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ctb19 avatar image
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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

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2 Answers

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Alex Putkov.1 avatar image
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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')
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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?

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Alex Putkov.1 avatar image Alex Putkov.1

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.