Is there a way to filter out European Options only in the on demand Time Series request.
Currently the way I use to get options data is to get options chain using historical chain request, and then use the RIC I get the request settlement price.
However, for Crude Oil contract only, CME CL, I get more than 100,000 contracts, which I believe contain all kinds of option with CL as underlying asset. Is there a way to filter out just European Options rather than get all kinds of Options.
Also, is there a way to set a limit of range for strike price based on ATM price when we get the RIC. Really surprised that Reuters provide strike that are really deep in the money and out of money which would not have any trade during the whole year.