Option Chain Quotes for delayed ULs

Question

Question by ff · Jan 13, 2020 at 03:46 PM · eikon eikon-data-api workspace workspace-data-api refinitiv-dataplatform-eikon python api chain-ric derivatives delayed-feed

Option Chain Quotes for delayed ULs

Hi,

I am looking to retrieve option chain quotes for delayed underlyings via API. I am able to retrieve option chain quotes via API for all "live" underlyings, however for the delayed ones I am unable to.

E.g. for /MOWI.OL, /.FTMIB, /VAR1.DE

How can I implement the option chains quotes (delayed) into my code?

Thanks for any support!

Rgds,
Frank

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2020-01-15T03:59:40Z

REFINITIV

Best Answer

Answer by chavalit · Jan 15, 2020 at 03:59 AM

Hi ff

Please try this code:

df,e = ek.get_data("0#MOWI*.OL",["DSPLY_NAME"])
RICList = df["Instrument"].tolist()

df2,e = ek.get_data(RICList,["DSPLY_NAME","TR.BIDPRICE","TR.ASKPRICE"])
df2

Here is the sample output:

I do not have access permission to 0#VAR1*.EX so I could not test it.

ahs.png (42.3 KiB)

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 2 · 2020-01-13T19:41:52Z

REFINITIV

Answer by chavalit · Jan 13, 2020 at 07:41 PM

Hi ff

I make a separate API call to get data from IBM.N and /IBM.N and I can get the data according to their timeliness.

But if I combined them in the same API call, I can only get the realtime data.

So please separate them in different API calls.

I cannot use the provided RICs for demonstration because the delayed data and realtime data are the same at this moment. So I use IBM.N instead.

ahs1.png (80.5 KiB)

ahs2.png (65.0 KiB)

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 3 · 2020-01-14T09:07:30Z

Answer by ff · Jan 14, 2020 at 09:07 AM

Hi

thank you very much for the prompt reply.

To be more preceise, I am looking to retrieve option chain quotes. For some underlyings it works for others it doesnt.

For e.g.

MOWI my code --> df, err = ek.get_data('0#MOWI*.OL', ['DSPLY_NAME', 'BID', 'ASK']) does not work.

or for Varta AF --> df, err = ek.get_data('0#VAR1*.EX', ['DSPLY_NAME', 'BID', 'ASK'])

Bascially, I need the option chain quote info which I can access (pls see e.g. screenshot) to retrieve via API.

Or can I retrieve that info delayed / end of day?

Thanks again for your support!

Frank

@

1578991591724.png (116.2 KiB)

1578992719257.png (104.2 KiB)

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 4 · 2020-01-28T08:22:02Z

Answer by ff · Jan 28, 2020 at 08:22 AM

Thx for your support!

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Option Chain Quotes for delayed ULs

4 Replies

Watch this question

Related Questions