question

Upvotes
Accepted
Pedro.Alexandre1 avatar image
1 ●2 ●2 ●2

EDP volatility surface issue "Market data: The service failed to gather enough options to build the volatility surface"

Hi all,


I`m having an issue with all Brazilian options when trying to get the volatility surface with the EDP.

# - Request:

{

"universe":

[

{

"surfaceTag" : "tt",

"underlyingType":"Eti",

"underlyingDefinition":

{

"instrumentCode": "VALE3.SA",

},

"surfaceParameters":

{

"priceSide":"Mid",

"volatilityModel":"SVI",

"xAxis":"Date",

"yAxis":"Strike"

},

"surfaceLayout":

{

"format":"Matrix",

}

}

]

}


Response:

'{"data":[{"surfaceTag":"tt","error":{"id":"ee361bf8-fa9f-428f-b23b-63ca92718371/55116cd3-93a9-483e-a8f1-1337fdb02791","status":"Error","message":"Market data: The service failed to gather enough options to build the volatility surface","code":"VolSurf.10101"}}]}'

It is the same for any Brazilian asset.<PETR4.


But as we can see on the Eikon volatility surface app we should have something.


Could you help?

Thanks!



rdp-apirefinitiv-data-platform
1579801254476.png (228.3 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.

wasin.w avatar image   wasin.w

Hello @Pedro.Alexandre

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

· Write an Answer
Upvotes
Accepted
samuel.schwalm avatar image
83 ●1 ●1 ●2

Hello Pedro,

The latest version of the Eikon SURF Application leverages this Platform Analytic API, so there seem to be a problem. I'm going to forward your question to the support team so they can investigate and possibly replicate your issue.

We'll come back to you as soon as possible.

Best regards

Samuel

@Gabriel.Le Blanc, @Manel.Hassanine for information


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.

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul
Hi @samuel.schwalm,

Could you share the current status of this issue?

Thanks,

AHS

Upvotes
paulcerillo avatar image
73 ●2 ●1 ●7

Hi Team good day! what is the resolution for this query? I have a similar case for instrument 2020.HK having the same error type VolSurf.10101

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.

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.