I am using this code to retrieve data on Options via Search RDP
view = rdp.SearchViews.EquityDerivativeQuotes,
filter = "UnderlyingQuoteRIC eq '.spx' and RCSAssetClass eq 'OPT'",
select = "DocumentTitle, RIC, ExpiryDate, CallPutOption, StrikePrice, AssetState",
top = 20
This code returns the data, however when I try to search for historical expired options (using filter of e.g 'and ExpiryDate eq 2020-09-15 ') I don't get any results. Could you please consult if it is possible to retrieve data on expired options using Search RDP?
Thank you in advance
As far as I’m aware, only a select few assets, eg Futures, that have expired are provided within RDP Search. I don believe Search provides details on expired Options.
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