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In excel I can get implied volatilities using:
=RHistory("COM37000T8;BL218000I8;1C400I8;1SM380G8";"IMP_VOLT.Value;IMP_VOLT.Timestamp";"START:"&$E$2&" INTERVAL:1D";;"TSREPEAT:NO CH:Fd";F4)
However when I try to use
df=ek.get_timeseries("COM37000T8","IMP_VOLT.Value") I only get nan s as returns
If I try to use df=ek.get_timeseries("COM37000T8") i get values in the CLOSE field but no volatilities
Hello @joris,
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Thanks,
-AHS
Hello @joris,
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
-AHS
@joris, it is a limitation of the beta time series API, only CLOSE fields are available for now. Should be expanded in the official release in Q2.
