Is there a way to distinguish between option expiries? Weekly, Monthly, Quarterly?
I am wondering whether I can find the periodicity of an option contract anywhere in TRTH? I believe I have seen this information in Eikon somewhere but have not been able to find it in the TRTH API reference.
Ideally I would to be able to query a list of RICs and return this data via the REST API.
Best Answer
@bmcelroy, the easiest way to find if a specific type of information exists is to use the latest data dictionnary. Go to sheet "Field Descriptions", and use a text filter on column "Field Name" to find what you are searching for. For your case I started with a text filter to contain the word "period", and then narrowed it down to "Periodicity", which seems to be the field you are searching for. It is available in a "Terms and Conditions" request:
