Is there a way to pull real-time or end of day options chains data (either for next expiry date or longer) via the .NET Eikon APIs? I've seen a few questions regarding the Python Eikon Desktop API, but I can't get any of it to work in .NET.
I am currently referencing the realtime API (ThomsonReuters.Desktop.SDK.DataAccess) as well as Dex2 COM api (Interop.EikonDesktopDataAPI + Interop.Dex2).
I am interested in the Strike, Volume and Volatility fields.
First, you need to know a RIC which provides options for an instrument. For GOOG.O, the options RIC could be 0#GOOG*.U. The fields for Type, Strike, Volume, Expiration Date, and Volatility could be:
You need to contact the content support team via my.refinitiv.com for confirmation regarding RICs and fields.
The C# code looks like:
List<string> rics = new List<string>();
var chainRequest = realtime.GetChain("0#GOOG*.U", true, constituents =>
{
// Iterate through chain constituents
foreach (var constituentRic in constituents)
{
// Your process on each constituent RIC goes here. rics.Add(constituentRic);
}
var snapRequest = realtime.SetupDataRequest(rics).WithFields(new List<string> {"PUTCALLIND", "EXPIR_DATE","STRIKE_PRC","ACVOL_1","IMP_VOLT"}).OnDataReceived(
update =>
{
foreach (var record in update)
{
// Console.WriteLine("#### OnDataUpdate RIC: {0} ####", record.Key);
Console.Write("{0} ", record.Key);
foreach (var val in record.Value)
{
Console.Write("{0}\t", val.Value.Value.ToString());
}
Console.WriteLine("");
}
}
).CreateAndSend();
});
The output is:
Thank you for the code samples! It clears it up my questions regarding API usage. For my specific RICs and fields, I will contact the support team.
If it is this question for Eikon Data APIs, you can use the following .NET code with ThomsonReuters.Desktop.SDK.DataAccess to retrieve EXPIR_DATE for a chain RIC, such as 0#W:.
var chainRequest = realtime.GetChain("0#W:", true, constituents =>
{
// Iterate through chain constituents
foreach (var constituentRic in constituents)
{
// Your process on each constituent RIC goes here.
Console.WriteLine("{0}", constituentRic);
rics.Add(constituentRic);
}
var snapRequest = realtime.SetupDataRequest(rics).WithField("EXPIR_DATE").OnDataReceived(
update =>
{
foreach (var record in update)
{
Console.WriteLine("#### OnDataUpdate RIC: {0} ####", record.Key);
foreach (var val in record.Value)
{
Console.WriteLine("{0} : {1}", val.Key, val.Value.Value.ToString());
}
}
Console.WriteLine("");
}
).CreateAndSend();
});
The output looks like:
Thanks for the answer! So from here how would I be able to obtain a list containing Strike, Volume, Volatility, given an instrument (ex: GOOG.O) and the chain RIC?
Looking for data similar to this: https://www.barchart.com/stocks/quotes/C/options?moneyness=allRows&view=sbs_ohl&expiration=2019-10-11
hi @Jirapongse ... picking up this thread, not familiar w/ the .Net api, yet looking at the return of CreateDataAPI() does not show a GetChain method, so what is that realtime object your are referencing in your code that contains that method? thanks.
