How can I get realized volatilities for index and components on python?

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Question by pierre-alexis-m.ngo · Oct 13, 2017 at 05:27 AM · volatility beginner

How can I get realized volatilities for index and components on python?

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REFINITIV

steven.peng ♦♦ · Oct 23, 2017 at 10:27 AM 0

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Hi @pierre-alexis-m.ngo,

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AHS

Answer 1 · 2017-10-16T09:01:52Z

REFINITIV

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Answer by Zhenya Kovalyov · Oct 16, 2017 at 09:01 AM

You can request the following fields with the get_data() function, depending on the term you are looking for, TR.VolatilityXD, where X is the number of days, for example, TR.Volatility10D or TR.Volatility260D

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How can I get realized volatilities for index and components on python?

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