I am wondering whether there is an easy way to get all options data with underlying like CME CL/NG. currently the way i do it is to download the options chain by using the the RIC: 0#CL+, and there would be more than 10000 ric identifier I get, which makes it really difficult to download useful data, as most of them would not have any data as they are not traded during that date. and I have to seperate it into small basket to request data as 10000 is too much to put in the request and the api complain about it.
So I am wondering whether there is a way to download only validated options data, do not get those ric for options not active at the current date, or limit the options strike around the ATM options price.
so the ric chain would be shorter.
Or is there a way to directly download data using the ric 0#CL+ rather than find the options chain firstly.
The API i use is ElektronTimeseriesExtractionRequest.