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Eikon Python API - fetching SPX options data
Hello @abhinav.iyer
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Thanks,
AHS
Hello @abhinav.iyer
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
Hello @abhinav.iyer
Please be informed that this Eikon Data API question has been moved to Eikon Data API forum.
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Thanks,
AHS
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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
