question

Upvotes
Accepted
mansoor.elahi avatar image
3 ●1 ●3 ●6

Does DSWS carry historical option greeks?

currently this is being used to pull historical price summaries, but wondering if option greeks are available historically for this sample option ric + others via DSWS instead of Eikon DAPI

d = rdp.get_historical_price_summaries('SPYA161010000.U^A10', start = '2007-01-01', end = '2020-11-12')

datastream-apidsws-apiderivatives
icon clock
10 |1500

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

wasin.w avatar image   wasin.w

Hello @mansoor.elahi

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


1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
78.8k ●250 ●52 ●74

@mansoor.elahi

I searched for "SPDR S&P 500 ETF" options through the DataStream website and it showed items that have expiry dates from 2015 to 2023.

I have tried one of them.

SPDR S&P 500 ETF 16-October-2015 193 Call

Mnemonic SPY1015193C

RIC SPYJ161519300.U

Underlying Series U:SPY

ds.get_data(tickers='<SPYJ161519300.U>', fields=['VL','PA','PB','PO'], start='BDATE',kind=1).dropna()

A RIC must be wrapped with '<>' before using it with DataStream.

The output is:

However, you need to directly contact the DataStream support team via MyRefinitiv to confirm it.


1605672054854.png (57.2 KiB)
1605672457198.png (14.9 KiB)
icon clock
10 |1500

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

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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