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xiang.zhang avatar image
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Using Python API, how to distinguish between option expiry periodicity (Weekly, Monthly, Quarterly)?

I'm using the below function to grab option chain data. However, noticed that in Eikon I'm able to distinguish between Periodicity = 'Weekly' or 'Monthly', how do I achieve the same in Python API?

opt_chain = ek.get_data(chain_tic,fields)
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wasin.w avatar image   wasin.w

Hello @xiang.zhang

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

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

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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Alex Putkov.1 avatar image
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Assuming the question is about US equity options use field name EXPIR_CYCL in the chain request. In the example below the last column indicates which options expiration cycle the option belongs to.

ek.get_data('0#IBM*.U',['DSPLY_NAME','EXPIR_CYCL'])
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xiang.zhang avatar image xiang.zhang

works great, thanks!

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