EOD Implied volatility of equity stock options

Thank you, but it seems a little inconvenient to go though the tick data endpoint when i just need the EOD data. I used to use the EOD Realtime on TRTH v1 via the GUI, is there an equivalent here to retrieve the EOD needed to build an equity volatility surface on a stock (for each option ric, i need the bid/ask close, settlement price and the volatility at the end of day) ?

Here is the python code i have at this moment (i removed my password and username):

import requests, json
from requests import Request, Session
from collections import OrderedDict
import pprint as pp
import pandas as pd

class TRTH:
    def __init__(self):
        self._auth_token = self.get_auth_token()
        
    def get_auth_token(self):
        urlGetToken = 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Authentication/RequestToken'
        header = {'Content-Type': 'application/json'}
        body = json.dumps({'Credentials':{'Password':'#######','Username':'#######'}})
        response = requests.post(urlGetToken, body, headers=header)
        return response.json()['value']
    
    def resolve_historical_optionchain(self, chain, start_date, end_date):
        url = 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution'
        header = {'Content-Type': 'application/json', 'Authorization': 'Token ' + self._auth_token }
        body = json.dumps({'Request' : {'ChainRics': [chain], 'Range':{'Start':start_date, 'End':end_date} } } )
        response = requests.post(url, body, headers=header).json()['value'][0]['Constituents']
        output_rics = [{'Identifier':ric['Identifier'], 'IdentifierType':ric['IdentifierType']} for ric in response]
        return output_rics[0], output_rics[1:]
    
    def retrieve_historical_ref_data_fields(self):
        url = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'HistoricalReference')"
        header = {'Content-Type': 'application/json', 'Authorization': 'Token ' + self._auth_token }
        body = json.dumps({})
        response = requests.get(url, body, headers=header).json()['value']
        return response
    
    #https://developers.thomsonreuters.com/thomson-reuters-tick-history-trth/thomson-reuters-tick-history-trth-rest-api/learning?content=13675&type=learning_material_item
    def retrieve_historical_ref_data(self, rics, fields, start_date, end_date):
        url = 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract'
        header = {'Content-Type': 'application/json', 'Authorization': 'Token ' + self._auth_token }
        body = json.dumps(
            {
                "ExtractionRequest": {
                    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
                    "ContentFieldNames": fields,
                    "IdentifierList": {
                        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                        "InstrumentIdentifiers": rics,
                        "ValidationOptions": {"AllowHistoricalInstruments": True},
                        "UseUserPreferencesForValidationOptions": False
                    },
                    "Condition": {
                        "ReportDateRangeType": "Range",
                        "QueryStartDate": start_date,
                        "QueryEndDate": end_date
                    }
                }
            }
        )


        response = requests.post(url, body, headers=header)
        try:
            response = response.json()['value']
        except KeyError:
            print(response, response.text)
        return response
    
    def retrieve_historical_eod_data_fields(self):
        url = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'ElektronTimeseries')"
        header = {'Content-Type': 'application/json', 'Authorization': 'Token ' + self._auth_token }
        body = json.dumps({})
        response = requests.get(url, body, headers=header).json()['value']
        return response


trth = TRTH()
date = '2018-02-27'
underlying_ric, options_rics = trth.resolve_historical_optionchain(chain='0#DTEGn*.EX', start_date=date, end_date=date)
pp.pprint(underlying_ric)
#pp.pprint(options_rics)
#print(pd.DataFrame(data=underlying_ric).head())


#pp.pprint(trth.retrieve_historical_ref_data_fields())
ref_data = trth.retrieve_historical_ref_data(rics=options_rics, fields=['Strike Price', 'Expiration Date', 'Exercise Style', 'Put Call Flag'], start_date=date, end_date=date)
print(pd.DataFrame(data=ref_data).head())


pp.pprint(trth.retrieve_historical_eod_data_fields())


### Retrieve bid, ask, settlement price, implied vol at EOD for each option rics of the option chain

@Arthur Pham,

The DATA DICTIONARY - CUSTOM REPORTING FOR TICK HISTORY 11.3 is your best tool to determine what templates will deliver what data fields. If you filter the field name column to display only those that contain the word Volatility, you will see that only the Tick History Time and Sales template delivers what you need. You will therefore have to make a separate request for that.