question

Upvotes
Accepted
22 3 5 7

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.

tick-history-rest-apiderivativesexpiration
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
13.7k 26 8 12

@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)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
22 3 5 7

Fantastic. Thanks @Christiaan Meihsl!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.