Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

avatar image
Question by ctb19 · May 28, 2020 at 01:32 PM · eikoneikon-data-apiworkspacepythonworkspace-data-apirefinitiv-dataplatform-eikonpricingderivativesequities

Loading European options data on European/UK equities

I am trying to download price data for European options using the Eikon API. As an example, I have been trying to download data for options on Barclays stock. I cannot find the code I need to input to access the options on Barclays PLC, and have tried both BARC and some of the option tickers (e.g. BARC0721160C) for both the get_data and get_timeseries commands. Could you please let me know what these codes should be or where I can find them? It would be even better if there is a way I can download options data for the constituents of an index such as FTSE 100 or even a whole exchange?

The data I would like specifically is the daily closing price for each option.

Thanks

People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

2 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by Alex Putkov.1 · May 28, 2020 at 02:39 PM

To get the constituents of the option chain and the latest close price for options on Barclays PLC listed on Eurex use

ek.get_data('0#BARC*.EX',['STRIKE_PRC','EXPIR_DATE','PUTCALLIND','CF_CLOSE'])

To get daily close for individual option use

ek.get_timeseries('BARC1250aG0.EX','CLOSE')
Comment
ctb19

People who like this

1 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
Answer by ctb19 · May 28, 2020 at 03:45 PM

Thank you very much! This works for the current options chain but is there a way to then get historical data for options on Barclays?

Comment

People who like this

0 Show 1 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
REFINITIV
Alex Putkov.1 ♦♦ · May 28, 2020 at 04:55 PM 0
Share

To get historical close prices for currently listed options see get_timeseries example in my previous answer. If you're looking to get historical prices for expired options, it is possible too, but you need to know the strike and the expiry. We do keep price history for expired options, but we do not maintain historical composition of option chains. If you know the strike and the expiry of the option you can construct the expired option RIC and use it in get_timeseries method. E.g. here's the request for 150 June 2019 call on Barclays.

ek.get_timeseries('BARC1500aG9.EX^G19','CLOSE',
                  start_date='20190601',end_date='20190628')

Note that the date range specified using start_date and end_date kwargs needs to fall within the life span of the option. For more details on constructing an expired option RIC see this thread.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
10 People are following this question.

Related Questions

How to get the Equity Options Prices with Eikon API

I am trying to retrieve the "mid" field for EUR1MO= using Eikon API via Jupyter Notebook, but it is returning "nan"?

Trying to fetch Close Bid Price for CMO tranche from Python

How to obtain expired equity options daily open interest and close prices via python api/ excel api?

last trading price is 0 when market is closed for GILD.OQ

  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Intelligent Tagging
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open Calais
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • RDMS
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • Workspace SDK
    • Element Framework
    • Grid
  • World-Check Data File
  • 中文论坛
  • Explore
  • Tags
  • Questions
  • Badges