Eikon Python API - fetching SPX options data

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Question by abhinav.iyer · Sep 17, 2018 at 03:52 PM · python api eikon option prices option python

Eikon Python API - fetching SPX options data

Is the excel iPython integration

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Answer 1 · 2018-09-18T09:43:42Z

REFINITIV

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Answer by jason.ramchandani · Sep 18, 2018 at 09:43 AM

You can get options data for ES using a chain RIC. In this case 0#ESU8+ chain RIC will give you options for Sept Expiry ES future. Try the following API call:

fields = ['CF_DATE', 'EXPIR_DATE', 'PUTCALLIND', 'STRIKE_PRC', 'CF_CLOSE', 'IMP_VOLT'] 
es, err = ek.get_data('0#ESU8+', fields=fields) 
es.head()

Note: the first row returns the underlying future for reference

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Answer 2 · 2018-09-17T16:25:12Z

REFINITIV

Answer by Alex Putkov. · Sep 17, 2018 at 04:25 PM

See the answer to a similar question asked earlier today on this thread.

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Eikon Python API - fetching SPX options data

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