Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Refinitiv Data Platform /
avatar image
Question by paul.mcallister1 · Nov 05, 2020 at 03:51 PM · eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikonricsvolatility

Volatility surfaces for japanese equities?

Hello,

Does the API support creating volatility surfaces for instruments on the tokyo stock exchange, such as: 4503.T

This ric has an option chain ric, 0#4503*.OS, so it seems like the creation of a volatility surface should be possible. However, the below API request fails.


API endpoint: https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces

Request body:

{

"universe": [

{

"surfaceTag": "1",

"underlyingType": "Eti",

"underlyingDefinition": {

"instrumentCode": "4503.T@RIC"

},

"surfaceParameters": {

"priceSide": "Mid",

"volatilityModel": "SVI",

"xAxis": "Date",

"yAxis": "Strike"

},

"surfaceLayout": {

"format": "Matrix",

"yPointCount": 10

}

}

]

}


Response:

{  "data": [    {      "surfaceTag": "1",      "error": {        "id": "856e68a5-6168-486d-9f53-adbb0de1731f/c7a3c5ab-672d-4ac7-830b-4e1b46d0016c",        "status": "Error",        "message": "The service failed to build the volatility surface",        "code": "VolSurf.10300"      }    }  ] }


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.

1 Reply

  • Sort: 
avatar image
REFINITIV
Answer by jason.ramchandani01 · Nov 06, 2020 at 02:15 AM

@paul.mcallister1 I can replicate the issue - I think it will need to be looked into by the product team as it should be able to provide surfaces for Japanese stocks. I will speak to the product owner and get back to you. I did try it with VOD.L and TSLA.O and it works with those. I will contact them and revert. Please bear with us.

Comment

People who like this

0 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.

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 >
14 People are following this question.

Related Questions

latest FX poll data

CUSIP/ISIN to RIC

Configuration issues with RDP for Python

How to find RIC Refinitiv identifiers from eMAXX’s CINS identifiers for the same bond issue list?

How do i read a Quote page having dynamic RIC's?

  • 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
  • FX Venues
    • FX Trading – RFQ Maker
  • 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
  • Yield Book Analytics
  • 中文论坛
  • Explore
  • Tags
  • Questions
  • Badges