Is the excel iPython integration
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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
