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Hi,
for longer term listed options, CF_BID and CF_ASK are empty when I try pulling them to python. Specifically, I am looking at STXE33000X6.EX. However, the quote window (F4) shows bid and ask quotes. Is there a way to pull the bid and ask quotes from the quote window to python?
@steffen.fuchs, thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text beneath the most appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS
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Thanks,
AHS
@steffen.fuchs I have checked that RIC and it seems correct - there are no bids or offer for this instrument - hence the return you are receiving. Please check the quote window below to confirm.
Thanks, Jason. When there are no quotes, how is the field 'TR.IMPLIEDVOLATILITY' calculated?
Hi @steffen.fuchs I believe it must be using the Settlement Price (Data Item Code: SETTLE) which according to the Data Item Browser App (Type DIB from Eikon search bar) is the official closing price of a futures or options contract set by the clearing house at the end of the trading day. I ran it through the option pricer app (OPR) and it seems broadly correct. (The value of SETTLE field is 1,001). I hope this can help.
The client has follow up question. Could you please help?
So there are 'TR.OPWMidImpliedVolatility', 'TR.OPWSettleImpliedVolatility',
TR.OPWCloseImpliedVolatility and TR.IMPLIEDVOLATILITY, all with different values. What are the exact differences here?
For this content question, please raise a ticket with Eikon Support (Helios Menu ==> Help ==> Contact Us) (marking it as Data query) and the relevant content expert will get back to you with a definitive answer. You can also include the hyperlink to this post on that query form.
