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Futures, Options & Invoice Spread

Hi everyone,

How can I get the list of options (using the python api query) on bond futures such as FGBLZ4?
What is the field to extract the invoice spread on the same instrument?

Thank you

pythonfuturesspread
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Hi @s.vincent ,


You can get chain constituents using the Chain capabilities from RD Libraries for Python:

import refinitiv.data as rd
from refinitiv.data.discovery import Chain
rd.open_session()
constituents = Chain(name="0#FGBL:").constituents
constituents
['FGBLZ4', 'FGBLH5', 'FGBLM5']

Then if you use the get_data function and pass the RICs, it will return all available pricing fields for the given instruments:

rd.get_data(universe=constituents)


screenshot-2024-10-15-at-180322.png

You can further request specific fields by using fields paramaters of the function and passing the list of fields.


Hope this helps.


Best regards,

Haykaz



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