Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
steffen.fuchs avatar image
3 ●2 ●5 ●9

Is there a way to pull complete option chain including weekly expiries?

Hi,

I'm trying to pull the option chain for '.STOXX50E'. When I pull it via

req, err = ek.get_data('0#STXE*.EX++', ['DSPLY_NAME'])

it does not include the far OTM strikes. I would like to pull the range from 50-200%

Also it does not include the weekly expiries STXE1W, STXE2W, ...

Is there a way to extend the strike range and include the weeklies?

Thanks,

Steffen

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apichain-ric
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Answers

· Write an Answer
Upvotes
Accepted
marcin.bunkowski avatar image
3.8k ●4 ●4 ●6

Hi @steffen.fuchs

'0#STXE*.EX++' is a chain RIC for all ATM options only
'0#STXE*.EX+' this will give you all subchains splitted by expiry date
'0#STXE*.EX' it's a chain that contains all the options

Weekly options are available under chains 0#STXE1W*.EX, 0#STXE2W*.EX, 0#STXE4W*.EX, 0#STXE5W*.EX


ahs.jpg (460.3 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
steffen.fuchs avatar image
3 ●2 ●5 ●9

Thanks, @marcin.bunkowski.

How can I find the chain rics, including weekly and monthly expiries, if applicable, for indices?

Specifically I am looking at: .GDAXI, .SSMI, .FTSE, FTMIB, .SPX, .NDX, .N225, .HSI, HYG, LQD.

Thanks in advance,

Steffen

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

marcin.bunkowski avatar image marcin.bunkowski

Hi @steffen.fuchs

This is a question more of a data search and I recommend you to reach out to Refinitiv Helpdesk - Eikon Help/Contact Us.

I can recommend you to use OPTSRCH app in Eikon. You can also check the RIC 0#INDEX-OPT where you find index options divided by region, however it does not include all type of options (e.g. weekly).

Upvotes
James.Perkins avatar image
644 ●4 ●7 ●8

As per previous you can use OPTSRCH ,,, and filter by the "underlying RIC"


optsrch.png (237.9 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.