question

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Pedro.Alexandre1 avatar image
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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!



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2 Answers

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samuel.schwalm avatar image
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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


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paulcerillo avatar image
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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

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