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rory.winston avatar image
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FX Options Example Doesnt Work

Hi

The code book code below doesnt return anything and I cant see any errors (this is from the examples)


Any idea why this doesnt work?


rdp.get_option_analytics(
    universe = option.Definition(
        underlying_type=option.UnderlyingType.FX,
        underlying_definition="AUDUSD",
        tenor="5M", 
        strike=0.6400, 
        call_put="Call",
        exercise_style = "European",
        notional_amount=1000000, 
        notional_ccy="AUD"
    ), 
    fields = ["ValuationDate","OptionType","ExerciseType","ExerciseStyle","EndDate",
          "StrikePrice","PremiumPercent","DeltaPercent","GammaPercent"]
)
eikonrdp-apirefinitiv-data-platformrefinitiv-data-platform-libraries
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wasin.w avatar image   wasin.w

Hello @rory.winston

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

Jirapongse avatar image   Jirapongse

@rory.winston

Hi,

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

Thanks,

AHS

1 Answer

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nick.zincone avatar image
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Hi @rory.winston,

Thanks for raising this issue. The example in the notebook, which is where you pulled this from, I confirmed doesn't work. You can actually see the result of this call by executing the following:

rdp.get_last_status()


This results in an error complaining about Exercise Style

Change the line: 

exercise_style = "European",

to

exercise_style = "Euro",


I will raise this to the product manager. Thanks.


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