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adam.leroux avatar image
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Get price data for expired option by ISIN

Hi all,


I'm looking to get historical price data for an option, that I have the ISIN for.

However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire.


Any ideas for a workaround ?


Thanks !

#productricsderivativesprice-history
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aramyan.h avatar image
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Hi @adam.leroux ,


I am not sure if this is an option at all, just wanted to suggest considering reconstructing the rics if you have the paramaters (ric root, expiry date, strike, option type) for. I have an article around that which might help if this a way to go - Functions to find Option RICs traded on different exchanges | Devportal (lseg.com)


Best regards,

Haykaz

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