Case : 05649981
Please could we have some help around using the API, using Python language:
1. Get all active options for one underlying on a given day in python API. And how to distinguish the option types, e.g. for S&P 500, there are monthly, weekly and end-of-month options listed on exchange.
2. Retrieve the historical close/settlement prices for options. This seems can be done with “Elektron Timeseries” module, but could you please provide some API samples? Also it would be great if you can advise how to combine #2 with #1 above, i.e. get all active options and the close/settlement prices of these options for a given underlying and a given day
Information about using Python and DSS Rest API can be found here:
Also, there is an REST API Example application that provides examples. Although the code is based on C Sharp, the examples do display the full HTTP requests along with the HTTP response details. This will help you determine what is required for the request, and what can be expected in the response. The REST API Example application can be found here: