expiry and ATM. This is the part of the code where I call the data, with ric_call and ric_put being the variables where I have stored the RIC codes of the options.

options_call = rdp.get_historical_price_summaries(ric_call, interval=rdp.Intervals.DAILY)
options_put = rdp.get_historical_price_summaries(ric_put, interval=rdp.Intervals.DAILY)


#contentrefinitiv-data-platformpython apihistorical
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nick.zincone avatar image
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Hi @marticortadellast

It's possible the results could be due to a limitation of the backend. The best resource for content-based questions is to reach out to the helpdesk - they will bring in a content specialist to confirm.

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marticortadellast avatar image
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Thank you for the help

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