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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
cyrilchimisov avatar image
3 ●0 ●0 ●2

Python API - historical data on option prices

Hi,

I am trying to extract historical data on American option prices on GOOG.O using Python data API. I am looking for something like

ek.get_data('0#GOOG*.U', ['BID'], {'SDate':'20190415', 'EDate':'20191002'})

to get the closing prices and the corresponding dates. Could you please help me figure out the correct querry?

Thank you,

Cyril

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiderivatives
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.

1 Answer

Upvote
Accepted
Alex Putkov.1 avatar image
39.3k ●77 ●11 ●27

Follow the link below for the answer by @chavalit.jintamalit on a previous thread explaining how to retrieve history for implied volatility for options. You can retrieve options price history the same way.
https://community.developers.refinitiv.com/answers/45867/view.html

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.

cyrilchimisov avatar image cyrilchimisov

Thanks, Alex!