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kenneth.fung avatar image
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How to obtain expired equity options daily open interest and close prices via python api/ excel api?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apichain-ricderivativesequities
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wasin.w avatar image   wasin.w

Hello @kenneth.fung

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS


pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

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jason.ramchandani01 avatar image
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@kenneth.fung You would need to know the expired option RICs and the time period they were active - but if you have those:

df, err = ek.get_data(['IWME241915500.U^E19','HSI27800P9.HF^D19'],['TR.CLOSEPRICE.date','TR.IMPLIEDVOLATILITY','TR.CLOSEPRICE','TR.OPENINTEREST',{'SDate':'20190415', 'EDate':'20190502'})

df


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