Is there a way to distinguish between option expiries? Weekly, Monthly, Quarterly?

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Question by bmcelroy · May 14, 2018 at 01:03 AM · trth v2 options contract expiry

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.

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Answer 1 · 2018-05-14T04:31:55Z

REFINITIV

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Answer by Christiaan Meihsl · May 14, 2018 at 04:31 AM

@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:

periodicity.png (38.9 KiB)

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Answer 2 · 2018-05-14T04:46:56Z

Answer by bmcelroy · May 14, 2018 at 04:46 AM

Fantastic. Thanks @Christiaan Meihsl!

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Is there a way to distinguish between option expiries? Weekly, Monthly, Quarterly?

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