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

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Question by winnie · Dec 16, 2019 at 09:26 PM · python python api python eikon options implied volatility

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.

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zoya.farberov ♦♦ · Dec 16, 2019 at 09:36 PM 0

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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.

winnie zoya.farberov ♦♦ · Dec 16, 2019 at 09:42 PM 0

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

Answer 1 · 2019-12-17T06:23:50Z

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Answer by jirapongse.phuriphanvichai · Dec 17, 2019 at 06:23 AM

@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.

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Answer 2 · 2019-12-16T21:53:27Z

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Answer by zoya.farberov · Dec 16, 2019 at 09:53 PM

Hello @winnie,

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

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winnie · Dec 16, 2019 at 10:44 PM 0

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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]

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

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