Dear Refinitiv community and help desk,
my first question is whether you have a running service desk phone or chat I can work with in real-time which would save time.
Now to my main questions:
1) Historical Option prices:
I need historical option prices. Is there any way to find historical/expired option for: 0#STXE*.EX, 0#SPX*.U', 0#OEX*.U & 0#GDAX*.EX? I can refer to https://community.developers.refinitiv.com/questions/29614/how-can-i-get-price-data-of-historicalexpired-opti.html where one of your employees says that he "believes" there are no historical prices for expired option prices. This thread, however, is from 2018 and I am sure Refinitiv has found a better solution for downloading option prices than just exporting the RIC list of the active chains and then download the data from that.
On https://amers1.exempt.proxy.cp.thomsonreuters.com/infobase/content/options/ it is stated that "Full history for live individual options; dead options series histories are currently available for three years after expiry and growing. Continuous series histories are available from 1999." How can I download this series with ek.get_data?
2) Missing close prices:
For many of the active RICs for options, there are also no close prices but Bid & Ask prices (see attachment). Especially for many options of the 0#OEX*.U chain. Where can I get historical close prices for these options?Reuters.png
3) Too many requests:
Another thing I want to ask is what the regulation is behind Error code 429. I can understand that you don't want people to just download your whole data library. But when you download option chain data a lot of data points are extracted which is blocked, however, by your system. Is it possible to unblock an account easily?
I am using Eikon at my university by the way.
Best regards and thanks for answering,