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ek.get_data on option chain ticker

Hi, I'm able to get the "Option Watch Implied Vol" on an individual option like this:

df, e = ek.get_data('EMBA172011400.U', ['TR.BIDPRICE','TR.ASKPRICE','TR.OPWBidImpliedVolatility', 'TR.OPWAskImpliedVolatility'])

However, the same does not work on the option chain ticker 0#EMB*.U:

df, e = ek.get_data('0#EMB*.U', ['TR.BIDPRICE','TR.ASKPRICE','TR.OPWBidImpliedVolatility', 'TR.OPWAskImpliedVolatility'])

Please advise how this can work with chain ticker as well. Please note that I'm aware that chain ticker works with "IMP_VOLTB", "IMP_VOLTA", but those return implied vols on last prices, not implied vols on mid prices.

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Hello @xiang.zhang

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AHS

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Thanks,

AHS

1 Answer

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Hi @xiang.zhang,

When trying to retrieve a chain using the get_data() function, it appears the ability to retrieve reference fields (TR.xxxx) fields will not work. You will have to use the get_data() to retrieve the collection of underlying RICs then for each one, request for the fields of interest.

You can reach out to the helpdesk to understand why values may be null (NaN).


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