get_data function not returning timestamps/dates? (eikon data api / python)
Hi,
I'm trying to get historical options data but unable to get timestamps when I run the query below, I tried a few different fields instead of "CF_DATE" but none of them worked, 'Rh': 'date' parameter also doesn't seem to do anything. What is the right way to make this query?
e = dt.datetime(2020, 1, 17)
df_opt, err = ek.get_data('SPXm172029000.U', ['CF_DATE', 'TR.BIDPRICE', 'TR.ASKPRICE',
'TR.IMPLIEDVOLATILITYOFBIDPRICE', 'TR.IMPLIEDVOLATILITYOFASKPRICE'],
{'Rh': 'date', 'SDate': '{:%Y%m%d}'.format(e - dt.timedelta(days=365)),
'EDate': '{:%Y%m%d}'.format(e)})
I also tried get_timeseries query, but that doesn't like the ric and returns the error below.
df_opt, err = ek.get_timeseries(
[ric], ['STRIKE_PRC', 'AQ_ASK', 'AQ_BID', 'BID', 'ASK', 'EXPIR_DATE', 'PUTCALLIND'],
start_date=start_dt, end_date=end_dt)
Error with SPXm172029000.U: Invalid RIC SPXm172029000.U: Invalid RIC | Traceback (most recent call last): File "C:\Users\Eren\source\.venv\meleti\lib\site-packages\IPython\core\interactiveshell.py", line 3296, in run_code exec(code_obj, self.user_global_ns, self.user_ns) File "<ipython-input-44-cbda5db7f2c9>", line 3, in <module> start_date=start_dt, end_date=end_dt) File "C:\Users\Eren\source\.venv\meleti\lib\site-packages\eikon\time_series.py", line 197, in get_timeseries raise EikonError(-1, message=ts_error_messages) eikon.eikonError.EikonError: Error code -1 | SPXm172029000.U: Invalid RIC |
Thanks,
E
Hi @chavalit.jintamalit, thanks for your response!
I believe It is...
I tried many different contracts, same issue, field cannot be found, here's with a different one.Here's another one, I think it's a different field for options, but don't know which one.
end_dt = e if e < today else today
# ric is 'SPXm172033000.U' in this case
df_opt, err = ek.get_data(ric, ['CF_DATE', 'TR.BIDPRICE', 'TR.ASKPRICE',
'TR.IMPLIEDVOLATILITYOFBIDPRICE', 'TR.IMPLIEDVOLATILITYOFASKPRICE'],
{'Rh': 'date', 'SDate': '{:%Y%m%d}'.format(end_dt - dt.timedelta(days=365)),
'EDate': '{:%Y%m%d}'.format(end_dt)})
Hi @eb_13
Code <SPXm172029000.U> is for an expired 2020 Jan option that is no longer on a feed. When you are typing that at your end it gives you the info from your local search history cache as you were probably using this code when it was live and active.
Compare that with the RIC that is active now:
It's an expired option so it won't be part of the current option chain you got there, but regardless, you answered my question, I did not know that you could do "[field name],DATE" to get the timestamp. Thanks!