Option Chain Quotes for delayed ULs

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ff
ff Newcomer
in Eikon Data APIs

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

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    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:

    image


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

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    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.

    image


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

    image


    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.

  • ff
    ff Newcomer

    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!

    Frankimage

    image

    @Tim Smith

  • ff
    ff Newcomer

    Thx for your support!

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