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
1 1 0 1

Why does Eikon Python API return empty fields on certain names?

I use the function eikon.get_data() from Eikon Python API to retrieve option data. The fields I use are 'TR.OPWAskImpliedVolatility' and 'TR.OPWBidImpliedVolatility'. Sometimes I got empty data while I am able to see the numbers in the DIB window in Eikon API. For example, I can see the values of these two fields for the Ford Motors options by clicking on the fields in Eikon DIB, while the Python API is returning empty data.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiderivativesvolatility
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.

Hello @winnie,

Please include the request you are issuing, that is populated in DIB but not via Eikon Data API, and we will take a look on our side.

The request I pull is eikon.get_data('FL201900950.U', ['TR.OPWAskImpliedVolatility', 'TR.OPWBidImpliedVolatility'])

Upvotes
Accepted
78.1k 246 52 72

@winnie

It is because of this RIC <FF192000900.U>. If I removed this RIC, the data can be retrieved properly.

I also got the error when using Eikon Excel. It returned "Unable to collect data for all requested fields." Because the problem also happens with Eikon Excel, you can contact the Eikon support team to verify the problem.


1576563558401.png (48.7 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
32.2k 40 11 19

Hello @winnie,

I see the result on the same request, please retry on your side:


capture.gif (12.2 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.

Thanks for the reply. I tried again and found that I could get data for this single ticker, while with a list of tickers it's returning empty data:

opt_list = ['FL201900950.U', 'FX201900950.U', 'FA172000900.U', 'FM172000900.U', 'FC202000900.U', 'FO202000900.U', 'FF192000900.U', 'FR192000900.U', 'FA152101000.U', 'FM152101000.U', 'FA212201000.U', 'FM212201000.U']

eikon.get_data(opt_list, ['BID', 'ASK', 'TR.OPWAskImpliedVolatility', 'TR.OPWBidImpliedVolatility'])[0]


reuters-check.png (15.5 KiB)

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.