Python API - historical data on option prices

Question

Question by cyrilchimisov · Oct 07, 2019 at 11:55 AM · option prices american

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

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SupDev1 · Oct 07, 2019 at 12:32 PM 1

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Check this out

Answer 1 · 2019-10-07T21:18:56Z

Best Answer

Answer by Alex Putkov. · Oct 07, 2019 at 09:18 PM

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

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cyrilchimisov · Oct 08, 2019 at 01:41 PM 0

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Thanks, Alex!