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peter-es avatar image
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TRKD implied volatility timeseries

Is it possible to retrieve a timeseries for implied implied volatility of options? The timeseries endpoint seems to only return price.

historicalrkd-apirkd
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wasin.w avatar image   wasin.w

<AHS>

Hello @wim.ooms

Could you please help the client regarding this TRKD API question?

Christiaan Meihsl avatar image   Christiaan Meihsl

Sent email to TRKD_API_DEVSUPPORT@thomsonreuters.com

Alex Putkov.1 avatar image   Alex Putkov.1

@peter-es
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

Alex Putkov.1 avatar image   Alex Putkov.1

@peter-es
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
-AHS

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mohammad.waseem avatar image
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Hi Peter,

Sorry for delay in answering. The time series service doesn't contains historical implied volatility. Time series contains open/high/low/close/bid/ask fields. you can find the latest implied volatility for options in Quote (RetrieveItem_3) service in the field IMP_VOLT.

thank you,

Waseem

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