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 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.