For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 0 0

Eikon Python Data API : Getting Data for CONSECUTIVE CORN CSO options

I am trying to track down data for CME Consecutive CSO options popular for the Grains and Oil Seeds. Is there a way to get this data via the API as it is readily accessible via the CME website.

eikoneikon-data-apiworkspacerefinitiv-dataplatform-eikonworkspace-data-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.

Upvotes
Accepted
18.1k 21 12 21

Hi @wyczolko

Please review the Eikon Data API Quick Start at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/quick-start

I think you can use "0#1C+" instrument.

I am not familiar with the content, so I just randomly select one of the contract for demonstration purpose.

ahs1.jpg


ahs2.jpg


ahs1.jpg (100.1 KiB)
ahs2.jpg (270.9 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.

Upvotes
1 0 0 0

This is the process for getting normal serial expiration option data. I am looking for the CSO option data. That is an option on the spread of 2 consecutive futures expirations. It is a product that the CME offers and provides free data on.

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.