I am trying to extract historical data for Equity/Index Option for only those strikes which are within +/-10% of the at the money strike. How can we get this using Eikon API. Is it possible to create a daily schedule in DSS where every day I need not to update the RIC of options strikes (it should always pull those options within +/-10% of ATM strike.
A sample of the data I want to extract ( historical)
@Deepak.Mishra I suggest you post a separate question for DSS, I will provide you the response for Eikon API
Hello @Deepak.Mishra
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Thanks,
AHS
Hello @Deepak.Mishra
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks,
AHS
@Deepak.Mishra the only way to achieve this fully is with a VBA/Excel solution with AdxRtList (get at the money), RSearch (build a query to get the rics) and RHistory APIs (get the history).
You can find the tutorials here.
